| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,668.0 |
2,670.2 |
2.2 |
0.1% |
2,665.0 |
| High |
2,683.4 |
2,675.8 |
-7.6 |
-0.3% |
2,761.3 |
| Low |
2,661.4 |
2,646.1 |
-15.3 |
-0.6% |
2,649.7 |
| Close |
2,670.0 |
2,662.0 |
-8.0 |
-0.3% |
2,675.8 |
| Range |
22.0 |
29.7 |
7.7 |
35.0% |
111.6 |
| ATR |
41.3 |
40.4 |
-0.8 |
-2.0% |
0.0 |
| Volume |
115,996 |
147,053 |
31,057 |
26.8% |
1,026,797 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.4 |
2,735.9 |
2,678.3 |
|
| R3 |
2,720.7 |
2,706.2 |
2,670.2 |
|
| R2 |
2,691.0 |
2,691.0 |
2,667.4 |
|
| R1 |
2,676.5 |
2,676.5 |
2,664.7 |
2,668.9 |
| PP |
2,661.3 |
2,661.3 |
2,661.3 |
2,657.5 |
| S1 |
2,646.8 |
2,646.8 |
2,659.3 |
2,639.2 |
| S2 |
2,631.6 |
2,631.6 |
2,656.6 |
|
| S3 |
2,601.9 |
2,617.1 |
2,653.8 |
|
| S4 |
2,572.2 |
2,587.4 |
2,645.7 |
|
|
| 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 |
2,646.1 |
115.2 |
4.3% |
42.0 |
1.6% |
14% |
False |
True |
185,237 |
| 10 |
2,761.3 |
2,635.6 |
125.7 |
4.7% |
39.5 |
1.5% |
21% |
False |
False |
178,492 |
| 20 |
2,761.3 |
2,629.7 |
131.6 |
4.9% |
40.7 |
1.5% |
25% |
False |
False |
148,861 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
40.7 |
1.5% |
37% |
False |
False |
91,649 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.1 |
1.4% |
37% |
False |
False |
63,951 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.3% |
35.5 |
1.3% |
45% |
False |
False |
48,918 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.1% |
36.4 |
1.4% |
59% |
False |
False |
39,602 |
| 120 |
2,826.3 |
2,396.8 |
429.5 |
16.1% |
35.5 |
1.3% |
62% |
False |
False |
33,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.0 |
|
2.618 |
2,753.6 |
|
1.618 |
2,723.9 |
|
1.000 |
2,705.5 |
|
0.618 |
2,694.2 |
|
HIGH |
2,675.8 |
|
0.618 |
2,664.5 |
|
0.500 |
2,661.0 |
|
0.382 |
2,657.4 |
|
LOW |
2,646.1 |
|
0.618 |
2,627.7 |
|
1.000 |
2,616.4 |
|
1.618 |
2,598.0 |
|
2.618 |
2,568.3 |
|
4.250 |
2,519.9 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.7 |
2,681.3 |
| PP |
2,661.3 |
2,674.8 |
| S1 |
2,661.0 |
2,668.4 |
|