| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,649.0 |
2,639.0 |
-10.0 |
-0.4% |
2,716.9 |
| High |
2,649.8 |
2,654.7 |
4.9 |
0.2% |
2,723.2 |
| Low |
2,621.7 |
2,636.0 |
14.3 |
0.5% |
2,605.3 |
| Close |
2,634.9 |
2,644.7 |
9.8 |
0.4% |
2,657.0 |
| Range |
28.1 |
18.7 |
-9.4 |
-33.5% |
117.9 |
| ATR |
42.6 |
41.0 |
-1.6 |
-3.8% |
0.0 |
| Volume |
695 |
1,062 |
367 |
52.8% |
548,711 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.2 |
2,691.7 |
2,655.0 |
|
| R3 |
2,682.5 |
2,673.0 |
2,649.8 |
|
| R2 |
2,663.8 |
2,663.8 |
2,648.1 |
|
| R1 |
2,654.3 |
2,654.3 |
2,646.4 |
2,659.1 |
| PP |
2,645.1 |
2,645.1 |
2,645.1 |
2,647.5 |
| S1 |
2,635.6 |
2,635.6 |
2,643.0 |
2,640.4 |
| S2 |
2,626.4 |
2,626.4 |
2,641.3 |
|
| S3 |
2,607.7 |
2,616.9 |
2,639.6 |
|
| S4 |
2,589.0 |
2,598.2 |
2,634.4 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.5 |
2,954.2 |
2,721.8 |
|
| R3 |
2,897.6 |
2,836.3 |
2,689.4 |
|
| R2 |
2,779.7 |
2,779.7 |
2,678.6 |
|
| R1 |
2,718.4 |
2,718.4 |
2,667.8 |
2,690.1 |
| PP |
2,661.8 |
2,661.8 |
2,661.8 |
2,647.7 |
| S1 |
2,600.5 |
2,600.5 |
2,646.2 |
2,572.2 |
| S2 |
2,543.9 |
2,543.9 |
2,635.4 |
|
| S3 |
2,426.0 |
2,482.6 |
2,624.6 |
|
| S4 |
2,308.1 |
2,364.7 |
2,592.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,664.3 |
2,605.3 |
59.0 |
2.2% |
31.7 |
1.2% |
67% |
False |
False |
49,025 |
| 10 |
2,723.2 |
2,605.3 |
117.9 |
4.5% |
40.5 |
1.5% |
33% |
False |
False |
134,157 |
| 20 |
2,759.5 |
2,541.5 |
218.0 |
8.2% |
45.3 |
1.7% |
47% |
False |
False |
192,456 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
38.2 |
1.4% |
40% |
False |
False |
186,228 |
| 60 |
2,801.8 |
2,528.9 |
272.9 |
10.3% |
36.3 |
1.4% |
42% |
False |
False |
184,959 |
| 80 |
2,801.8 |
2,462.7 |
339.1 |
12.8% |
35.8 |
1.4% |
54% |
False |
False |
182,248 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.3% |
37.0 |
1.4% |
61% |
False |
False |
172,733 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
17.1% |
36.0 |
1.4% |
65% |
False |
False |
148,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,734.2 |
|
2.618 |
2,703.7 |
|
1.618 |
2,685.0 |
|
1.000 |
2,673.4 |
|
0.618 |
2,666.3 |
|
HIGH |
2,654.7 |
|
0.618 |
2,647.6 |
|
0.500 |
2,645.4 |
|
0.382 |
2,643.1 |
|
LOW |
2,636.0 |
|
0.618 |
2,624.4 |
|
1.000 |
2,617.3 |
|
1.618 |
2,605.7 |
|
2.618 |
2,587.0 |
|
4.250 |
2,556.5 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.4 |
2,644.0 |
| PP |
2,645.1 |
2,643.2 |
| S1 |
2,644.9 |
2,642.5 |
|