| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,363.4 |
2,258.0 |
-105.4 |
-4.5% |
2,439.6 |
| High |
2,385.9 |
2,292.6 |
-93.3 |
-3.9% |
2,462.4 |
| Low |
2,235.4 |
2,239.1 |
3.7 |
0.2% |
2,363.7 |
| Close |
2,255.9 |
2,245.4 |
-10.5 |
-0.5% |
2,376.0 |
| Range |
150.5 |
53.5 |
-97.0 |
-64.5% |
98.7 |
| ATR |
46.3 |
46.8 |
0.5 |
1.1% |
0.0 |
| Volume |
348,122 |
299,650 |
-48,472 |
-13.9% |
198,596 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.5 |
2,386.0 |
2,274.8 |
|
| R3 |
2,366.0 |
2,332.5 |
2,260.1 |
|
| R2 |
2,312.5 |
2,312.5 |
2,255.2 |
|
| R1 |
2,279.0 |
2,279.0 |
2,250.3 |
2,269.0 |
| PP |
2,259.0 |
2,259.0 |
2,259.0 |
2,254.1 |
| S1 |
2,225.5 |
2,225.5 |
2,240.5 |
2,215.5 |
| S2 |
2,205.5 |
2,205.5 |
2,235.6 |
|
| S3 |
2,152.0 |
2,172.0 |
2,230.7 |
|
| S4 |
2,098.5 |
2,118.5 |
2,216.0 |
|
|
| 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 |
2,402.6 |
2,235.4 |
167.2 |
7.4% |
61.8 |
2.8% |
6% |
False |
False |
298,115 |
| 10 |
2,462.4 |
2,235.4 |
227.0 |
10.1% |
47.5 |
2.1% |
4% |
False |
False |
154,089 |
| 20 |
2,502.6 |
2,235.4 |
267.2 |
11.9% |
43.0 |
1.9% |
4% |
False |
False |
77,669 |
| 40 |
2,502.6 |
2,219.9 |
282.7 |
12.6% |
45.0 |
2.0% |
9% |
False |
False |
39,105 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.4% |
41.6 |
1.9% |
15% |
False |
False |
26,124 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.9% |
36.6 |
1.6% |
36% |
False |
False |
19,602 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
18.7% |
29.3 |
1.3% |
39% |
False |
False |
15,682 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.7% |
24.4 |
1.1% |
39% |
False |
False |
13,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.0 |
|
2.618 |
2,432.7 |
|
1.618 |
2,379.2 |
|
1.000 |
2,346.1 |
|
0.618 |
2,325.7 |
|
HIGH |
2,292.6 |
|
0.618 |
2,272.2 |
|
0.500 |
2,265.9 |
|
0.382 |
2,259.5 |
|
LOW |
2,239.1 |
|
0.618 |
2,206.0 |
|
1.000 |
2,185.6 |
|
1.618 |
2,152.5 |
|
2.618 |
2,099.0 |
|
4.250 |
2,011.7 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.9 |
2,314.8 |
| PP |
2,259.0 |
2,291.6 |
| S1 |
2,252.2 |
2,268.5 |
|