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 |
4,861.0 |
4,891.0 |
30.0 |
0.6% |
4,832.0 |
High |
4,913.0 |
4,941.0 |
28.0 |
0.6% |
4,844.0 |
Low |
4,856.0 |
4,881.0 |
25.0 |
0.5% |
4,715.0 |
Close |
4,893.0 |
4,928.0 |
35.0 |
0.7% |
4,817.0 |
Range |
57.0 |
60.0 |
3.0 |
5.3% |
129.0 |
ATR |
77.0 |
75.7 |
-1.2 |
-1.6% |
0.0 |
Volume |
645,514 |
518,802 |
-126,712 |
-19.6% |
2,267,562 |
|
Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,096.7 |
5,072.3 |
4,961.0 |
|
R3 |
5,036.7 |
5,012.3 |
4,944.5 |
|
R2 |
4,976.7 |
4,976.7 |
4,939.0 |
|
R1 |
4,952.3 |
4,952.3 |
4,933.5 |
4,964.5 |
PP |
4,916.7 |
4,916.7 |
4,916.7 |
4,922.8 |
S1 |
4,892.3 |
4,892.3 |
4,922.5 |
4,904.5 |
S2 |
4,856.7 |
4,856.7 |
4,917.0 |
|
S3 |
4,796.7 |
4,832.3 |
4,911.5 |
|
S4 |
4,736.7 |
4,772.3 |
4,895.0 |
|
|
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 |
4,941.0 |
4,715.0 |
226.0 |
4.6% |
72.8 |
1.5% |
94% |
True |
False |
597,895 |
10 |
4,941.0 |
4,700.0 |
241.0 |
4.9% |
71.2 |
1.4% |
95% |
True |
False |
610,037 |
20 |
4,961.0 |
4,699.0 |
262.0 |
5.3% |
82.2 |
1.7% |
87% |
False |
False |
726,999 |
40 |
5,084.0 |
4,699.0 |
385.0 |
7.8% |
72.9 |
1.5% |
59% |
False |
False |
655,542 |
60 |
5,106.0 |
4,699.0 |
407.0 |
8.3% |
70.1 |
1.4% |
56% |
False |
False |
655,320 |
80 |
5,106.0 |
4,699.0 |
407.0 |
8.3% |
65.7 |
1.3% |
56% |
False |
False |
493,727 |
100 |
5,106.0 |
4,525.0 |
581.0 |
11.8% |
65.1 |
1.3% |
69% |
False |
False |
395,156 |
120 |
5,114.0 |
4,525.0 |
589.0 |
12.0% |
60.1 |
1.2% |
68% |
False |
False |
329,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,196.0 |
2.618 |
5,098.1 |
1.618 |
5,038.1 |
1.000 |
5,001.0 |
0.618 |
4,978.1 |
HIGH |
4,941.0 |
0.618 |
4,918.1 |
0.500 |
4,911.0 |
0.382 |
4,903.9 |
LOW |
4,881.0 |
0.618 |
4,843.9 |
1.000 |
4,821.0 |
1.618 |
4,783.9 |
2.618 |
4,723.9 |
4.250 |
4,626.0 |
|
|
Fisher Pivots for day following 04-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
4,922.3 |
4,902.2 |
PP |
4,916.7 |
4,876.3 |
S1 |
4,911.0 |
4,850.5 |
|