| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,632.1 |
2,662.3 |
30.2 |
1.1% |
2,649.0 |
| High |
2,677.1 |
2,698.2 |
21.1 |
0.8% |
2,658.3 |
| Low |
2,630.8 |
2,661.0 |
30.2 |
1.1% |
2,617.5 |
| Close |
2,664.9 |
2,697.6 |
32.7 |
1.2% |
2,638.6 |
| Range |
46.3 |
37.2 |
-9.1 |
-19.7% |
40.8 |
| ATR |
38.5 |
38.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
935 |
437 |
-498 |
-53.3% |
3,150 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.2 |
2,784.6 |
2,718.1 |
|
| R3 |
2,760.0 |
2,747.4 |
2,707.8 |
|
| R2 |
2,722.8 |
2,722.8 |
2,704.4 |
|
| R1 |
2,710.2 |
2,710.2 |
2,701.0 |
2,716.5 |
| PP |
2,685.6 |
2,685.6 |
2,685.6 |
2,688.8 |
| S1 |
2,673.0 |
2,673.0 |
2,694.2 |
2,679.3 |
| S2 |
2,648.4 |
2,648.4 |
2,690.8 |
|
| S3 |
2,611.2 |
2,635.8 |
2,687.4 |
|
| S4 |
2,574.0 |
2,598.6 |
2,677.1 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.5 |
2,740.4 |
2,661.0 |
|
| R3 |
2,719.7 |
2,699.6 |
2,649.8 |
|
| R2 |
2,678.9 |
2,678.9 |
2,646.1 |
|
| R1 |
2,658.8 |
2,658.8 |
2,642.3 |
2,648.5 |
| PP |
2,638.1 |
2,638.1 |
2,638.1 |
2,633.0 |
| S1 |
2,618.0 |
2,618.0 |
2,634.9 |
2,607.7 |
| S2 |
2,597.3 |
2,597.3 |
2,631.1 |
|
| S3 |
2,556.5 |
2,577.2 |
2,627.4 |
|
| S4 |
2,515.7 |
2,536.4 |
2,616.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,698.2 |
2,617.5 |
80.7 |
3.0% |
31.9 |
1.2% |
99% |
True |
False |
553 |
| 10 |
2,698.2 |
2,605.3 |
92.9 |
3.4% |
31.8 |
1.2% |
99% |
True |
False |
24,789 |
| 20 |
2,723.2 |
2,541.5 |
181.7 |
6.7% |
38.3 |
1.4% |
86% |
False |
False |
126,560 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.6% |
38.2 |
1.4% |
60% |
False |
False |
164,687 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.6% |
36.6 |
1.4% |
60% |
False |
False |
170,236 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.1% |
35.1 |
1.3% |
65% |
False |
False |
170,946 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.0% |
36.5 |
1.4% |
74% |
False |
False |
170,491 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
16.7% |
36.1 |
1.3% |
77% |
False |
False |
148,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.3 |
|
2.618 |
2,795.6 |
|
1.618 |
2,758.4 |
|
1.000 |
2,735.4 |
|
0.618 |
2,721.2 |
|
HIGH |
2,698.2 |
|
0.618 |
2,684.0 |
|
0.500 |
2,679.6 |
|
0.382 |
2,675.2 |
|
LOW |
2,661.0 |
|
0.618 |
2,638.0 |
|
1.000 |
2,623.8 |
|
1.618 |
2,600.8 |
|
2.618 |
2,563.6 |
|
4.250 |
2,502.9 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.6 |
2,684.4 |
| PP |
2,685.6 |
2,671.1 |
| S1 |
2,679.6 |
2,657.9 |
|