| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,725.1 |
2,688.2 |
-36.9 |
-1.4% |
2,632.1 |
| High |
2,736.0 |
2,689.3 |
-46.7 |
-1.7% |
2,736.0 |
| Low |
2,677.4 |
2,647.9 |
-29.5 |
-1.1% |
2,630.8 |
| Close |
2,687.5 |
2,656.0 |
-31.5 |
-1.2% |
2,656.0 |
| Range |
58.6 |
41.4 |
-17.2 |
-29.4% |
105.2 |
| ATR |
40.0 |
40.1 |
0.1 |
0.3% |
0.0 |
| Volume |
2,365 |
1,125 |
-1,240 |
-52.4% |
8,249 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.6 |
2,763.7 |
2,678.8 |
|
| R3 |
2,747.2 |
2,722.3 |
2,667.4 |
|
| R2 |
2,705.8 |
2,705.8 |
2,663.6 |
|
| R1 |
2,680.9 |
2,680.9 |
2,659.8 |
2,672.7 |
| PP |
2,664.4 |
2,664.4 |
2,664.4 |
2,660.3 |
| S1 |
2,639.5 |
2,639.5 |
2,652.2 |
2,631.3 |
| S2 |
2,623.0 |
2,623.0 |
2,648.4 |
|
| S3 |
2,581.6 |
2,598.1 |
2,644.6 |
|
| S4 |
2,540.2 |
2,556.7 |
2,633.2 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.9 |
2,928.1 |
2,713.9 |
|
| R3 |
2,884.7 |
2,822.9 |
2,684.9 |
|
| R2 |
2,779.5 |
2,779.5 |
2,675.3 |
|
| R1 |
2,717.7 |
2,717.7 |
2,665.6 |
2,748.6 |
| PP |
2,674.3 |
2,674.3 |
2,674.3 |
2,689.7 |
| S1 |
2,612.5 |
2,612.5 |
2,646.4 |
2,643.4 |
| S2 |
2,569.1 |
2,569.1 |
2,636.7 |
|
| S3 |
2,463.9 |
2,507.3 |
2,627.1 |
|
| S4 |
2,358.7 |
2,402.1 |
2,598.1 |
|
|
| 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 |
2,630.8 |
105.2 |
4.0% |
44.8 |
1.7% |
24% |
False |
False |
1,649 |
| 10 |
2,736.0 |
2,617.5 |
118.5 |
4.5% |
34.7 |
1.3% |
32% |
False |
False |
1,139 |
| 20 |
2,736.0 |
2,558.9 |
177.1 |
6.7% |
38.9 |
1.5% |
55% |
False |
False |
86,320 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
39.7 |
1.5% |
44% |
False |
False |
152,377 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
36.8 |
1.4% |
44% |
False |
False |
160,398 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.3% |
35.7 |
1.3% |
51% |
False |
False |
164,831 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.2% |
37.0 |
1.4% |
64% |
False |
False |
168,333 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
17.0% |
36.5 |
1.4% |
68% |
False |
False |
148,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.3 |
|
2.618 |
2,797.7 |
|
1.618 |
2,756.3 |
|
1.000 |
2,730.7 |
|
0.618 |
2,714.9 |
|
HIGH |
2,689.3 |
|
0.618 |
2,673.5 |
|
0.500 |
2,668.6 |
|
0.382 |
2,663.7 |
|
LOW |
2,647.9 |
|
0.618 |
2,622.3 |
|
1.000 |
2,606.5 |
|
1.618 |
2,580.9 |
|
2.618 |
2,539.5 |
|
4.250 |
2,472.0 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,668.6 |
2,692.0 |
| PP |
2,664.4 |
2,680.0 |
| S1 |
2,660.2 |
2,668.0 |
|