| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
4,980.0 |
4,996.0 |
16.0 |
0.3% |
4,818.0 |
| High |
5,007.0 |
5,006.0 |
-1.0 |
0.0% |
5,021.0 |
| Low |
4,972.0 |
4,984.0 |
12.0 |
0.2% |
4,787.0 |
| Close |
4,995.0 |
5,001.0 |
6.0 |
0.1% |
5,013.0 |
| Range |
35.0 |
22.0 |
-13.0 |
-37.1% |
234.0 |
| ATR |
59.8 |
57.1 |
-2.7 |
-4.5% |
0.0 |
| Volume |
93,763 |
214,574 |
120,811 |
128.8% |
60,329 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,063.0 |
5,054.0 |
5,013.1 |
|
| R3 |
5,041.0 |
5,032.0 |
5,007.1 |
|
| R2 |
5,019.0 |
5,019.0 |
5,005.0 |
|
| R1 |
5,010.0 |
5,010.0 |
5,003.0 |
5,014.5 |
| PP |
4,997.0 |
4,997.0 |
4,997.0 |
4,999.3 |
| S1 |
4,988.0 |
4,988.0 |
4,999.0 |
4,992.5 |
| S2 |
4,975.0 |
4,975.0 |
4,997.0 |
|
| S3 |
4,953.0 |
4,966.0 |
4,995.0 |
|
| S4 |
4,931.0 |
4,944.0 |
4,988.9 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,642.3 |
5,561.7 |
5,141.7 |
|
| R3 |
5,408.3 |
5,327.7 |
5,077.4 |
|
| R2 |
5,174.3 |
5,174.3 |
5,055.9 |
|
| R1 |
5,093.7 |
5,093.7 |
5,034.5 |
5,134.0 |
| PP |
4,940.3 |
4,940.3 |
4,940.3 |
4,960.5 |
| S1 |
4,859.7 |
4,859.7 |
4,991.6 |
4,900.0 |
| S2 |
4,706.3 |
4,706.3 |
4,970.1 |
|
| S3 |
4,472.3 |
4,625.7 |
4,948.7 |
|
| S4 |
4,238.3 |
4,391.7 |
4,884.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,040.0 |
4,968.0 |
72.0 |
1.4% |
37.2 |
0.7% |
46% |
False |
False |
82,128 |
| 10 |
5,040.0 |
4,775.0 |
265.0 |
5.3% |
52.4 |
1.0% |
85% |
False |
False |
46,931 |
| 20 |
5,040.0 |
4,727.0 |
313.0 |
6.3% |
58.4 |
1.2% |
88% |
False |
False |
26,091 |
| 40 |
5,040.0 |
4,727.0 |
313.0 |
6.3% |
54.6 |
1.1% |
88% |
False |
False |
13,475 |
| 60 |
5,121.0 |
4,727.0 |
394.0 |
7.9% |
49.6 |
1.0% |
70% |
False |
False |
9,069 |
| 80 |
5,121.0 |
4,727.0 |
394.0 |
7.9% |
38.2 |
0.8% |
70% |
False |
False |
6,879 |
| 100 |
5,121.0 |
4,636.0 |
485.0 |
9.7% |
31.1 |
0.6% |
75% |
False |
False |
5,503 |
| 120 |
5,149.0 |
4,636.0 |
513.0 |
10.3% |
25.9 |
0.5% |
71% |
False |
False |
4,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,099.5 |
|
2.618 |
5,063.6 |
|
1.618 |
5,041.6 |
|
1.000 |
5,028.0 |
|
0.618 |
5,019.6 |
|
HIGH |
5,006.0 |
|
0.618 |
4,997.6 |
|
0.500 |
4,995.0 |
|
0.382 |
4,992.4 |
|
LOW |
4,984.0 |
|
0.618 |
4,970.4 |
|
1.000 |
4,962.0 |
|
1.618 |
4,948.4 |
|
2.618 |
4,926.4 |
|
4.250 |
4,890.5 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,999.0 |
4,998.2 |
| PP |
4,997.0 |
4,995.3 |
| S1 |
4,995.0 |
4,992.5 |
|