| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
4,765.0 |
4,801.0 |
36.0 |
0.8% |
4,832.0 |
| High |
4,821.0 |
4,868.0 |
47.0 |
1.0% |
4,844.0 |
| Low |
4,745.0 |
4,760.0 |
15.0 |
0.3% |
4,715.0 |
| Close |
4,817.0 |
4,849.0 |
32.0 |
0.7% |
4,817.0 |
| Range |
76.0 |
108.0 |
32.0 |
42.1% |
129.0 |
| ATR |
75.6 |
78.0 |
2.3 |
3.1% |
0.0 |
| Volume |
561,916 |
678,557 |
116,641 |
20.8% |
2,267,562 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,149.7 |
5,107.3 |
4,908.4 |
|
| R3 |
5,041.7 |
4,999.3 |
4,878.7 |
|
| R2 |
4,933.7 |
4,933.7 |
4,868.8 |
|
| R1 |
4,891.3 |
4,891.3 |
4,858.9 |
4,912.5 |
| PP |
4,825.7 |
4,825.7 |
4,825.7 |
4,836.3 |
| S1 |
4,783.3 |
4,783.3 |
4,839.1 |
4,804.5 |
| S2 |
4,717.7 |
4,717.7 |
4,829.2 |
|
| S3 |
4,609.7 |
4,675.3 |
4,819.3 |
|
| S4 |
4,501.7 |
4,567.3 |
4,789.6 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,179.0 |
5,127.0 |
4,888.0 |
|
| R3 |
5,050.0 |
4,998.0 |
4,852.5 |
|
| R2 |
4,921.0 |
4,921.0 |
4,840.7 |
|
| R1 |
4,869.0 |
4,869.0 |
4,828.8 |
4,830.5 |
| PP |
4,792.0 |
4,792.0 |
4,792.0 |
4,772.8 |
| S1 |
4,740.0 |
4,740.0 |
4,805.2 |
4,701.5 |
| S2 |
4,663.0 |
4,663.0 |
4,793.4 |
|
| S3 |
4,534.0 |
4,611.0 |
4,781.5 |
|
| S4 |
4,405.0 |
4,482.0 |
4,746.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,868.0 |
4,715.0 |
153.0 |
3.2% |
71.4 |
1.5% |
88% |
True |
False |
589,223 |
| 10 |
4,868.0 |
4,699.0 |
169.0 |
3.5% |
76.7 |
1.6% |
89% |
True |
False |
630,409 |
| 20 |
4,961.0 |
4,699.0 |
262.0 |
5.4% |
81.6 |
1.7% |
57% |
False |
False |
718,261 |
| 40 |
5,084.0 |
4,699.0 |
385.0 |
7.9% |
72.9 |
1.5% |
39% |
False |
False |
651,997 |
| 60 |
5,106.0 |
4,699.0 |
407.0 |
8.4% |
70.4 |
1.5% |
37% |
False |
False |
637,359 |
| 80 |
5,106.0 |
4,699.0 |
407.0 |
8.4% |
64.9 |
1.3% |
37% |
False |
False |
479,211 |
| 100 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
64.9 |
1.3% |
55% |
False |
False |
383,513 |
| 120 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
59.2 |
1.2% |
55% |
False |
False |
319,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,327.0 |
|
2.618 |
5,150.7 |
|
1.618 |
5,042.7 |
|
1.000 |
4,976.0 |
|
0.618 |
4,934.7 |
|
HIGH |
4,868.0 |
|
0.618 |
4,826.7 |
|
0.500 |
4,814.0 |
|
0.382 |
4,801.3 |
|
LOW |
4,760.0 |
|
0.618 |
4,693.3 |
|
1.000 |
4,652.0 |
|
1.618 |
4,585.3 |
|
2.618 |
4,477.3 |
|
4.250 |
4,301.0 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,837.3 |
4,829.8 |
| PP |
4,825.7 |
4,810.7 |
| S1 |
4,814.0 |
4,791.5 |
|