| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,425.4 |
2,397.4 |
-28.0 |
-1.2% |
2,439.6 |
| High |
2,432.7 |
2,399.5 |
-33.2 |
-1.4% |
2,462.4 |
| Low |
2,389.3 |
2,363.7 |
-25.6 |
-1.1% |
2,363.7 |
| Close |
2,391.6 |
2,376.0 |
-15.6 |
-0.7% |
2,376.0 |
| Range |
43.4 |
35.8 |
-7.6 |
-17.5% |
98.7 |
| ATR |
39.2 |
38.9 |
-0.2 |
-0.6% |
0.0 |
| Volume |
28,620 |
150,316 |
121,696 |
425.2% |
198,596 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.1 |
2,467.4 |
2,395.7 |
|
| R3 |
2,451.3 |
2,431.6 |
2,385.8 |
|
| R2 |
2,415.5 |
2,415.5 |
2,382.6 |
|
| R1 |
2,395.8 |
2,395.8 |
2,379.3 |
2,387.8 |
| PP |
2,379.7 |
2,379.7 |
2,379.7 |
2,375.7 |
| S1 |
2,360.0 |
2,360.0 |
2,372.7 |
2,352.0 |
| S2 |
2,343.9 |
2,343.9 |
2,369.4 |
|
| S3 |
2,308.1 |
2,324.2 |
2,366.2 |
|
| S4 |
2,272.3 |
2,288.4 |
2,356.3 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.8 |
2,635.1 |
2,430.3 |
|
| R3 |
2,598.1 |
2,536.4 |
2,403.1 |
|
| R2 |
2,499.4 |
2,499.4 |
2,394.1 |
|
| R1 |
2,437.7 |
2,437.7 |
2,385.0 |
2,419.2 |
| PP |
2,400.7 |
2,400.7 |
2,400.7 |
2,391.5 |
| S1 |
2,339.0 |
2,339.0 |
2,367.0 |
2,320.5 |
| S2 |
2,302.0 |
2,302.0 |
2,357.9 |
|
| S3 |
2,203.3 |
2,240.3 |
2,348.9 |
|
| S4 |
2,104.6 |
2,141.6 |
2,321.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,462.4 |
2,363.7 |
98.7 |
4.2% |
34.7 |
1.5% |
12% |
False |
True |
39,719 |
| 10 |
2,479.0 |
2,363.7 |
115.3 |
4.9% |
33.7 |
1.4% |
11% |
False |
True |
20,420 |
| 20 |
2,502.6 |
2,307.7 |
194.9 |
8.2% |
37.4 |
1.6% |
35% |
False |
False |
10,774 |
| 40 |
2,502.6 |
2,219.9 |
282.7 |
11.9% |
41.5 |
1.7% |
55% |
False |
False |
5,609 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
12.7% |
38.9 |
1.6% |
58% |
False |
False |
3,793 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
16.9% |
33.1 |
1.4% |
69% |
False |
False |
2,849 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.7% |
26.5 |
1.1% |
70% |
False |
False |
2,279 |
| 120 |
2,502.6 |
2,081.1 |
421.5 |
17.7% |
22.1 |
0.9% |
70% |
False |
False |
1,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.7 |
|
2.618 |
2,493.2 |
|
1.618 |
2,457.4 |
|
1.000 |
2,435.3 |
|
0.618 |
2,421.6 |
|
HIGH |
2,399.5 |
|
0.618 |
2,385.8 |
|
0.500 |
2,381.6 |
|
0.382 |
2,377.4 |
|
LOW |
2,363.7 |
|
0.618 |
2,341.6 |
|
1.000 |
2,327.9 |
|
1.618 |
2,305.8 |
|
2.618 |
2,270.0 |
|
4.250 |
2,211.6 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.6 |
2,401.9 |
| PP |
2,379.7 |
2,393.3 |
| S1 |
2,377.9 |
2,384.6 |
|