| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,685.6 |
2,703.9 |
18.3 |
0.7% |
2,699.0 |
| High |
2,720.2 |
2,742.5 |
22.3 |
0.8% |
2,702.0 |
| Low |
2,671.8 |
2,702.5 |
30.7 |
1.1% |
2,656.2 |
| Close |
2,706.6 |
2,739.4 |
32.8 |
1.2% |
2,680.3 |
| Range |
48.4 |
40.0 |
-8.4 |
-17.4% |
45.8 |
| ATR |
38.9 |
39.0 |
0.1 |
0.2% |
0.0 |
| Volume |
9,518 |
9,661 |
143 |
1.5% |
37,207 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.1 |
2,833.8 |
2,761.4 |
|
| R3 |
2,808.1 |
2,793.8 |
2,750.4 |
|
| R2 |
2,768.1 |
2,768.1 |
2,746.7 |
|
| R1 |
2,753.8 |
2,753.8 |
2,743.1 |
2,761.0 |
| PP |
2,728.1 |
2,728.1 |
2,728.1 |
2,731.7 |
| S1 |
2,713.8 |
2,713.8 |
2,735.7 |
2,721.0 |
| S2 |
2,688.1 |
2,688.1 |
2,732.1 |
|
| S3 |
2,648.1 |
2,673.8 |
2,728.4 |
|
| S4 |
2,608.1 |
2,633.8 |
2,717.4 |
|
|
| 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 |
2,742.5 |
2,656.2 |
86.3 |
3.2% |
35.6 |
1.3% |
96% |
True |
False |
9,217 |
| 10 |
2,742.5 |
2,652.5 |
90.0 |
3.3% |
34.4 |
1.3% |
97% |
True |
False |
7,343 |
| 20 |
2,768.1 |
2,586.6 |
181.5 |
6.6% |
38.5 |
1.4% |
84% |
False |
False |
6,618 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.5% |
37.6 |
1.4% |
59% |
False |
False |
5,266 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.5% |
35.6 |
1.3% |
59% |
False |
False |
4,106 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.1% |
33.6 |
1.2% |
65% |
False |
False |
3,378 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
14.8% |
34.6 |
1.3% |
74% |
False |
False |
2,897 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.6% |
34.0 |
1.2% |
76% |
False |
False |
2,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.5 |
|
2.618 |
2,847.2 |
|
1.618 |
2,807.2 |
|
1.000 |
2,782.5 |
|
0.618 |
2,767.2 |
|
HIGH |
2,742.5 |
|
0.618 |
2,727.2 |
|
0.500 |
2,722.5 |
|
0.382 |
2,717.8 |
|
LOW |
2,702.5 |
|
0.618 |
2,677.8 |
|
1.000 |
2,662.5 |
|
1.618 |
2,637.8 |
|
2.618 |
2,597.8 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.8 |
2,726.1 |
| PP |
2,728.1 |
2,712.7 |
| S1 |
2,722.5 |
2,699.4 |
|