| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
21,737.00 |
21,699.00 |
-38.00 |
-0.2% |
21,260.50 |
| High |
21,873.50 |
22,087.75 |
214.25 |
1.0% |
21,936.00 |
| Low |
21,618.50 |
21,673.50 |
55.00 |
0.3% |
21,199.50 |
| Close |
21,670.00 |
22,062.50 |
392.50 |
1.8% |
21,924.25 |
| Range |
255.00 |
414.25 |
159.25 |
62.5% |
736.50 |
| ATR |
279.12 |
289.02 |
9.90 |
3.5% |
0.00 |
| Volume |
4,795 |
10,501 |
5,706 |
119.0% |
16,401 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,184.00 |
23,037.50 |
22,290.25 |
|
| R3 |
22,769.75 |
22,623.25 |
22,176.50 |
|
| R2 |
22,355.50 |
22,355.50 |
22,138.50 |
|
| R1 |
22,209.00 |
22,209.00 |
22,100.50 |
22,282.25 |
| PP |
21,941.25 |
21,941.25 |
21,941.25 |
21,978.00 |
| S1 |
21,794.75 |
21,794.75 |
22,024.50 |
21,868.00 |
| S2 |
21,527.00 |
21,527.00 |
21,986.50 |
|
| S3 |
21,112.75 |
21,380.50 |
21,948.50 |
|
| S4 |
20,698.50 |
20,966.25 |
21,834.75 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,896.00 |
23,646.75 |
22,329.25 |
|
| R3 |
23,159.50 |
22,910.25 |
22,126.75 |
|
| R2 |
22,423.00 |
22,423.00 |
22,059.25 |
|
| R1 |
22,173.75 |
22,173.75 |
21,991.75 |
22,298.50 |
| PP |
21,686.50 |
21,686.50 |
21,686.50 |
21,749.00 |
| S1 |
21,437.25 |
21,437.25 |
21,856.75 |
21,562.00 |
| S2 |
20,950.00 |
20,950.00 |
21,789.25 |
|
| S3 |
20,213.50 |
20,700.75 |
21,721.75 |
|
| S4 |
19,477.00 |
19,964.25 |
21,519.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,087.75 |
21,618.50 |
469.25 |
2.1% |
261.75 |
1.2% |
95% |
True |
False |
5,838 |
| 10 |
22,087.75 |
20,932.25 |
1,155.50 |
5.2% |
262.50 |
1.2% |
98% |
True |
False |
4,176 |
| 20 |
22,087.75 |
20,639.25 |
1,448.50 |
6.6% |
290.00 |
1.3% |
98% |
True |
False |
2,894 |
| 40 |
22,087.75 |
20,244.25 |
1,843.50 |
8.4% |
290.75 |
1.3% |
99% |
True |
False |
1,881 |
| 60 |
22,087.75 |
19,770.50 |
2,317.25 |
10.5% |
293.50 |
1.3% |
99% |
True |
False |
1,489 |
| 80 |
22,087.75 |
18,799.75 |
3,288.00 |
14.9% |
306.75 |
1.4% |
99% |
True |
False |
1,124 |
| 100 |
22,087.75 |
17,767.00 |
4,320.75 |
19.6% |
335.00 |
1.5% |
99% |
True |
False |
904 |
| 120 |
22,087.75 |
17,767.00 |
4,320.75 |
19.6% |
307.00 |
1.4% |
99% |
True |
False |
754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,848.25 |
|
2.618 |
23,172.25 |
|
1.618 |
22,758.00 |
|
1.000 |
22,502.00 |
|
0.618 |
22,343.75 |
|
HIGH |
22,087.75 |
|
0.618 |
21,929.50 |
|
0.500 |
21,880.50 |
|
0.382 |
21,831.75 |
|
LOW |
21,673.50 |
|
0.618 |
21,417.50 |
|
1.000 |
21,259.25 |
|
1.618 |
21,003.25 |
|
2.618 |
20,589.00 |
|
4.250 |
19,913.00 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
22,002.00 |
21,992.75 |
| PP |
21,941.25 |
21,923.00 |
| S1 |
21,880.50 |
21,853.00 |
|