| 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 |
6,095.25 |
6,085.50 |
-9.75 |
-0.2% |
6,051.50 |
| High |
6,107.25 |
6,111.00 |
3.75 |
0.1% |
6,111.00 |
| Low |
6,081.50 |
6,076.00 |
-5.50 |
-0.1% |
6,036.00 |
| Close |
6,088.75 |
6,099.00 |
10.25 |
0.2% |
6,099.00 |
| Range |
25.75 |
35.00 |
9.25 |
35.9% |
75.00 |
| ATR |
55.14 |
53.70 |
-1.44 |
-2.6% |
0.00 |
| Volume |
1,118,784 |
1,167,677 |
48,893 |
4.4% |
5,409,592 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,200.25 |
6,184.75 |
6,118.25 |
|
| R3 |
6,165.25 |
6,149.75 |
6,108.50 |
|
| R2 |
6,130.25 |
6,130.25 |
6,105.50 |
|
| R1 |
6,114.75 |
6,114.75 |
6,102.25 |
6,122.50 |
| PP |
6,095.25 |
6,095.25 |
6,095.25 |
6,099.25 |
| S1 |
6,079.75 |
6,079.75 |
6,095.75 |
6,087.50 |
| S2 |
6,060.25 |
6,060.25 |
6,092.50 |
|
| S3 |
6,025.25 |
6,044.75 |
6,089.50 |
|
| S4 |
5,990.25 |
6,009.75 |
6,079.75 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,307.00 |
6,278.00 |
6,140.25 |
|
| R3 |
6,232.00 |
6,203.00 |
6,119.50 |
|
| R2 |
6,157.00 |
6,157.00 |
6,112.75 |
|
| R1 |
6,128.00 |
6,128.00 |
6,106.00 |
6,142.50 |
| PP |
6,082.00 |
6,082.00 |
6,082.00 |
6,089.25 |
| S1 |
6,053.00 |
6,053.00 |
6,092.00 |
6,067.50 |
| S2 |
6,007.00 |
6,007.00 |
6,085.25 |
|
| S3 |
5,932.00 |
5,978.00 |
6,078.50 |
|
| S4 |
5,857.00 |
5,903.00 |
6,057.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,111.00 |
6,036.00 |
75.00 |
1.2% |
31.25 |
0.5% |
84% |
True |
False |
1,081,918 |
| 10 |
6,111.00 |
5,940.75 |
170.25 |
2.8% |
42.50 |
0.7% |
93% |
True |
False |
1,192,224 |
| 20 |
6,111.00 |
5,855.00 |
256.00 |
4.2% |
53.25 |
0.9% |
95% |
True |
False |
1,350,467 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.3% |
58.75 |
1.0% |
97% |
True |
False |
1,312,680 |
| 60 |
6,111.00 |
5,658.00 |
453.00 |
7.4% |
58.00 |
1.0% |
97% |
True |
False |
1,336,035 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
10.8% |
63.00 |
1.0% |
98% |
True |
False |
1,011,404 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
71.50 |
1.2% |
99% |
True |
False |
810,094 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
67.75 |
1.1% |
99% |
True |
False |
675,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,259.75 |
|
2.618 |
6,202.75 |
|
1.618 |
6,167.75 |
|
1.000 |
6,146.00 |
|
0.618 |
6,132.75 |
|
HIGH |
6,111.00 |
|
0.618 |
6,097.75 |
|
0.500 |
6,093.50 |
|
0.382 |
6,089.25 |
|
LOW |
6,076.00 |
|
0.618 |
6,054.25 |
|
1.000 |
6,041.00 |
|
1.618 |
6,019.25 |
|
2.618 |
5,984.25 |
|
4.250 |
5,927.25 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,097.25 |
6,095.00 |
| PP |
6,095.25 |
6,091.00 |
| S1 |
6,093.50 |
6,087.00 |
|