| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,390.2 |
2,363.4 |
-26.8 |
-1.1% |
2,439.6 |
| High |
2,394.1 |
2,385.9 |
-8.2 |
-0.3% |
2,462.4 |
| Low |
2,358.8 |
2,235.4 |
-123.4 |
-5.2% |
2,363.7 |
| Close |
2,363.2 |
2,255.9 |
-107.3 |
-4.5% |
2,376.0 |
| Range |
35.3 |
150.5 |
115.2 |
326.3% |
98.7 |
| ATR |
38.3 |
46.3 |
8.0 |
20.9% |
0.0 |
| Volume |
278,915 |
348,122 |
69,207 |
24.8% |
198,596 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.9 |
2,650.4 |
2,338.7 |
|
| R3 |
2,593.4 |
2,499.9 |
2,297.3 |
|
| R2 |
2,442.9 |
2,442.9 |
2,283.5 |
|
| R1 |
2,349.4 |
2,349.4 |
2,269.7 |
2,320.9 |
| PP |
2,292.4 |
2,292.4 |
2,292.4 |
2,278.2 |
| S1 |
2,198.9 |
2,198.9 |
2,242.1 |
2,170.4 |
| S2 |
2,141.9 |
2,141.9 |
2,228.3 |
|
| S3 |
1,991.4 |
2,048.4 |
2,214.5 |
|
| S4 |
1,840.9 |
1,897.9 |
2,173.1 |
|
|
| 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 |
2,432.7 |
2,235.4 |
197.3 |
8.7% |
59.7 |
2.6% |
10% |
False |
True |
243,909 |
| 10 |
2,462.4 |
2,235.4 |
227.0 |
10.1% |
45.7 |
2.0% |
9% |
False |
True |
124,201 |
| 20 |
2,502.6 |
2,235.4 |
267.2 |
11.8% |
42.1 |
1.9% |
8% |
False |
True |
62,716 |
| 40 |
2,502.6 |
2,219.9 |
282.7 |
12.5% |
44.7 |
2.0% |
13% |
False |
False |
31,617 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.3% |
41.2 |
1.8% |
18% |
False |
False |
21,132 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.8% |
35.9 |
1.6% |
39% |
False |
False |
15,857 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
18.6% |
28.7 |
1.3% |
41% |
False |
False |
12,685 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.6% |
23.9 |
1.1% |
41% |
False |
False |
10,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.5 |
|
2.618 |
2,779.9 |
|
1.618 |
2,629.4 |
|
1.000 |
2,536.4 |
|
0.618 |
2,478.9 |
|
HIGH |
2,385.9 |
|
0.618 |
2,328.4 |
|
0.500 |
2,310.7 |
|
0.382 |
2,292.9 |
|
LOW |
2,235.4 |
|
0.618 |
2,142.4 |
|
1.000 |
2,084.9 |
|
1.618 |
1,991.9 |
|
2.618 |
1,841.4 |
|
4.250 |
1,595.8 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,310.7 |
2,319.0 |
| PP |
2,292.4 |
2,298.0 |
| S1 |
2,274.2 |
2,276.9 |
|