| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,703.9 |
2,742.3 |
38.4 |
1.4% |
2,699.0 |
| High |
2,742.5 |
2,778.5 |
36.0 |
1.3% |
2,702.0 |
| Low |
2,702.5 |
2,739.0 |
36.5 |
1.4% |
2,656.2 |
| Close |
2,739.4 |
2,776.6 |
37.2 |
1.4% |
2,680.3 |
| Range |
40.0 |
39.5 |
-0.5 |
-1.3% |
45.8 |
| ATR |
39.0 |
39.0 |
0.0 |
0.1% |
0.0 |
| Volume |
9,661 |
23,442 |
13,781 |
142.6% |
37,207 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.2 |
2,869.4 |
2,798.3 |
|
| R3 |
2,843.7 |
2,829.9 |
2,787.5 |
|
| R2 |
2,804.2 |
2,804.2 |
2,783.8 |
|
| R1 |
2,790.4 |
2,790.4 |
2,780.2 |
2,797.3 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,768.2 |
| S1 |
2,750.9 |
2,750.9 |
2,773.0 |
2,757.8 |
| S2 |
2,725.2 |
2,725.2 |
2,769.4 |
|
| S3 |
2,685.7 |
2,711.4 |
2,765.7 |
|
| S4 |
2,646.2 |
2,671.9 |
2,754.9 |
|
|
| 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 |
2,778.5 |
2,656.2 |
122.3 |
4.4% |
38.2 |
1.4% |
98% |
True |
False |
11,648 |
| 10 |
2,778.5 |
2,656.2 |
122.3 |
4.4% |
34.8 |
1.3% |
98% |
True |
False |
9,073 |
| 20 |
2,778.5 |
2,586.6 |
191.9 |
6.9% |
38.8 |
1.4% |
99% |
True |
False |
7,364 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.4% |
37.8 |
1.4% |
73% |
False |
False |
5,783 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.4% |
35.8 |
1.3% |
73% |
False |
False |
4,474 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
10.9% |
33.8 |
1.2% |
77% |
False |
False |
3,665 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
14.6% |
34.8 |
1.3% |
83% |
False |
False |
3,129 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.4% |
33.9 |
1.2% |
85% |
False |
False |
2,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.4 |
|
2.618 |
2,881.9 |
|
1.618 |
2,842.4 |
|
1.000 |
2,818.0 |
|
0.618 |
2,802.9 |
|
HIGH |
2,778.5 |
|
0.618 |
2,763.4 |
|
0.500 |
2,758.8 |
|
0.382 |
2,754.1 |
|
LOW |
2,739.0 |
|
0.618 |
2,714.6 |
|
1.000 |
2,699.5 |
|
1.618 |
2,675.1 |
|
2.618 |
2,635.6 |
|
4.250 |
2,571.1 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.7 |
2,759.5 |
| PP |
2,764.7 |
2,742.3 |
| S1 |
2,758.8 |
2,725.2 |
|