| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,663.3 |
2,600.6 |
-62.7 |
-2.4% |
2,665.0 |
| High |
2,667.6 |
2,640.9 |
-26.7 |
-1.0% |
2,761.3 |
| Low |
2,598.1 |
2,596.7 |
-1.4 |
-0.1% |
2,649.7 |
| Close |
2,653.3 |
2,608.1 |
-45.2 |
-1.7% |
2,675.8 |
| Range |
69.5 |
44.2 |
-25.3 |
-36.4% |
111.6 |
| ATR |
42.5 |
43.5 |
1.0 |
2.4% |
0.0 |
| Volume |
156,334 |
191,587 |
35,253 |
22.5% |
1,026,797 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.8 |
2,722.2 |
2,632.4 |
|
| R3 |
2,703.6 |
2,678.0 |
2,620.3 |
|
| R2 |
2,659.4 |
2,659.4 |
2,616.2 |
|
| R1 |
2,633.8 |
2,633.8 |
2,612.2 |
2,646.6 |
| PP |
2,615.2 |
2,615.2 |
2,615.2 |
2,621.7 |
| S1 |
2,589.6 |
2,589.6 |
2,604.0 |
2,602.4 |
| S2 |
2,571.0 |
2,571.0 |
2,600.0 |
|
| S3 |
2,526.8 |
2,545.4 |
2,595.9 |
|
| S4 |
2,482.6 |
2,501.2 |
2,583.8 |
|
|
| 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 |
2,716.4 |
2,596.7 |
119.7 |
4.6% |
43.7 |
1.7% |
10% |
False |
True |
157,931 |
| 10 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
44.7 |
1.7% |
7% |
False |
True |
180,493 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
43.1 |
1.7% |
7% |
False |
True |
161,443 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
10.0% |
41.6 |
1.6% |
16% |
False |
False |
99,837 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
10.0% |
38.0 |
1.5% |
16% |
False |
False |
69,578 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.5% |
36.4 |
1.4% |
27% |
False |
False |
53,233 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.4% |
36.9 |
1.4% |
46% |
False |
False |
43,053 |
| 120 |
2,826.3 |
2,396.8 |
429.5 |
16.5% |
36.2 |
1.4% |
49% |
False |
False |
36,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.8 |
|
2.618 |
2,756.6 |
|
1.618 |
2,712.4 |
|
1.000 |
2,685.1 |
|
0.618 |
2,668.2 |
|
HIGH |
2,640.9 |
|
0.618 |
2,624.0 |
|
0.500 |
2,618.8 |
|
0.382 |
2,613.6 |
|
LOW |
2,596.7 |
|
0.618 |
2,569.4 |
|
1.000 |
2,552.5 |
|
1.618 |
2,525.2 |
|
2.618 |
2,481.0 |
|
4.250 |
2,408.9 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.8 |
2,636.3 |
| PP |
2,615.2 |
2,626.9 |
| S1 |
2,611.7 |
2,617.5 |
|