| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,397.4 |
2,372.8 |
-24.6 |
-1.0% |
2,439.6 |
| High |
2,399.5 |
2,402.6 |
3.1 |
0.1% |
2,462.4 |
| Low |
2,363.7 |
2,368.9 |
5.2 |
0.2% |
2,363.7 |
| Close |
2,376.0 |
2,391.4 |
15.4 |
0.6% |
2,376.0 |
| Range |
35.8 |
33.7 |
-2.1 |
-5.9% |
98.7 |
| ATR |
38.9 |
38.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
150,316 |
413,574 |
263,258 |
175.1% |
198,596 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.7 |
2,473.8 |
2,409.9 |
|
| R3 |
2,455.0 |
2,440.1 |
2,400.7 |
|
| R2 |
2,421.3 |
2,421.3 |
2,397.6 |
|
| R1 |
2,406.4 |
2,406.4 |
2,394.5 |
2,413.9 |
| PP |
2,387.6 |
2,387.6 |
2,387.6 |
2,391.4 |
| S1 |
2,372.7 |
2,372.7 |
2,388.3 |
2,380.2 |
| S2 |
2,353.9 |
2,353.9 |
2,385.2 |
|
| S3 |
2,320.2 |
2,339.0 |
2,382.1 |
|
| S4 |
2,286.5 |
2,305.3 |
2,372.9 |
|
|
| 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 |
2,440.1 |
2,363.7 |
76.4 |
3.2% |
33.8 |
1.4% |
36% |
False |
False |
121,643 |
| 10 |
2,471.7 |
2,363.7 |
108.0 |
4.5% |
34.2 |
1.4% |
26% |
False |
False |
61,705 |
| 20 |
2,502.6 |
2,307.7 |
194.9 |
8.2% |
36.7 |
1.5% |
43% |
False |
False |
31,414 |
| 40 |
2,502.6 |
2,219.9 |
282.7 |
11.8% |
41.8 |
1.7% |
61% |
False |
False |
15,945 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
12.6% |
39.1 |
1.6% |
63% |
False |
False |
10,685 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
16.8% |
33.6 |
1.4% |
72% |
False |
False |
8,019 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.6% |
26.9 |
1.1% |
74% |
False |
False |
6,415 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
17.6% |
22.4 |
0.9% |
74% |
False |
False |
5,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.8 |
|
2.618 |
2,490.8 |
|
1.618 |
2,457.1 |
|
1.000 |
2,436.3 |
|
0.618 |
2,423.4 |
|
HIGH |
2,402.6 |
|
0.618 |
2,389.7 |
|
0.500 |
2,385.8 |
|
0.382 |
2,381.8 |
|
LOW |
2,368.9 |
|
0.618 |
2,348.1 |
|
1.000 |
2,335.2 |
|
1.618 |
2,314.4 |
|
2.618 |
2,280.7 |
|
4.250 |
2,225.7 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.5 |
2,398.2 |
| PP |
2,387.6 |
2,395.9 |
| S1 |
2,385.8 |
2,393.7 |
|