| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,688.2 |
2,658.3 |
-29.9 |
-1.1% |
2,632.1 |
| High |
2,689.3 |
2,663.3 |
-26.0 |
-1.0% |
2,736.0 |
| Low |
2,647.9 |
2,651.0 |
3.1 |
0.1% |
2,630.8 |
| Close |
2,656.0 |
2,651.4 |
-4.6 |
-0.2% |
2,656.0 |
| Range |
41.4 |
12.3 |
-29.1 |
-70.3% |
105.2 |
| ATR |
40.1 |
38.1 |
-2.0 |
-5.0% |
0.0 |
| Volume |
1,125 |
877 |
-248 |
-22.0% |
8,249 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.1 |
2,684.1 |
2,658.2 |
|
| R3 |
2,679.8 |
2,671.8 |
2,654.8 |
|
| R2 |
2,667.5 |
2,667.5 |
2,653.7 |
|
| R1 |
2,659.5 |
2,659.5 |
2,652.5 |
2,657.4 |
| PP |
2,655.2 |
2,655.2 |
2,655.2 |
2,654.2 |
| S1 |
2,647.2 |
2,647.2 |
2,650.3 |
2,645.1 |
| S2 |
2,642.9 |
2,642.9 |
2,649.1 |
|
| S3 |
2,630.6 |
2,634.9 |
2,648.0 |
|
| S4 |
2,618.3 |
2,622.6 |
2,644.6 |
|
|
| 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 |
2,647.9 |
88.1 |
3.3% |
38.0 |
1.4% |
4% |
False |
False |
1,638 |
| 10 |
2,736.0 |
2,617.5 |
118.5 |
4.5% |
33.1 |
1.2% |
29% |
False |
False |
1,158 |
| 20 |
2,736.0 |
2,568.5 |
167.5 |
6.3% |
38.4 |
1.4% |
49% |
False |
False |
77,369 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
39.2 |
1.5% |
42% |
False |
False |
147,925 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
36.3 |
1.4% |
42% |
False |
False |
156,960 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.3% |
35.3 |
1.3% |
50% |
False |
False |
162,625 |
| 100 |
2,801.8 |
2,401.0 |
400.8 |
15.1% |
36.6 |
1.4% |
62% |
False |
False |
167,367 |
| 120 |
2,801.8 |
2,352.4 |
449.4 |
16.9% |
36.3 |
1.4% |
67% |
False |
False |
148,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.6 |
|
2.618 |
2,695.5 |
|
1.618 |
2,683.2 |
|
1.000 |
2,675.6 |
|
0.618 |
2,670.9 |
|
HIGH |
2,663.3 |
|
0.618 |
2,658.6 |
|
0.500 |
2,657.2 |
|
0.382 |
2,655.7 |
|
LOW |
2,651.0 |
|
0.618 |
2,643.4 |
|
1.000 |
2,638.7 |
|
1.618 |
2,631.1 |
|
2.618 |
2,618.8 |
|
4.250 |
2,598.7 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.2 |
2,692.0 |
| PP |
2,655.2 |
2,678.4 |
| S1 |
2,653.3 |
2,664.9 |
|