| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,721.2 |
2,753.6 |
32.4 |
1.2% |
2,673.8 |
| High |
2,759.7 |
2,761.3 |
1.6 |
0.1% |
2,682.0 |
| Low |
2,719.1 |
2,696.7 |
-22.4 |
-0.8% |
2,635.6 |
| Close |
2,756.7 |
2,709.4 |
-47.3 |
-1.7% |
2,659.6 |
| Range |
40.6 |
64.6 |
24.0 |
59.1% |
46.4 |
| ATR |
40.2 |
41.9 |
1.7 |
4.3% |
0.0 |
| Volume |
264,985 |
219,468 |
-45,517 |
-17.2% |
799,582 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.3 |
2,877.4 |
2,744.9 |
|
| R3 |
2,851.7 |
2,812.8 |
2,727.2 |
|
| R2 |
2,787.1 |
2,787.1 |
2,721.2 |
|
| R1 |
2,748.2 |
2,748.2 |
2,715.3 |
2,735.4 |
| PP |
2,722.5 |
2,722.5 |
2,722.5 |
2,716.0 |
| S1 |
2,683.6 |
2,683.6 |
2,703.5 |
2,670.8 |
| S2 |
2,657.9 |
2,657.9 |
2,697.6 |
|
| S3 |
2,593.3 |
2,619.0 |
2,691.6 |
|
| S4 |
2,528.7 |
2,554.4 |
2,673.9 |
|
|
| 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 |
2,761.3 |
2,635.6 |
125.7 |
4.6% |
45.8 |
1.7% |
59% |
True |
False |
203,055 |
| 10 |
2,761.3 |
2,635.6 |
125.7 |
4.6% |
39.3 |
1.4% |
59% |
True |
False |
182,845 |
| 20 |
2,761.3 |
2,565.0 |
196.3 |
7.2% |
41.2 |
1.5% |
74% |
True |
False |
132,887 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
40.1 |
1.5% |
55% |
False |
False |
81,471 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
37.2 |
1.4% |
55% |
False |
False |
56,830 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.1% |
35.5 |
1.3% |
61% |
False |
False |
43,448 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.0% |
36.4 |
1.3% |
71% |
False |
False |
35,243 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.7% |
35.4 |
1.3% |
74% |
False |
False |
29,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.9 |
|
2.618 |
2,930.4 |
|
1.618 |
2,865.8 |
|
1.000 |
2,825.9 |
|
0.618 |
2,801.2 |
|
HIGH |
2,761.3 |
|
0.618 |
2,736.6 |
|
0.500 |
2,729.0 |
|
0.382 |
2,721.4 |
|
LOW |
2,696.7 |
|
0.618 |
2,656.8 |
|
1.000 |
2,632.1 |
|
1.618 |
2,592.2 |
|
2.618 |
2,527.6 |
|
4.250 |
2,422.2 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.0 |
2,721.0 |
| PP |
2,722.5 |
2,717.1 |
| S1 |
2,715.9 |
2,713.3 |
|