| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,753.6 |
2,704.9 |
-48.7 |
-1.8% |
2,665.0 |
| High |
2,761.3 |
2,716.4 |
-44.9 |
-1.6% |
2,761.3 |
| Low |
2,696.7 |
2,663.3 |
-33.4 |
-1.2% |
2,649.7 |
| Close |
2,709.4 |
2,675.8 |
-33.6 |
-1.2% |
2,675.8 |
| Range |
64.6 |
53.1 |
-11.5 |
-17.8% |
111.6 |
| ATR |
41.9 |
42.7 |
0.8 |
1.9% |
0.0 |
| Volume |
219,468 |
178,685 |
-40,783 |
-18.6% |
1,026,797 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.5 |
2,813.2 |
2,705.0 |
|
| R3 |
2,791.4 |
2,760.1 |
2,690.4 |
|
| R2 |
2,738.3 |
2,738.3 |
2,685.5 |
|
| R1 |
2,707.0 |
2,707.0 |
2,680.7 |
2,696.1 |
| PP |
2,685.2 |
2,685.2 |
2,685.2 |
2,679.7 |
| S1 |
2,653.9 |
2,653.9 |
2,670.9 |
2,643.0 |
| S2 |
2,632.1 |
2,632.1 |
2,666.1 |
|
| S3 |
2,579.0 |
2,600.8 |
2,661.2 |
|
| S4 |
2,525.9 |
2,547.7 |
2,646.6 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.4 |
2,964.7 |
2,737.2 |
|
| R3 |
2,918.8 |
2,853.1 |
2,706.5 |
|
| R2 |
2,807.2 |
2,807.2 |
2,696.3 |
|
| R1 |
2,741.5 |
2,741.5 |
2,686.0 |
2,774.4 |
| PP |
2,695.6 |
2,695.6 |
2,695.6 |
2,712.0 |
| S1 |
2,629.9 |
2,629.9 |
2,665.6 |
2,662.8 |
| S2 |
2,584.0 |
2,584.0 |
2,655.3 |
|
| S3 |
2,472.4 |
2,518.3 |
2,645.1 |
|
| S4 |
2,360.8 |
2,406.7 |
2,614.4 |
|
|
| 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 |
2,649.7 |
111.6 |
4.2% |
49.9 |
1.9% |
23% |
False |
False |
205,359 |
| 10 |
2,761.3 |
2,635.6 |
125.7 |
4.7% |
39.9 |
1.5% |
32% |
False |
False |
182,637 |
| 20 |
2,761.3 |
2,583.7 |
177.6 |
6.6% |
41.7 |
1.6% |
52% |
False |
False |
139,895 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
40.8 |
1.5% |
42% |
False |
False |
85,641 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.3 |
1.4% |
42% |
False |
False |
59,772 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.2% |
35.8 |
1.3% |
50% |
False |
False |
45,667 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.1% |
36.6 |
1.4% |
63% |
False |
False |
37,018 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.0% |
35.7 |
1.3% |
67% |
False |
False |
31,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,942.1 |
|
2.618 |
2,855.4 |
|
1.618 |
2,802.3 |
|
1.000 |
2,769.5 |
|
0.618 |
2,749.2 |
|
HIGH |
2,716.4 |
|
0.618 |
2,696.1 |
|
0.500 |
2,689.9 |
|
0.382 |
2,683.6 |
|
LOW |
2,663.3 |
|
0.618 |
2,630.5 |
|
1.000 |
2,610.2 |
|
1.618 |
2,577.4 |
|
2.618 |
2,524.3 |
|
4.250 |
2,437.6 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.9 |
2,712.3 |
| PP |
2,685.2 |
2,700.1 |
| S1 |
2,680.5 |
2,688.0 |
|