| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,670.2 |
2,663.3 |
-6.9 |
-0.3% |
2,665.0 |
| High |
2,675.8 |
2,667.6 |
-8.2 |
-0.3% |
2,761.3 |
| Low |
2,646.1 |
2,598.1 |
-48.0 |
-1.8% |
2,649.7 |
| Close |
2,662.0 |
2,653.3 |
-8.7 |
-0.3% |
2,675.8 |
| Range |
29.7 |
69.5 |
39.8 |
134.0% |
111.6 |
| ATR |
40.4 |
42.5 |
2.1 |
5.1% |
0.0 |
| Volume |
147,053 |
156,334 |
9,281 |
6.3% |
1,026,797 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.2 |
2,820.2 |
2,691.5 |
|
| R3 |
2,778.7 |
2,750.7 |
2,672.4 |
|
| R2 |
2,709.2 |
2,709.2 |
2,666.0 |
|
| R1 |
2,681.2 |
2,681.2 |
2,659.7 |
2,660.5 |
| PP |
2,639.7 |
2,639.7 |
2,639.7 |
2,629.3 |
| S1 |
2,611.7 |
2,611.7 |
2,646.9 |
2,591.0 |
| S2 |
2,570.2 |
2,570.2 |
2,640.6 |
|
| S3 |
2,500.7 |
2,542.2 |
2,634.2 |
|
| S4 |
2,431.2 |
2,472.7 |
2,615.1 |
|
|
| 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 |
2,598.1 |
163.2 |
6.2% |
47.8 |
1.8% |
34% |
False |
True |
163,507 |
| 10 |
2,761.3 |
2,598.1 |
163.2 |
6.2% |
43.7 |
1.6% |
34% |
False |
True |
176,946 |
| 20 |
2,761.3 |
2,598.1 |
163.2 |
6.2% |
42.7 |
1.6% |
34% |
False |
True |
154,207 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
41.7 |
1.6% |
34% |
False |
False |
95,338 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.6 |
1.4% |
34% |
False |
False |
66,445 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.3% |
36.2 |
1.4% |
43% |
False |
False |
50,853 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.1% |
36.8 |
1.4% |
57% |
False |
False |
41,151 |
| 120 |
2,826.3 |
2,396.8 |
429.5 |
16.2% |
36.0 |
1.4% |
60% |
False |
False |
34,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.0 |
|
2.618 |
2,849.6 |
|
1.618 |
2,780.1 |
|
1.000 |
2,737.1 |
|
0.618 |
2,710.6 |
|
HIGH |
2,667.6 |
|
0.618 |
2,641.1 |
|
0.500 |
2,632.9 |
|
0.382 |
2,624.6 |
|
LOW |
2,598.1 |
|
0.618 |
2,555.1 |
|
1.000 |
2,528.6 |
|
1.618 |
2,485.6 |
|
2.618 |
2,416.1 |
|
4.250 |
2,302.7 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.5 |
2,649.1 |
| PP |
2,639.7 |
2,644.9 |
| S1 |
2,632.9 |
2,640.8 |
|