| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,674.2 |
2,655.0 |
-19.2 |
-0.7% |
2,673.8 |
| High |
2,680.0 |
2,667.9 |
-12.1 |
-0.5% |
2,682.0 |
| Low |
2,646.3 |
2,635.6 |
-10.7 |
-0.4% |
2,635.6 |
| Close |
2,648.4 |
2,659.6 |
11.2 |
0.4% |
2,659.6 |
| Range |
33.7 |
32.3 |
-1.4 |
-4.2% |
46.4 |
| ATR |
39.8 |
39.3 |
-0.5 |
-1.3% |
0.0 |
| Volume |
156,116 |
167,166 |
11,050 |
7.1% |
799,582 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.3 |
2,737.7 |
2,677.4 |
|
| R3 |
2,719.0 |
2,705.4 |
2,668.5 |
|
| R2 |
2,686.7 |
2,686.7 |
2,665.5 |
|
| R1 |
2,673.1 |
2,673.1 |
2,662.6 |
2,679.9 |
| PP |
2,654.4 |
2,654.4 |
2,654.4 |
2,657.8 |
| S1 |
2,640.8 |
2,640.8 |
2,656.6 |
2,647.6 |
| S2 |
2,622.1 |
2,622.1 |
2,653.7 |
|
| S3 |
2,589.8 |
2,608.5 |
2,650.7 |
|
| S4 |
2,557.5 |
2,576.2 |
2,641.8 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.3 |
2,775.3 |
2,685.1 |
|
| R3 |
2,751.9 |
2,728.9 |
2,672.4 |
|
| R2 |
2,705.5 |
2,705.5 |
2,668.1 |
|
| R1 |
2,682.5 |
2,682.5 |
2,663.9 |
2,670.8 |
| PP |
2,659.1 |
2,659.1 |
2,659.1 |
2,653.2 |
| S1 |
2,636.1 |
2,636.1 |
2,655.3 |
2,624.4 |
| S2 |
2,612.7 |
2,612.7 |
2,651.1 |
|
| S3 |
2,566.3 |
2,589.7 |
2,646.8 |
|
| S4 |
2,519.9 |
2,543.3 |
2,634.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,682.0 |
2,635.6 |
46.4 |
1.7% |
29.9 |
1.1% |
52% |
False |
True |
159,916 |
| 10 |
2,748.0 |
2,629.7 |
118.3 |
4.4% |
42.1 |
1.6% |
25% |
False |
False |
152,404 |
| 20 |
2,748.0 |
2,565.0 |
183.0 |
6.9% |
40.9 |
1.5% |
52% |
False |
False |
104,804 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
38.0 |
1.4% |
36% |
False |
False |
60,841 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
35.9 |
1.4% |
36% |
False |
False |
43,058 |
| 80 |
2,826.3 |
2,492.0 |
334.3 |
12.6% |
34.9 |
1.3% |
50% |
False |
False |
32,931 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.2% |
35.6 |
1.3% |
59% |
False |
False |
26,805 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.1% |
34.8 |
1.3% |
63% |
False |
False |
22,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.2 |
|
2.618 |
2,752.5 |
|
1.618 |
2,720.2 |
|
1.000 |
2,700.2 |
|
0.618 |
2,687.9 |
|
HIGH |
2,667.9 |
|
0.618 |
2,655.6 |
|
0.500 |
2,651.8 |
|
0.382 |
2,647.9 |
|
LOW |
2,635.6 |
|
0.618 |
2,615.6 |
|
1.000 |
2,603.3 |
|
1.618 |
2,583.3 |
|
2.618 |
2,551.0 |
|
4.250 |
2,498.3 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.0 |
2,659.3 |
| PP |
2,654.4 |
2,659.1 |
| S1 |
2,651.8 |
2,658.8 |
|