| 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 |
2,673.8 |
2,662.0 |
-11.8 |
-0.4% |
2,743.0 |
| High |
2,678.5 |
2,678.4 |
-0.1 |
0.0% |
2,748.0 |
| Low |
2,644.5 |
2,656.6 |
12.1 |
0.5% |
2,629.7 |
| Close |
2,658.5 |
2,667.9 |
9.4 |
0.4% |
2,681.0 |
| Range |
34.0 |
21.8 |
-12.2 |
-35.9% |
118.3 |
| ATR |
42.7 |
41.2 |
-1.5 |
-3.5% |
0.0 |
| Volume |
163,543 |
140,965 |
-22,578 |
-13.8% |
649,918 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.0 |
2,722.3 |
2,679.9 |
|
| R3 |
2,711.2 |
2,700.5 |
2,673.9 |
|
| R2 |
2,689.4 |
2,689.4 |
2,671.9 |
|
| R1 |
2,678.7 |
2,678.7 |
2,669.9 |
2,684.1 |
| PP |
2,667.6 |
2,667.6 |
2,667.6 |
2,670.3 |
| S1 |
2,656.9 |
2,656.9 |
2,665.9 |
2,662.3 |
| S2 |
2,645.8 |
2,645.8 |
2,663.9 |
|
| S3 |
2,624.0 |
2,635.1 |
2,661.9 |
|
| S4 |
2,602.2 |
2,613.3 |
2,655.9 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.1 |
2,979.4 |
2,746.1 |
|
| R3 |
2,922.8 |
2,861.1 |
2,713.5 |
|
| R2 |
2,804.5 |
2,804.5 |
2,702.7 |
|
| R1 |
2,742.8 |
2,742.8 |
2,691.8 |
2,714.5 |
| PP |
2,686.2 |
2,686.2 |
2,686.2 |
2,672.1 |
| S1 |
2,624.5 |
2,624.5 |
2,670.2 |
2,596.2 |
| S2 |
2,567.9 |
2,567.9 |
2,659.3 |
|
| S3 |
2,449.6 |
2,506.2 |
2,648.5 |
|
| S4 |
2,331.3 |
2,387.9 |
2,615.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.5 |
2,629.7 |
60.8 |
2.3% |
34.2 |
1.3% |
63% |
False |
False |
160,607 |
| 10 |
2,748.0 |
2,629.7 |
118.3 |
4.4% |
41.9 |
1.6% |
32% |
False |
False |
119,231 |
| 20 |
2,784.2 |
2,565.0 |
219.2 |
8.2% |
45.7 |
1.7% |
47% |
False |
False |
87,182 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
38.1 |
1.4% |
39% |
False |
False |
49,646 |
| 60 |
2,826.3 |
2,550.8 |
275.5 |
10.3% |
36.0 |
1.3% |
43% |
False |
False |
35,027 |
| 80 |
2,826.3 |
2,486.4 |
339.9 |
12.7% |
35.1 |
1.3% |
53% |
False |
False |
26,853 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.2% |
35.8 |
1.3% |
61% |
False |
False |
21,904 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.0% |
34.7 |
1.3% |
65% |
False |
False |
18,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.1 |
|
2.618 |
2,735.5 |
|
1.618 |
2,713.7 |
|
1.000 |
2,700.2 |
|
0.618 |
2,691.9 |
|
HIGH |
2,678.4 |
|
0.618 |
2,670.1 |
|
0.500 |
2,667.5 |
|
0.382 |
2,664.9 |
|
LOW |
2,656.6 |
|
0.618 |
2,643.1 |
|
1.000 |
2,634.8 |
|
1.618 |
2,621.3 |
|
2.618 |
2,599.5 |
|
4.250 |
2,564.0 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.8 |
2,667.7 |
| PP |
2,667.6 |
2,667.5 |
| S1 |
2,667.5 |
2,667.3 |
|