| 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 |
2,665.8 |
2,674.2 |
8.4 |
0.3% |
2,743.0 |
| High |
2,682.0 |
2,680.0 |
-2.0 |
-0.1% |
2,748.0 |
| Low |
2,654.2 |
2,646.3 |
-7.9 |
-0.3% |
2,629.7 |
| Close |
2,676.2 |
2,648.4 |
-27.8 |
-1.0% |
2,681.0 |
| Range |
27.8 |
33.7 |
5.9 |
21.2% |
118.3 |
| ATR |
40.3 |
39.8 |
-0.5 |
-1.2% |
0.0 |
| Volume |
171,792 |
156,116 |
-15,676 |
-9.1% |
649,918 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.3 |
2,737.6 |
2,666.9 |
|
| R3 |
2,725.6 |
2,703.9 |
2,657.7 |
|
| R2 |
2,691.9 |
2,691.9 |
2,654.6 |
|
| R1 |
2,670.2 |
2,670.2 |
2,651.5 |
2,664.2 |
| PP |
2,658.2 |
2,658.2 |
2,658.2 |
2,655.3 |
| S1 |
2,636.5 |
2,636.5 |
2,645.3 |
2,630.5 |
| S2 |
2,624.5 |
2,624.5 |
2,642.2 |
|
| S3 |
2,590.8 |
2,602.8 |
2,639.1 |
|
| S4 |
2,557.1 |
2,569.1 |
2,629.9 |
|
|
| 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 |
1.8% |
32.7 |
1.2% |
9% |
False |
False |
162,634 |
| 10 |
2,748.0 |
2,629.7 |
118.3 |
4.5% |
41.4 |
1.6% |
16% |
False |
False |
142,394 |
| 20 |
2,748.0 |
2,565.0 |
183.0 |
6.9% |
42.6 |
1.6% |
46% |
False |
False |
100,529 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
38.0 |
1.4% |
32% |
False |
False |
57,309 |
| 60 |
2,826.3 |
2,561.0 |
265.3 |
10.0% |
36.2 |
1.4% |
33% |
False |
False |
40,353 |
| 80 |
2,826.3 |
2,492.0 |
334.3 |
12.6% |
35.0 |
1.3% |
47% |
False |
False |
30,859 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
35.6 |
1.3% |
56% |
False |
False |
25,144 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.1% |
34.7 |
1.3% |
61% |
False |
False |
21,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.2 |
|
2.618 |
2,768.2 |
|
1.618 |
2,734.5 |
|
1.000 |
2,713.7 |
|
0.618 |
2,700.8 |
|
HIGH |
2,680.0 |
|
0.618 |
2,667.1 |
|
0.500 |
2,663.2 |
|
0.382 |
2,659.2 |
|
LOW |
2,646.3 |
|
0.618 |
2,625.5 |
|
1.000 |
2,612.6 |
|
1.618 |
2,591.8 |
|
2.618 |
2,558.1 |
|
4.250 |
2,503.1 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.2 |
2,664.2 |
| PP |
2,658.2 |
2,658.9 |
| S1 |
2,653.3 |
2,653.7 |
|