| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,665.0 |
2,684.4 |
19.4 |
0.7% |
2,673.8 |
| High |
2,700.0 |
2,721.7 |
21.7 |
0.8% |
2,682.0 |
| Low |
2,649.7 |
2,680.7 |
31.0 |
1.2% |
2,635.6 |
| Close |
2,685.8 |
2,718.4 |
32.6 |
1.2% |
2,659.6 |
| Range |
50.3 |
41.0 |
-9.3 |
-18.5% |
46.4 |
| ATR |
40.1 |
40.1 |
0.1 |
0.2% |
0.0 |
| Volume |
182,150 |
181,509 |
-641 |
-0.4% |
799,582 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.9 |
2,815.2 |
2,741.0 |
|
| R3 |
2,788.9 |
2,774.2 |
2,729.7 |
|
| R2 |
2,747.9 |
2,747.9 |
2,725.9 |
|
| R1 |
2,733.2 |
2,733.2 |
2,722.2 |
2,740.6 |
| PP |
2,706.9 |
2,706.9 |
2,706.9 |
2,710.6 |
| S1 |
2,692.2 |
2,692.2 |
2,714.6 |
2,699.6 |
| S2 |
2,665.9 |
2,665.9 |
2,710.9 |
|
| S3 |
2,624.9 |
2,651.2 |
2,707.1 |
|
| S4 |
2,583.9 |
2,610.2 |
2,695.9 |
|
|
| 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 |
2,721.7 |
2,635.6 |
86.1 |
3.2% |
37.0 |
1.4% |
96% |
True |
False |
171,746 |
| 10 |
2,721.7 |
2,629.7 |
92.0 |
3.4% |
35.6 |
1.3% |
96% |
True |
False |
166,176 |
| 20 |
2,748.0 |
2,565.0 |
183.0 |
6.7% |
40.1 |
1.5% |
84% |
False |
False |
115,568 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
38.9 |
1.4% |
59% |
False |
False |
69,676 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
36.8 |
1.4% |
59% |
False |
False |
48,905 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.1% |
34.9 |
1.3% |
64% |
False |
False |
37,427 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
14.9% |
35.8 |
1.3% |
73% |
False |
False |
30,415 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.7% |
35.0 |
1.3% |
76% |
False |
False |
25,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.0 |
|
2.618 |
2,829.0 |
|
1.618 |
2,788.0 |
|
1.000 |
2,762.7 |
|
0.618 |
2,747.0 |
|
HIGH |
2,721.7 |
|
0.618 |
2,706.0 |
|
0.500 |
2,701.2 |
|
0.382 |
2,696.4 |
|
LOW |
2,680.7 |
|
0.618 |
2,655.4 |
|
1.000 |
2,639.7 |
|
1.618 |
2,614.4 |
|
2.618 |
2,573.4 |
|
4.250 |
2,506.5 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.7 |
2,705.2 |
| PP |
2,706.9 |
2,691.9 |
| S1 |
2,701.2 |
2,678.7 |
|