| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,662.3 |
2,701.8 |
39.5 |
1.5% |
2,649.0 |
| High |
2,698.2 |
2,733.8 |
35.6 |
1.3% |
2,658.3 |
| Low |
2,661.0 |
2,693.1 |
32.1 |
1.2% |
2,617.5 |
| Close |
2,697.6 |
2,733.8 |
36.2 |
1.3% |
2,638.6 |
| Range |
37.2 |
40.7 |
3.5 |
9.4% |
40.8 |
| ATR |
38.4 |
38.5 |
0.2 |
0.4% |
0.0 |
| Volume |
437 |
3,387 |
2,950 |
675.1% |
3,150 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.3 |
2,828.8 |
2,756.2 |
|
| R3 |
2,801.6 |
2,788.1 |
2,745.0 |
|
| R2 |
2,760.9 |
2,760.9 |
2,741.3 |
|
| R1 |
2,747.4 |
2,747.4 |
2,737.5 |
2,754.2 |
| PP |
2,720.2 |
2,720.2 |
2,720.2 |
2,723.6 |
| S1 |
2,706.7 |
2,706.7 |
2,730.1 |
2,713.5 |
| S2 |
2,679.5 |
2,679.5 |
2,726.3 |
|
| S3 |
2,638.8 |
2,666.0 |
2,722.6 |
|
| S4 |
2,598.1 |
2,625.3 |
2,711.4 |
|
|
| 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 |
2,733.8 |
2,617.5 |
116.3 |
4.3% |
35.8 |
1.3% |
100% |
True |
False |
1,180 |
| 10 |
2,733.8 |
2,617.5 |
116.3 |
4.3% |
32.2 |
1.2% |
100% |
True |
False |
7,342 |
| 20 |
2,733.8 |
2,541.5 |
192.3 |
7.0% |
38.5 |
1.4% |
100% |
True |
False |
112,591 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.5% |
38.5 |
1.4% |
74% |
False |
False |
160,758 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.5% |
36.8 |
1.3% |
74% |
False |
False |
167,634 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
10.9% |
35.3 |
1.3% |
77% |
False |
False |
169,038 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
14.8% |
36.6 |
1.3% |
83% |
False |
False |
169,941 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
16.5% |
36.0 |
1.3% |
85% |
False |
False |
148,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.8 |
|
2.618 |
2,840.4 |
|
1.618 |
2,799.7 |
|
1.000 |
2,774.5 |
|
0.618 |
2,759.0 |
|
HIGH |
2,733.8 |
|
0.618 |
2,718.3 |
|
0.500 |
2,713.5 |
|
0.382 |
2,708.6 |
|
LOW |
2,693.1 |
|
0.618 |
2,667.9 |
|
1.000 |
2,652.4 |
|
1.618 |
2,627.2 |
|
2.618 |
2,586.5 |
|
4.250 |
2,520.1 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.0 |
2,716.6 |
| PP |
2,720.2 |
2,699.5 |
| S1 |
2,713.5 |
2,682.3 |
|