| 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 |
6,067.00 |
6,095.25 |
28.25 |
0.5% |
6,006.00 |
| High |
6,102.25 |
6,107.25 |
5.00 |
0.1% |
6,060.00 |
| Low |
6,063.00 |
6,081.50 |
18.50 |
0.3% |
5,976.25 |
| Close |
6,098.50 |
6,088.75 |
-9.75 |
-0.2% |
6,051.50 |
| Range |
39.25 |
25.75 |
-13.50 |
-34.4% |
83.75 |
| ATR |
57.40 |
55.14 |
-2.26 |
-3.9% |
0.00 |
| Volume |
1,142,137 |
1,118,784 |
-23,353 |
-2.0% |
4,961,915 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,169.75 |
6,155.00 |
6,103.00 |
|
| R3 |
6,144.00 |
6,129.25 |
6,095.75 |
|
| R2 |
6,118.25 |
6,118.25 |
6,093.50 |
|
| R1 |
6,103.50 |
6,103.50 |
6,091.00 |
6,098.00 |
| PP |
6,092.50 |
6,092.50 |
6,092.50 |
6,089.75 |
| S1 |
6,077.75 |
6,077.75 |
6,086.50 |
6,072.25 |
| S2 |
6,066.75 |
6,066.75 |
6,084.00 |
|
| S3 |
6,041.00 |
6,052.00 |
6,081.75 |
|
| S4 |
6,015.25 |
6,026.25 |
6,074.50 |
|
|
| 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 |
6,107.25 |
6,014.75 |
92.50 |
1.5% |
33.25 |
0.5% |
80% |
True |
False |
1,017,979 |
| 10 |
6,107.25 |
5,905.25 |
202.00 |
3.3% |
47.00 |
0.8% |
91% |
True |
False |
1,262,166 |
| 20 |
6,107.25 |
5,855.00 |
252.25 |
4.1% |
54.50 |
0.9% |
93% |
True |
False |
1,356,363 |
| 40 |
6,107.25 |
5,724.25 |
383.00 |
6.3% |
58.75 |
1.0% |
95% |
True |
False |
1,311,390 |
| 60 |
6,107.25 |
5,600.25 |
507.00 |
8.3% |
58.50 |
1.0% |
96% |
True |
False |
1,320,984 |
| 80 |
6,107.25 |
5,451.25 |
656.00 |
10.8% |
63.25 |
1.0% |
97% |
True |
False |
996,840 |
| 100 |
6,107.25 |
5,168.50 |
938.75 |
15.4% |
72.00 |
1.2% |
98% |
True |
False |
798,450 |
| 120 |
6,107.25 |
5,168.50 |
938.75 |
15.4% |
68.00 |
1.1% |
98% |
True |
False |
665,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,216.75 |
|
2.618 |
6,174.75 |
|
1.618 |
6,149.00 |
|
1.000 |
6,133.00 |
|
0.618 |
6,123.25 |
|
HIGH |
6,107.25 |
|
0.618 |
6,097.50 |
|
0.500 |
6,094.50 |
|
0.382 |
6,091.25 |
|
LOW |
6,081.50 |
|
0.618 |
6,065.50 |
|
1.000 |
6,055.75 |
|
1.618 |
6,039.75 |
|
2.618 |
6,014.00 |
|
4.250 |
5,972.00 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,094.50 |
6,085.00 |
| PP |
6,092.50 |
6,081.25 |
| S1 |
6,090.50 |
6,077.50 |
|