| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,655.0 |
2,665.0 |
10.0 |
0.4% |
2,673.8 |
| High |
2,667.9 |
2,700.0 |
32.1 |
1.2% |
2,682.0 |
| Low |
2,635.6 |
2,649.7 |
14.1 |
0.5% |
2,635.6 |
| Close |
2,659.6 |
2,685.8 |
26.2 |
1.0% |
2,659.6 |
| Range |
32.3 |
50.3 |
18.0 |
55.7% |
46.4 |
| ATR |
39.3 |
40.1 |
0.8 |
2.0% |
0.0 |
| Volume |
167,166 |
182,150 |
14,984 |
9.0% |
799,582 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.4 |
2,807.9 |
2,713.5 |
|
| R3 |
2,779.1 |
2,757.6 |
2,699.6 |
|
| R2 |
2,728.8 |
2,728.8 |
2,695.0 |
|
| R1 |
2,707.3 |
2,707.3 |
2,690.4 |
2,718.1 |
| PP |
2,678.5 |
2,678.5 |
2,678.5 |
2,683.9 |
| S1 |
2,657.0 |
2,657.0 |
2,681.2 |
2,667.8 |
| S2 |
2,628.2 |
2,628.2 |
2,676.6 |
|
| S3 |
2,577.9 |
2,606.7 |
2,672.0 |
|
| S4 |
2,527.6 |
2,556.4 |
2,658.1 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.3 |
2,775.3 |
2,685.1 |
|
| R3 |
2,751.9 |
2,728.9 |
2,672.4 |
|
| R2 |
2,705.5 |
2,705.5 |
2,668.1 |
|
| R1 |
2,682.5 |
2,682.5 |
2,663.9 |
2,670.8 |
| PP |
2,659.1 |
2,659.1 |
2,659.1 |
2,653.2 |
| S1 |
2,636.1 |
2,636.1 |
2,655.3 |
2,624.4 |
| S2 |
2,612.7 |
2,612.7 |
2,651.1 |
|
| S3 |
2,566.3 |
2,589.7 |
2,646.8 |
|
| S4 |
2,519.9 |
2,543.3 |
2,634.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,700.0 |
2,635.6 |
64.4 |
2.4% |
33.2 |
1.2% |
78% |
True |
False |
163,637 |
| 10 |
2,748.0 |
2,629.7 |
118.3 |
4.4% |
42.2 |
1.6% |
47% |
False |
False |
163,165 |
| 20 |
2,748.0 |
2,565.0 |
183.0 |
6.8% |
41.9 |
1.6% |
66% |
False |
False |
110,243 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.7% |
38.5 |
1.4% |
46% |
False |
False |
65,193 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.7% |
36.3 |
1.4% |
46% |
False |
False |
45,938 |
| 80 |
2,826.3 |
2,511.0 |
315.3 |
11.7% |
35.1 |
1.3% |
55% |
False |
False |
35,190 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.1% |
35.8 |
1.3% |
65% |
False |
False |
28,613 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.9% |
35.0 |
1.3% |
69% |
False |
False |
24,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.8 |
|
2.618 |
2,831.7 |
|
1.618 |
2,781.4 |
|
1.000 |
2,750.3 |
|
0.618 |
2,731.1 |
|
HIGH |
2,700.0 |
|
0.618 |
2,680.8 |
|
0.500 |
2,674.9 |
|
0.382 |
2,668.9 |
|
LOW |
2,649.7 |
|
0.618 |
2,618.6 |
|
1.000 |
2,599.4 |
|
1.618 |
2,568.3 |
|
2.618 |
2,518.0 |
|
4.250 |
2,435.9 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.2 |
2,679.8 |
| PP |
2,678.5 |
2,673.8 |
| S1 |
2,674.9 |
2,667.8 |
|