| 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 |
2,424.0 |
2,417.6 |
-6.4 |
-0.3% |
2,471.5 |
| High |
2,435.1 |
2,440.1 |
5.0 |
0.2% |
2,479.0 |
| Low |
2,406.5 |
2,412.8 |
6.3 |
0.3% |
2,423.3 |
| Close |
2,414.9 |
2,426.1 |
11.2 |
0.5% |
2,438.2 |
| Range |
28.6 |
27.3 |
-1.3 |
-4.5% |
55.7 |
| ATR |
39.7 |
38.8 |
-0.9 |
-2.2% |
0.0 |
| Volume |
6,918 |
8,789 |
1,871 |
27.0% |
5,613 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.2 |
2,494.5 |
2,441.1 |
|
| R3 |
2,480.9 |
2,467.2 |
2,433.6 |
|
| R2 |
2,453.6 |
2,453.6 |
2,431.1 |
|
| R1 |
2,439.9 |
2,439.9 |
2,428.6 |
2,446.8 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,429.8 |
| S1 |
2,412.6 |
2,412.6 |
2,423.6 |
2,419.5 |
| S2 |
2,399.0 |
2,399.0 |
2,421.1 |
|
| S3 |
2,371.7 |
2,385.3 |
2,418.6 |
|
| S4 |
2,344.4 |
2,358.0 |
2,411.1 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.9 |
2,581.8 |
2,468.8 |
|
| R3 |
2,558.2 |
2,526.1 |
2,453.5 |
|
| R2 |
2,502.5 |
2,502.5 |
2,448.4 |
|
| R1 |
2,470.4 |
2,470.4 |
2,443.3 |
2,458.6 |
| PP |
2,446.8 |
2,446.8 |
2,446.8 |
2,441.0 |
| S1 |
2,414.7 |
2,414.7 |
2,433.1 |
2,402.9 |
| S2 |
2,391.1 |
2,391.1 |
2,428.0 |
|
| S3 |
2,335.4 |
2,359.0 |
2,422.9 |
|
| S4 |
2,279.7 |
2,303.3 |
2,407.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,462.4 |
2,406.5 |
55.9 |
2.3% |
31.6 |
1.3% |
35% |
False |
False |
4,492 |
| 10 |
2,488.3 |
2,406.5 |
81.8 |
3.4% |
31.0 |
1.3% |
24% |
False |
False |
2,709 |
| 20 |
2,502.6 |
2,307.7 |
194.9 |
8.0% |
39.2 |
1.6% |
61% |
False |
False |
1,925 |
| 40 |
2,502.6 |
2,219.9 |
282.7 |
11.7% |
41.2 |
1.7% |
73% |
False |
False |
1,145 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
12.4% |
39.5 |
1.6% |
75% |
False |
False |
815 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
16.6% |
32.2 |
1.3% |
81% |
False |
False |
612 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.3% |
25.7 |
1.1% |
82% |
False |
False |
490 |
| 120 |
2,502.6 |
2,081.1 |
421.5 |
17.4% |
21.5 |
0.9% |
82% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.1 |
|
2.618 |
2,511.6 |
|
1.618 |
2,484.3 |
|
1.000 |
2,467.4 |
|
0.618 |
2,457.0 |
|
HIGH |
2,440.1 |
|
0.618 |
2,429.7 |
|
0.500 |
2,426.5 |
|
0.382 |
2,423.2 |
|
LOW |
2,412.8 |
|
0.618 |
2,395.9 |
|
1.000 |
2,385.5 |
|
1.618 |
2,368.6 |
|
2.618 |
2,341.3 |
|
4.250 |
2,296.8 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.5 |
2,434.5 |
| PP |
2,426.3 |
2,431.7 |
| S1 |
2,426.2 |
2,428.9 |
|