| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,639.2 |
2,652.4 |
13.2 |
0.5% |
2,716.9 |
| High |
2,658.3 |
2,655.0 |
-3.3 |
-0.1% |
2,723.2 |
| Low |
2,637.0 |
2,625.7 |
-11.3 |
-0.4% |
2,605.3 |
| Close |
2,653.8 |
2,626.6 |
-27.2 |
-1.0% |
2,657.0 |
| Range |
21.3 |
29.3 |
8.0 |
37.6% |
117.9 |
| ATR |
39.5 |
38.8 |
-0.7 |
-1.9% |
0.0 |
| Volume |
249 |
573 |
324 |
130.1% |
548,711 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.7 |
2,704.4 |
2,642.7 |
|
| R3 |
2,694.4 |
2,675.1 |
2,634.7 |
|
| R2 |
2,665.1 |
2,665.1 |
2,632.0 |
|
| R1 |
2,645.8 |
2,645.8 |
2,629.3 |
2,640.8 |
| PP |
2,635.8 |
2,635.8 |
2,635.8 |
2,633.3 |
| S1 |
2,616.5 |
2,616.5 |
2,623.9 |
2,611.5 |
| S2 |
2,606.5 |
2,606.5 |
2,621.2 |
|
| S3 |
2,577.2 |
2,587.2 |
2,618.5 |
|
| S4 |
2,547.9 |
2,557.9 |
2,610.5 |
|
|
| 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 |
2,620.7 |
43.6 |
1.7% |
28.2 |
1.1% |
14% |
False |
False |
1,288 |
| 10 |
2,723.2 |
2,605.3 |
117.9 |
4.5% |
38.9 |
1.5% |
18% |
False |
False |
95,814 |
| 20 |
2,723.2 |
2,541.5 |
181.7 |
6.9% |
41.6 |
1.6% |
47% |
False |
False |
166,860 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
37.7 |
1.4% |
33% |
False |
False |
176,827 |
| 60 |
2,801.8 |
2,538.7 |
263.1 |
10.0% |
36.3 |
1.4% |
33% |
False |
False |
179,136 |
| 80 |
2,801.8 |
2,469.2 |
332.6 |
12.7% |
35.5 |
1.4% |
47% |
False |
False |
178,180 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.4% |
36.6 |
1.4% |
57% |
False |
False |
171,909 |
| 120 |
2,801.8 |
2,350.5 |
451.3 |
17.2% |
35.9 |
1.4% |
61% |
False |
False |
148,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.5 |
|
2.618 |
2,731.7 |
|
1.618 |
2,702.4 |
|
1.000 |
2,684.3 |
|
0.618 |
2,673.1 |
|
HIGH |
2,655.0 |
|
0.618 |
2,643.8 |
|
0.500 |
2,640.4 |
|
0.382 |
2,636.9 |
|
LOW |
2,625.7 |
|
0.618 |
2,607.6 |
|
1.000 |
2,596.4 |
|
1.618 |
2,578.3 |
|
2.618 |
2,549.0 |
|
4.250 |
2,501.2 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,640.4 |
2,642.0 |
| PP |
2,635.8 |
2,636.9 |
| S1 |
2,631.2 |
2,631.7 |
|