| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,675.3 |
2,685.6 |
10.3 |
0.4% |
2,699.0 |
| High |
2,687.4 |
2,720.2 |
32.8 |
1.2% |
2,702.0 |
| Low |
2,656.2 |
2,671.8 |
15.6 |
0.6% |
2,656.2 |
| Close |
2,680.3 |
2,706.6 |
26.3 |
1.0% |
2,680.3 |
| Range |
31.2 |
48.4 |
17.2 |
55.1% |
45.8 |
| ATR |
38.2 |
38.9 |
0.7 |
1.9% |
0.0 |
| Volume |
10,285 |
9,518 |
-767 |
-7.5% |
37,207 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.7 |
2,824.1 |
2,733.2 |
|
| R3 |
2,796.3 |
2,775.7 |
2,719.9 |
|
| R2 |
2,747.9 |
2,747.9 |
2,715.5 |
|
| R1 |
2,727.3 |
2,727.3 |
2,711.0 |
2,737.6 |
| PP |
2,699.5 |
2,699.5 |
2,699.5 |
2,704.7 |
| S1 |
2,678.9 |
2,678.9 |
2,702.2 |
2,689.2 |
| S2 |
2,651.1 |
2,651.1 |
2,697.7 |
|
| S3 |
2,602.7 |
2,630.5 |
2,693.3 |
|
| S4 |
2,554.3 |
2,582.1 |
2,680.0 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.9 |
2,794.4 |
2,705.5 |
|
| R3 |
2,771.1 |
2,748.6 |
2,692.9 |
|
| R2 |
2,725.3 |
2,725.3 |
2,688.7 |
|
| R1 |
2,702.8 |
2,702.8 |
2,684.5 |
2,691.2 |
| PP |
2,679.5 |
2,679.5 |
2,679.5 |
2,673.7 |
| S1 |
2,657.0 |
2,657.0 |
2,676.1 |
2,645.4 |
| S2 |
2,633.7 |
2,633.7 |
2,671.9 |
|
| S3 |
2,587.9 |
2,611.2 |
2,667.7 |
|
| S4 |
2,542.1 |
2,565.4 |
2,655.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.2 |
2,656.2 |
64.0 |
2.4% |
31.9 |
1.2% |
79% |
True |
False |
8,193 |
| 10 |
2,768.1 |
2,652.5 |
115.6 |
4.3% |
41.0 |
1.5% |
47% |
False |
False |
7,174 |
| 20 |
2,768.1 |
2,586.6 |
181.5 |
6.7% |
40.3 |
1.5% |
66% |
False |
False |
6,369 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
37.2 |
1.4% |
46% |
False |
False |
5,040 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
35.1 |
1.3% |
46% |
False |
False |
3,960 |
| 80 |
2,846.6 |
2,530.6 |
316.0 |
11.7% |
33.8 |
1.2% |
56% |
False |
False |
3,271 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.0% |
34.8 |
1.3% |
66% |
False |
False |
2,807 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.8% |
34.0 |
1.3% |
69% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.9 |
|
2.618 |
2,846.9 |
|
1.618 |
2,798.5 |
|
1.000 |
2,768.6 |
|
0.618 |
2,750.1 |
|
HIGH |
2,720.2 |
|
0.618 |
2,701.7 |
|
0.500 |
2,696.0 |
|
0.382 |
2,690.3 |
|
LOW |
2,671.8 |
|
0.618 |
2,641.9 |
|
1.000 |
2,623.4 |
|
1.618 |
2,593.5 |
|
2.618 |
2,545.1 |
|
4.250 |
2,466.1 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.1 |
2,700.5 |
| PP |
2,699.5 |
2,694.3 |
| S1 |
2,696.0 |
2,688.2 |
|