| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,772.6 |
2,725.7 |
-46.9 |
-1.7% |
2,685.6 |
| High |
2,780.4 |
2,736.8 |
-43.6 |
-1.6% |
2,780.4 |
| Low |
2,717.5 |
2,685.2 |
-32.3 |
-1.2% |
2,671.8 |
| Close |
2,730.4 |
2,697.3 |
-33.1 |
-1.2% |
2,697.3 |
| Range |
62.9 |
51.6 |
-11.3 |
-18.0% |
108.6 |
| ATR |
40.7 |
41.5 |
0.8 |
1.9% |
0.0 |
| Volume |
12,732 |
12,058 |
-674 |
-5.3% |
67,411 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.2 |
2,830.9 |
2,725.7 |
|
| R3 |
2,809.6 |
2,779.3 |
2,711.5 |
|
| R2 |
2,758.0 |
2,758.0 |
2,706.8 |
|
| R1 |
2,727.7 |
2,727.7 |
2,702.0 |
2,717.1 |
| PP |
2,706.4 |
2,706.4 |
2,706.4 |
2,701.1 |
| S1 |
2,676.1 |
2,676.1 |
2,692.6 |
2,665.5 |
| S2 |
2,654.8 |
2,654.8 |
2,687.8 |
|
| S3 |
2,603.2 |
2,624.5 |
2,683.1 |
|
| S4 |
2,551.6 |
2,572.9 |
2,668.9 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.3 |
2,978.4 |
2,757.0 |
|
| R3 |
2,933.7 |
2,869.8 |
2,727.2 |
|
| R2 |
2,825.1 |
2,825.1 |
2,717.2 |
|
| R1 |
2,761.2 |
2,761.2 |
2,707.3 |
2,793.2 |
| PP |
2,716.5 |
2,716.5 |
2,716.5 |
2,732.5 |
| S1 |
2,652.6 |
2,652.6 |
2,687.3 |
2,684.6 |
| S2 |
2,607.9 |
2,607.9 |
2,677.4 |
|
| S3 |
2,499.3 |
2,544.0 |
2,667.4 |
|
| S4 |
2,390.7 |
2,435.4 |
2,637.6 |
|
|
| 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 |
2,671.8 |
108.6 |
4.0% |
48.5 |
1.8% |
23% |
False |
False |
13,482 |
| 10 |
2,780.4 |
2,656.2 |
124.2 |
4.6% |
38.7 |
1.4% |
33% |
False |
False |
10,461 |
| 20 |
2,780.4 |
2,604.6 |
175.8 |
6.5% |
40.2 |
1.5% |
53% |
False |
False |
8,191 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
39.4 |
1.5% |
43% |
False |
False |
6,314 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
36.1 |
1.3% |
43% |
False |
False |
4,854 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.2% |
34.6 |
1.3% |
51% |
False |
False |
3,923 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.1% |
35.4 |
1.3% |
63% |
False |
False |
3,371 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.8% |
34.6 |
1.3% |
67% |
False |
False |
2,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.1 |
|
2.618 |
2,871.9 |
|
1.618 |
2,820.3 |
|
1.000 |
2,788.4 |
|
0.618 |
2,768.7 |
|
HIGH |
2,736.8 |
|
0.618 |
2,717.1 |
|
0.500 |
2,711.0 |
|
0.382 |
2,704.9 |
|
LOW |
2,685.2 |
|
0.618 |
2,653.3 |
|
1.000 |
2,633.6 |
|
1.618 |
2,601.7 |
|
2.618 |
2,550.1 |
|
4.250 |
2,465.9 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.0 |
2,732.8 |
| PP |
2,706.4 |
2,721.0 |
| S1 |
2,701.9 |
2,709.1 |
|