| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,697.8 |
2,710.6 |
12.8 |
0.5% |
2,715.3 |
| High |
2,707.2 |
2,740.5 |
33.3 |
1.2% |
2,721.8 |
| Low |
2,677.8 |
2,693.4 |
15.6 |
0.6% |
2,677.8 |
| Close |
2,701.5 |
2,728.1 |
26.6 |
1.0% |
2,701.5 |
| Range |
29.4 |
47.1 |
17.7 |
60.2% |
44.0 |
| ATR |
37.4 |
38.1 |
0.7 |
1.9% |
0.0 |
| Volume |
5,093 |
4,580 |
-513 |
-10.1% |
13,534 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.0 |
2,842.1 |
2,754.0 |
|
| R3 |
2,814.9 |
2,795.0 |
2,741.1 |
|
| R2 |
2,767.8 |
2,767.8 |
2,736.7 |
|
| R1 |
2,747.9 |
2,747.9 |
2,732.4 |
2,757.9 |
| PP |
2,720.7 |
2,720.7 |
2,720.7 |
2,725.6 |
| S1 |
2,700.8 |
2,700.8 |
2,723.8 |
2,710.8 |
| S2 |
2,673.6 |
2,673.6 |
2,719.5 |
|
| S3 |
2,626.5 |
2,653.7 |
2,715.1 |
|
| S4 |
2,579.4 |
2,606.6 |
2,702.2 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.4 |
2,810.9 |
2,725.7 |
|
| R3 |
2,788.4 |
2,766.9 |
2,713.6 |
|
| R2 |
2,744.4 |
2,744.4 |
2,709.6 |
|
| R1 |
2,722.9 |
2,722.9 |
2,705.5 |
2,711.7 |
| PP |
2,700.4 |
2,700.4 |
2,700.4 |
2,694.7 |
| S1 |
2,678.9 |
2,678.9 |
2,697.5 |
2,667.7 |
| S2 |
2,656.4 |
2,656.4 |
2,693.4 |
|
| S3 |
2,612.4 |
2,634.9 |
2,689.4 |
|
| S4 |
2,568.4 |
2,590.9 |
2,677.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,740.5 |
2,677.8 |
62.7 |
2.3% |
30.3 |
1.1% |
80% |
True |
False |
3,344 |
| 10 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
39.3 |
1.4% |
46% |
False |
False |
2,826 |
| 20 |
2,790.5 |
2,606.4 |
184.1 |
6.7% |
39.2 |
1.4% |
66% |
False |
False |
3,009 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.5% |
36.1 |
1.3% |
47% |
False |
False |
2,772 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.5% |
33.9 |
1.2% |
47% |
False |
False |
2,159 |
| 80 |
2,866.8 |
2,548.1 |
318.7 |
11.7% |
32.7 |
1.2% |
56% |
False |
False |
1,779 |
| 100 |
2,866.8 |
2,452.6 |
414.2 |
15.2% |
33.9 |
1.2% |
67% |
False |
False |
1,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.7 |
|
2.618 |
2,863.8 |
|
1.618 |
2,816.7 |
|
1.000 |
2,787.6 |
|
0.618 |
2,769.6 |
|
HIGH |
2,740.5 |
|
0.618 |
2,722.5 |
|
0.500 |
2,717.0 |
|
0.382 |
2,711.4 |
|
LOW |
2,693.4 |
|
0.618 |
2,664.3 |
|
1.000 |
2,646.3 |
|
1.618 |
2,617.2 |
|
2.618 |
2,570.1 |
|
4.250 |
2,493.2 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.4 |
2,721.8 |
| PP |
2,720.7 |
2,715.5 |
| S1 |
2,717.0 |
2,709.2 |
|