| 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 |
6,064.00 |
6,067.00 |
3.00 |
0.0% |
6,006.00 |
| High |
6,070.75 |
6,102.25 |
31.50 |
0.5% |
6,060.00 |
| Low |
6,047.50 |
6,063.00 |
15.50 |
0.3% |
5,976.25 |
| Close |
6,063.25 |
6,098.50 |
35.25 |
0.6% |
6,051.50 |
| Range |
23.25 |
39.25 |
16.00 |
68.8% |
83.75 |
| ATR |
58.80 |
57.40 |
-1.40 |
-2.4% |
0.00 |
| Volume |
991,961 |
1,142,137 |
150,176 |
15.1% |
4,961,915 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,205.75 |
6,191.25 |
6,120.00 |
|
| R3 |
6,166.50 |
6,152.00 |
6,109.25 |
|
| R2 |
6,127.25 |
6,127.25 |
6,105.75 |
|
| R1 |
6,112.75 |
6,112.75 |
6,102.00 |
6,120.00 |
| PP |
6,088.00 |
6,088.00 |
6,088.00 |
6,091.50 |
| S1 |
6,073.50 |
6,073.50 |
6,095.00 |
6,080.75 |
| S2 |
6,048.75 |
6,048.75 |
6,091.25 |
|
| S3 |
6,009.50 |
6,034.25 |
6,087.75 |
|
| S4 |
5,970.25 |
5,995.00 |
6,077.00 |
|
|
| 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 |
6,102.25 |
6,000.25 |
102.00 |
1.7% |
37.50 |
0.6% |
96% |
True |
False |
1,025,657 |
| 10 |
6,102.25 |
5,880.00 |
222.25 |
3.6% |
52.25 |
0.9% |
98% |
True |
False |
1,310,013 |
| 20 |
6,102.25 |
5,814.75 |
287.50 |
4.7% |
61.00 |
1.0% |
99% |
True |
False |
1,401,586 |
| 40 |
6,102.25 |
5,724.25 |
378.00 |
6.2% |
59.75 |
1.0% |
99% |
True |
False |
1,311,267 |
| 60 |
6,102.25 |
5,470.00 |
632.25 |
10.4% |
60.75 |
1.0% |
99% |
True |
False |
1,304,613 |
| 80 |
6,102.25 |
5,423.75 |
678.50 |
11.1% |
64.00 |
1.1% |
99% |
True |
False |
982,903 |
| 100 |
6,102.25 |
5,168.50 |
933.75 |
15.3% |
72.25 |
1.2% |
100% |
True |
False |
787,270 |
| 120 |
6,102.25 |
5,168.50 |
933.75 |
15.3% |
68.00 |
1.1% |
100% |
True |
False |
656,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,269.00 |
|
2.618 |
6,205.00 |
|
1.618 |
6,165.75 |
|
1.000 |
6,141.50 |
|
0.618 |
6,126.50 |
|
HIGH |
6,102.25 |
|
0.618 |
6,087.25 |
|
0.500 |
6,082.50 |
|
0.382 |
6,078.00 |
|
LOW |
6,063.00 |
|
0.618 |
6,038.75 |
|
1.000 |
6,023.75 |
|
1.618 |
5,999.50 |
|
2.618 |
5,960.25 |
|
4.250 |
5,896.25 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,093.25 |
6,088.75 |
| PP |
6,088.00 |
6,079.00 |
| S1 |
6,082.50 |
6,069.00 |
|