| 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 |
6,051.50 |
6,064.00 |
12.50 |
0.2% |
6,006.00 |
| High |
6,068.50 |
6,070.75 |
2.25 |
0.0% |
6,060.00 |
| Low |
6,036.00 |
6,047.50 |
11.50 |
0.2% |
5,976.25 |
| Close |
6,061.75 |
6,063.25 |
1.50 |
0.0% |
6,051.50 |
| Range |
32.50 |
23.25 |
-9.25 |
-28.5% |
83.75 |
| ATR |
61.53 |
58.80 |
-2.73 |
-4.4% |
0.00 |
| Volume |
989,033 |
991,961 |
2,928 |
0.3% |
4,961,915 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,130.25 |
6,120.00 |
6,076.00 |
|
| R3 |
6,107.00 |
6,096.75 |
6,069.75 |
|
| R2 |
6,083.75 |
6,083.75 |
6,067.50 |
|
| R1 |
6,073.50 |
6,073.50 |
6,065.50 |
6,067.00 |
| PP |
6,060.50 |
6,060.50 |
6,060.50 |
6,057.25 |
| S1 |
6,050.25 |
6,050.25 |
6,061.00 |
6,043.75 |
| S2 |
6,037.25 |
6,037.25 |
6,059.00 |
|
| S3 |
6,014.00 |
6,027.00 |
6,056.75 |
|
| S4 |
5,990.75 |
6,003.75 |
6,050.50 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,280.50 |
6,249.75 |
6,097.50 |
|
| R3 |
6,196.75 |
6,166.00 |
6,074.50 |
|
| R2 |
6,113.00 |
6,113.00 |
6,066.75 |
|
| R1 |
6,082.25 |
6,082.25 |
6,059.25 |
6,097.50 |
| PP |
6,029.25 |
6,029.25 |
6,029.25 |
6,037.00 |
| S1 |
5,998.50 |
5,998.50 |
6,043.75 |
6,014.00 |
| S2 |
5,945.50 |
5,945.50 |
6,036.25 |
|
| S3 |
5,861.75 |
5,914.75 |
6,028.50 |
|
| S4 |
5,778.00 |
5,831.00 |
6,005.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,070.75 |
5,976.25 |
94.50 |
1.6% |
43.00 |
0.7% |
92% |
True |
False |
1,064,598 |
| 10 |
6,070.75 |
5,855.00 |
215.75 |
3.6% |
57.50 |
0.9% |
97% |
True |
False |
1,359,434 |
| 20 |
6,070.75 |
5,735.00 |
335.75 |
5.5% |
63.25 |
1.0% |
98% |
True |
False |
1,404,419 |
| 40 |
6,070.75 |
5,724.25 |
346.50 |
5.7% |
60.75 |
1.0% |
98% |
True |
False |
1,312,020 |
| 60 |
6,070.75 |
5,470.00 |
600.75 |
9.9% |
61.00 |
1.0% |
99% |
True |
False |
1,286,565 |
| 80 |
6,070.75 |
5,403.75 |
667.00 |
11.0% |
64.25 |
1.1% |
99% |
True |
False |
968,660 |
| 100 |
6,070.75 |
5,168.50 |
902.25 |
14.9% |
72.50 |
1.2% |
99% |
True |
False |
775,867 |
| 120 |
6,070.75 |
5,168.50 |
902.25 |
14.9% |
68.25 |
1.1% |
99% |
True |
False |
646,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,169.50 |
|
2.618 |
6,131.50 |
|
1.618 |
6,108.25 |
|
1.000 |
6,094.00 |
|
0.618 |
6,085.00 |
|
HIGH |
6,070.75 |
|
0.618 |
6,061.75 |
|
0.500 |
6,059.00 |
|
0.382 |
6,056.50 |
|
LOW |
6,047.50 |
|
0.618 |
6,033.25 |
|
1.000 |
6,024.25 |
|
1.618 |
6,010.00 |
|
2.618 |
5,986.75 |
|
4.250 |
5,948.75 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,062.00 |
6,056.50 |
| PP |
6,060.50 |
6,049.50 |
| S1 |
6,059.00 |
6,042.75 |
|