| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,701.8 |
2,725.1 |
23.3 |
0.9% |
2,649.0 |
| High |
2,733.8 |
2,736.0 |
2.2 |
0.1% |
2,658.3 |
| Low |
2,693.1 |
2,677.4 |
-15.7 |
-0.6% |
2,617.5 |
| Close |
2,733.8 |
2,687.5 |
-46.3 |
-1.7% |
2,638.6 |
| Range |
40.7 |
58.6 |
17.9 |
44.0% |
40.8 |
| ATR |
38.5 |
40.0 |
1.4 |
3.7% |
0.0 |
| Volume |
3,387 |
2,365 |
-1,022 |
-30.2% |
3,150 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.1 |
2,840.4 |
2,719.7 |
|
| R3 |
2,817.5 |
2,781.8 |
2,703.6 |
|
| R2 |
2,758.9 |
2,758.9 |
2,698.2 |
|
| R1 |
2,723.2 |
2,723.2 |
2,692.9 |
2,711.8 |
| PP |
2,700.3 |
2,700.3 |
2,700.3 |
2,694.6 |
| S1 |
2,664.6 |
2,664.6 |
2,682.1 |
2,653.2 |
| S2 |
2,641.7 |
2,641.7 |
2,676.8 |
|
| S3 |
2,583.1 |
2,606.0 |
2,671.4 |
|
| S4 |
2,524.5 |
2,547.4 |
2,655.3 |
|
|
| 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 |
2,736.0 |
2,617.5 |
118.5 |
4.4% |
41.7 |
1.6% |
59% |
True |
False |
1,539 |
| 10 |
2,736.0 |
2,617.5 |
118.5 |
4.4% |
34.9 |
1.3% |
59% |
True |
False |
1,413 |
| 20 |
2,736.0 |
2,541.5 |
194.5 |
7.2% |
39.0 |
1.5% |
75% |
True |
False |
99,571 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.7% |
39.2 |
1.5% |
56% |
False |
False |
156,895 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.7% |
36.9 |
1.4% |
56% |
False |
False |
163,788 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.1% |
35.6 |
1.3% |
62% |
False |
False |
166,678 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.0% |
36.9 |
1.4% |
72% |
False |
False |
169,384 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
16.8% |
36.3 |
1.4% |
75% |
False |
False |
148,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.1 |
|
2.618 |
2,889.4 |
|
1.618 |
2,830.8 |
|
1.000 |
2,794.6 |
|
0.618 |
2,772.2 |
|
HIGH |
2,736.0 |
|
0.618 |
2,713.6 |
|
0.500 |
2,706.7 |
|
0.382 |
2,699.8 |
|
LOW |
2,677.4 |
|
0.618 |
2,641.2 |
|
1.000 |
2,618.8 |
|
1.618 |
2,582.6 |
|
2.618 |
2,524.0 |
|
4.250 |
2,428.4 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.7 |
2,698.5 |
| PP |
2,700.3 |
2,694.8 |
| S1 |
2,693.9 |
2,691.2 |
|