| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,742.3 |
2,772.6 |
30.3 |
1.1% |
2,699.0 |
| High |
2,778.5 |
2,780.4 |
1.9 |
0.1% |
2,702.0 |
| Low |
2,739.0 |
2,717.5 |
-21.5 |
-0.8% |
2,656.2 |
| Close |
2,776.6 |
2,730.4 |
-46.2 |
-1.7% |
2,680.3 |
| Range |
39.5 |
62.9 |
23.4 |
59.2% |
45.8 |
| ATR |
39.0 |
40.7 |
1.7 |
4.4% |
0.0 |
| Volume |
23,442 |
12,732 |
-10,710 |
-45.7% |
37,207 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.5 |
2,893.8 |
2,765.0 |
|
| R3 |
2,868.6 |
2,830.9 |
2,747.7 |
|
| R2 |
2,805.7 |
2,805.7 |
2,741.9 |
|
| R1 |
2,768.0 |
2,768.0 |
2,736.2 |
2,755.4 |
| PP |
2,742.8 |
2,742.8 |
2,742.8 |
2,736.5 |
| S1 |
2,705.1 |
2,705.1 |
2,724.6 |
2,692.5 |
| S2 |
2,679.9 |
2,679.9 |
2,718.9 |
|
| S3 |
2,617.0 |
2,642.2 |
2,713.1 |
|
| S4 |
2,554.1 |
2,579.3 |
2,695.8 |
|
|
| 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 |
2,780.4 |
2,656.2 |
124.2 |
4.5% |
44.4 |
1.6% |
60% |
True |
False |
13,127 |
| 10 |
2,780.4 |
2,656.2 |
124.2 |
4.5% |
38.1 |
1.4% |
60% |
True |
False |
9,868 |
| 20 |
2,780.4 |
2,586.6 |
193.8 |
7.1% |
39.7 |
1.5% |
74% |
True |
False |
7,734 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.5% |
38.8 |
1.4% |
55% |
False |
False |
6,072 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.5% |
36.0 |
1.3% |
55% |
False |
False |
4,663 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.1% |
34.2 |
1.3% |
62% |
False |
False |
3,795 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
14.9% |
35.2 |
1.3% |
71% |
False |
False |
3,253 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.6% |
34.3 |
1.3% |
74% |
False |
False |
2,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.7 |
|
2.618 |
2,945.1 |
|
1.618 |
2,882.2 |
|
1.000 |
2,843.3 |
|
0.618 |
2,819.3 |
|
HIGH |
2,780.4 |
|
0.618 |
2,756.4 |
|
0.500 |
2,749.0 |
|
0.382 |
2,741.5 |
|
LOW |
2,717.5 |
|
0.618 |
2,678.6 |
|
1.000 |
2,654.6 |
|
1.618 |
2,615.7 |
|
2.618 |
2,552.8 |
|
4.250 |
2,450.2 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,749.0 |
2,741.5 |
| PP |
2,742.8 |
2,737.8 |
| S1 |
2,736.6 |
2,734.1 |
|