| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,662.0 |
2,665.8 |
3.8 |
0.1% |
2,743.0 |
| High |
2,678.4 |
2,682.0 |
3.6 |
0.1% |
2,748.0 |
| Low |
2,656.6 |
2,654.2 |
-2.4 |
-0.1% |
2,629.7 |
| Close |
2,667.9 |
2,676.2 |
8.3 |
0.3% |
2,681.0 |
| Range |
21.8 |
27.8 |
6.0 |
27.5% |
118.3 |
| ATR |
41.2 |
40.3 |
-1.0 |
-2.3% |
0.0 |
| Volume |
140,965 |
171,792 |
30,827 |
21.9% |
649,918 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.2 |
2,743.0 |
2,691.5 |
|
| R3 |
2,726.4 |
2,715.2 |
2,683.8 |
|
| R2 |
2,698.6 |
2,698.6 |
2,681.3 |
|
| R1 |
2,687.4 |
2,687.4 |
2,678.7 |
2,693.0 |
| PP |
2,670.8 |
2,670.8 |
2,670.8 |
2,673.6 |
| S1 |
2,659.6 |
2,659.6 |
2,673.7 |
2,665.2 |
| S2 |
2,643.0 |
2,643.0 |
2,671.1 |
|
| S3 |
2,615.2 |
2,631.8 |
2,668.6 |
|
| S4 |
2,587.4 |
2,604.0 |
2,660.9 |
|
|
| 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 |
2,644.1 |
46.4 |
1.7% |
32.2 |
1.2% |
69% |
False |
False |
165,303 |
| 10 |
2,748.0 |
2,629.7 |
118.3 |
4.4% |
41.7 |
1.6% |
39% |
False |
False |
131,468 |
| 20 |
2,782.8 |
2,565.0 |
217.8 |
8.1% |
45.8 |
1.7% |
51% |
False |
False |
94,751 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.6 |
1.4% |
43% |
False |
False |
53,590 |
| 60 |
2,826.3 |
2,550.8 |
275.5 |
10.3% |
36.1 |
1.4% |
46% |
False |
False |
37,824 |
| 80 |
2,826.3 |
2,492.0 |
334.3 |
12.5% |
34.8 |
1.3% |
55% |
False |
False |
28,957 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.1% |
35.7 |
1.3% |
63% |
False |
False |
23,602 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.0% |
34.7 |
1.3% |
67% |
False |
False |
19,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.2 |
|
2.618 |
2,754.8 |
|
1.618 |
2,727.0 |
|
1.000 |
2,709.8 |
|
0.618 |
2,699.2 |
|
HIGH |
2,682.0 |
|
0.618 |
2,671.4 |
|
0.500 |
2,668.1 |
|
0.382 |
2,664.8 |
|
LOW |
2,654.2 |
|
0.618 |
2,637.0 |
|
1.000 |
2,626.4 |
|
1.618 |
2,609.2 |
|
2.618 |
2,581.4 |
|
4.250 |
2,536.1 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,673.5 |
2,671.9 |
| PP |
2,670.8 |
2,667.6 |
| S1 |
2,668.1 |
2,663.3 |
|