| 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 |
20,452.0 |
20,430.0 |
-22.0 |
-0.1% |
20,411.0 |
| High |
20,545.0 |
20,490.0 |
-55.0 |
-0.3% |
20,545.0 |
| Low |
20,380.0 |
20,313.0 |
-67.0 |
-0.3% |
20,287.0 |
| Close |
20,402.0 |
20,328.0 |
-74.0 |
-0.4% |
20,402.0 |
| Range |
165.0 |
177.0 |
12.0 |
7.3% |
258.0 |
| ATR |
222.3 |
219.0 |
-3.2 |
-1.5% |
0.0 |
| Volume |
43,493 |
49,713 |
6,220 |
14.3% |
181,670 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,908.0 |
20,795.0 |
20,425.4 |
|
| R3 |
20,731.0 |
20,618.0 |
20,376.7 |
|
| R2 |
20,554.0 |
20,554.0 |
20,360.5 |
|
| R1 |
20,441.0 |
20,441.0 |
20,344.2 |
20,409.0 |
| PP |
20,377.0 |
20,377.0 |
20,377.0 |
20,361.0 |
| S1 |
20,264.0 |
20,264.0 |
20,311.8 |
20,232.0 |
| S2 |
20,200.0 |
20,200.0 |
20,295.6 |
|
| S3 |
20,023.0 |
20,087.0 |
20,279.3 |
|
| S4 |
19,846.0 |
19,910.0 |
20,230.7 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,185.3 |
21,051.7 |
20,543.9 |
|
| R3 |
20,927.3 |
20,793.7 |
20,473.0 |
|
| R2 |
20,669.3 |
20,669.3 |
20,449.3 |
|
| R1 |
20,535.7 |
20,535.7 |
20,425.7 |
20,473.5 |
| PP |
20,411.3 |
20,411.3 |
20,411.3 |
20,380.3 |
| S1 |
20,277.7 |
20,277.7 |
20,378.4 |
20,215.5 |
| S2 |
20,153.3 |
20,153.3 |
20,354.7 |
|
| S3 |
19,895.3 |
20,019.7 |
20,331.1 |
|
| S4 |
19,637.3 |
19,761.7 |
20,260.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,545.0 |
20,287.0 |
258.0 |
1.3% |
144.4 |
0.7% |
16% |
False |
False |
39,003 |
| 10 |
20,545.0 |
19,932.0 |
613.0 |
3.0% |
160.0 |
0.8% |
65% |
False |
False |
38,785 |
| 20 |
20,545.0 |
18,869.0 |
1,676.0 |
8.2% |
218.3 |
1.1% |
87% |
False |
False |
42,119 |
| 40 |
20,545.0 |
18,869.0 |
1,676.0 |
8.2% |
245.7 |
1.2% |
87% |
False |
False |
42,000 |
| 60 |
20,545.0 |
18,851.0 |
1,694.0 |
8.3% |
237.0 |
1.2% |
87% |
False |
False |
40,933 |
| 80 |
20,545.0 |
18,388.0 |
2,157.0 |
10.6% |
220.1 |
1.1% |
90% |
False |
False |
33,062 |
| 100 |
20,545.0 |
17,265.0 |
3,280.0 |
16.1% |
198.9 |
1.0% |
93% |
False |
False |
26,455 |
| 120 |
20,545.0 |
17,265.0 |
3,280.0 |
16.1% |
179.9 |
0.9% |
93% |
False |
False |
22,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,242.3 |
|
2.618 |
20,953.4 |
|
1.618 |
20,776.4 |
|
1.000 |
20,667.0 |
|
0.618 |
20,599.4 |
|
HIGH |
20,490.0 |
|
0.618 |
20,422.4 |
|
0.500 |
20,401.5 |
|
0.382 |
20,380.6 |
|
LOW |
20,313.0 |
|
0.618 |
20,203.6 |
|
1.000 |
20,136.0 |
|
1.618 |
20,026.6 |
|
2.618 |
19,849.6 |
|
4.250 |
19,560.8 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,401.5 |
20,429.0 |
| PP |
20,377.0 |
20,395.3 |
| S1 |
20,352.5 |
20,361.7 |
|