| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,725.7 |
2,689.9 |
-35.8 |
-1.3% |
2,685.6 |
| High |
2,736.8 |
2,704.6 |
-32.2 |
-1.2% |
2,780.4 |
| Low |
2,685.2 |
2,682.8 |
-2.4 |
-0.1% |
2,671.8 |
| Close |
2,697.3 |
2,691.5 |
-5.8 |
-0.2% |
2,697.3 |
| Range |
51.6 |
21.8 |
-29.8 |
-57.8% |
108.6 |
| ATR |
41.5 |
40.1 |
-1.4 |
-3.4% |
0.0 |
| Volume |
12,058 |
5,066 |
-6,992 |
-58.0% |
67,411 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.4 |
2,746.7 |
2,703.5 |
|
| R3 |
2,736.6 |
2,724.9 |
2,697.5 |
|
| R2 |
2,714.8 |
2,714.8 |
2,695.5 |
|
| R1 |
2,703.1 |
2,703.1 |
2,693.5 |
2,709.0 |
| PP |
2,693.0 |
2,693.0 |
2,693.0 |
2,695.9 |
| S1 |
2,681.3 |
2,681.3 |
2,689.5 |
2,687.2 |
| S2 |
2,671.2 |
2,671.2 |
2,687.5 |
|
| S3 |
2,649.4 |
2,659.5 |
2,685.5 |
|
| S4 |
2,627.6 |
2,637.7 |
2,679.5 |
|
|
| 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 |
2,682.8 |
97.6 |
3.6% |
43.2 |
1.6% |
9% |
False |
True |
12,591 |
| 10 |
2,780.4 |
2,656.2 |
124.2 |
4.6% |
37.5 |
1.4% |
28% |
False |
False |
10,392 |
| 20 |
2,780.4 |
2,615.2 |
165.2 |
6.1% |
40.3 |
1.5% |
46% |
False |
False |
8,196 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
39.3 |
1.5% |
40% |
False |
False |
6,413 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
35.8 |
1.3% |
40% |
False |
False |
4,920 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.3% |
34.3 |
1.3% |
49% |
False |
False |
3,970 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.1% |
35.1 |
1.3% |
62% |
False |
False |
3,416 |
| 120 |
2,846.6 |
2,393.8 |
452.8 |
16.8% |
34.6 |
1.3% |
66% |
False |
False |
2,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.3 |
|
2.618 |
2,761.7 |
|
1.618 |
2,739.9 |
|
1.000 |
2,726.4 |
|
0.618 |
2,718.1 |
|
HIGH |
2,704.6 |
|
0.618 |
2,696.3 |
|
0.500 |
2,693.7 |
|
0.382 |
2,691.1 |
|
LOW |
2,682.8 |
|
0.618 |
2,669.3 |
|
1.000 |
2,661.0 |
|
1.618 |
2,647.5 |
|
2.618 |
2,625.7 |
|
4.250 |
2,590.2 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.7 |
2,731.6 |
| PP |
2,693.0 |
2,718.2 |
| S1 |
2,692.2 |
2,704.9 |
|