| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,704.9 |
2,668.0 |
-36.9 |
-1.4% |
2,665.0 |
| High |
2,716.4 |
2,683.4 |
-33.0 |
-1.2% |
2,761.3 |
| Low |
2,663.3 |
2,661.4 |
-1.9 |
-0.1% |
2,649.7 |
| Close |
2,675.8 |
2,670.0 |
-5.8 |
-0.2% |
2,675.8 |
| Range |
53.1 |
22.0 |
-31.1 |
-58.6% |
111.6 |
| ATR |
42.7 |
41.3 |
-1.5 |
-3.5% |
0.0 |
| Volume |
178,685 |
115,996 |
-62,689 |
-35.1% |
1,026,797 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.6 |
2,725.8 |
2,682.1 |
|
| R3 |
2,715.6 |
2,703.8 |
2,676.1 |
|
| R2 |
2,693.6 |
2,693.6 |
2,674.0 |
|
| R1 |
2,681.8 |
2,681.8 |
2,672.0 |
2,687.7 |
| PP |
2,671.6 |
2,671.6 |
2,671.6 |
2,674.6 |
| S1 |
2,659.8 |
2,659.8 |
2,668.0 |
2,665.7 |
| S2 |
2,649.6 |
2,649.6 |
2,666.0 |
|
| S3 |
2,627.6 |
2,637.8 |
2,664.0 |
|
| S4 |
2,605.6 |
2,615.8 |
2,657.9 |
|
|
| 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 |
2,661.4 |
99.9 |
3.7% |
44.3 |
1.7% |
9% |
False |
True |
192,128 |
| 10 |
2,761.3 |
2,635.6 |
125.7 |
4.7% |
38.7 |
1.5% |
27% |
False |
False |
177,883 |
| 20 |
2,761.3 |
2,592.0 |
169.3 |
6.3% |
41.7 |
1.6% |
46% |
False |
False |
143,925 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
40.6 |
1.5% |
40% |
False |
False |
88,212 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.0 |
1.4% |
40% |
False |
False |
61,590 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.3% |
35.6 |
1.3% |
48% |
False |
False |
47,097 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.0% |
36.4 |
1.4% |
61% |
False |
False |
38,139 |
| 120 |
2,826.3 |
2,374.9 |
451.4 |
16.9% |
35.6 |
1.3% |
65% |
False |
False |
32,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.9 |
|
2.618 |
2,741.0 |
|
1.618 |
2,719.0 |
|
1.000 |
2,705.4 |
|
0.618 |
2,697.0 |
|
HIGH |
2,683.4 |
|
0.618 |
2,675.0 |
|
0.500 |
2,672.4 |
|
0.382 |
2,669.8 |
|
LOW |
2,661.4 |
|
0.618 |
2,647.8 |
|
1.000 |
2,639.4 |
|
1.618 |
2,625.8 |
|
2.618 |
2,603.8 |
|
4.250 |
2,567.9 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.4 |
2,711.4 |
| PP |
2,671.6 |
2,697.6 |
| S1 |
2,670.8 |
2,683.8 |
|