| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,684.4 |
2,721.2 |
36.8 |
1.4% |
2,673.8 |
| High |
2,721.7 |
2,759.7 |
38.0 |
1.4% |
2,682.0 |
| Low |
2,680.7 |
2,719.1 |
38.4 |
1.4% |
2,635.6 |
| Close |
2,718.4 |
2,756.7 |
38.3 |
1.4% |
2,659.6 |
| Range |
41.0 |
40.6 |
-0.4 |
-1.0% |
46.4 |
| ATR |
40.1 |
40.2 |
0.1 |
0.2% |
0.0 |
| Volume |
181,509 |
264,985 |
83,476 |
46.0% |
799,582 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.0 |
2,852.4 |
2,779.0 |
|
| R3 |
2,826.4 |
2,811.8 |
2,767.9 |
|
| R2 |
2,785.8 |
2,785.8 |
2,764.1 |
|
| R1 |
2,771.2 |
2,771.2 |
2,760.4 |
2,778.5 |
| PP |
2,745.2 |
2,745.2 |
2,745.2 |
2,748.8 |
| S1 |
2,730.6 |
2,730.6 |
2,753.0 |
2,737.9 |
| S2 |
2,704.6 |
2,704.6 |
2,749.3 |
|
| S3 |
2,664.0 |
2,690.0 |
2,745.5 |
|
| S4 |
2,623.4 |
2,649.4 |
2,734.4 |
|
|
| 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 |
2,759.7 |
2,635.6 |
124.1 |
4.5% |
39.6 |
1.4% |
98% |
True |
False |
190,385 |
| 10 |
2,759.7 |
2,635.6 |
124.1 |
4.5% |
35.9 |
1.3% |
98% |
True |
False |
177,844 |
| 20 |
2,759.7 |
2,565.0 |
194.7 |
7.1% |
40.3 |
1.5% |
98% |
True |
False |
125,389 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.5% |
39.2 |
1.4% |
73% |
False |
False |
76,163 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.5% |
37.0 |
1.3% |
73% |
False |
False |
53,268 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
10.9% |
35.1 |
1.3% |
77% |
False |
False |
40,720 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
14.7% |
35.9 |
1.3% |
83% |
False |
False |
33,057 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.5% |
34.9 |
1.3% |
85% |
False |
False |
27,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.3 |
|
2.618 |
2,866.0 |
|
1.618 |
2,825.4 |
|
1.000 |
2,800.3 |
|
0.618 |
2,784.8 |
|
HIGH |
2,759.7 |
|
0.618 |
2,744.2 |
|
0.500 |
2,739.4 |
|
0.382 |
2,734.6 |
|
LOW |
2,719.1 |
|
0.618 |
2,694.0 |
|
1.000 |
2,678.5 |
|
1.618 |
2,653.4 |
|
2.618 |
2,612.8 |
|
4.250 |
2,546.6 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,750.9 |
2,739.4 |
| PP |
2,745.2 |
2,722.0 |
| S1 |
2,739.4 |
2,704.7 |
|