| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,438.4 |
2,444.4 |
6.0 |
0.2% |
2,430.0 |
| High |
2,460.5 |
2,454.0 |
-6.5 |
-0.3% |
2,477.1 |
| Low |
2,436.2 |
2,424.0 |
-12.2 |
-0.5% |
2,418.7 |
| Close |
2,444.6 |
2,442.5 |
-2.1 |
-0.1% |
2,444.6 |
| Range |
24.3 |
30.0 |
5.7 |
23.5% |
58.4 |
| ATR |
45.6 |
44.4 |
-1.1 |
-2.4% |
0.0 |
| Volume |
114,832 |
157,629 |
42,797 |
37.3% |
650,938 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.2 |
2,516.3 |
2,459.0 |
|
| R3 |
2,500.2 |
2,486.3 |
2,450.8 |
|
| R2 |
2,470.2 |
2,470.2 |
2,448.0 |
|
| R1 |
2,456.3 |
2,456.3 |
2,445.3 |
2,448.3 |
| PP |
2,440.2 |
2,440.2 |
2,440.2 |
2,436.1 |
| S1 |
2,426.3 |
2,426.3 |
2,439.8 |
2,418.3 |
| S2 |
2,410.2 |
2,410.2 |
2,437.0 |
|
| S3 |
2,380.2 |
2,396.3 |
2,434.3 |
|
| S4 |
2,350.2 |
2,366.3 |
2,426.0 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.0 |
2,591.7 |
2,476.7 |
|
| R3 |
2,563.6 |
2,533.3 |
2,460.7 |
|
| R2 |
2,505.2 |
2,505.2 |
2,455.3 |
|
| R1 |
2,474.9 |
2,474.9 |
2,450.0 |
2,490.1 |
| PP |
2,446.8 |
2,446.8 |
2,446.8 |
2,454.4 |
| S1 |
2,416.5 |
2,416.5 |
2,439.2 |
2,431.7 |
| S2 |
2,388.4 |
2,388.4 |
2,433.9 |
|
| S3 |
2,330.0 |
2,358.1 |
2,428.5 |
|
| S4 |
2,271.6 |
2,299.7 |
2,412.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.1 |
2,418.7 |
58.4 |
2.4% |
35.0 |
1.4% |
41% |
False |
False |
161,713 |
| 10 |
2,477.1 |
2,282.5 |
194.6 |
8.0% |
40.3 |
1.6% |
82% |
False |
False |
157,885 |
| 20 |
2,477.1 |
2,203.3 |
273.8 |
11.2% |
49.2 |
2.0% |
87% |
False |
False |
178,529 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.1% |
42.8 |
1.8% |
88% |
False |
False |
156,194 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
42.3 |
1.7% |
91% |
False |
False |
155,997 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
42.5 |
1.7% |
91% |
False |
False |
117,254 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.1% |
46.9 |
1.9% |
93% |
False |
False |
93,926 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.1% |
43.5 |
1.8% |
93% |
False |
False |
78,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,581.5 |
|
2.618 |
2,532.5 |
|
1.618 |
2,502.5 |
|
1.000 |
2,484.0 |
|
0.618 |
2,472.5 |
|
HIGH |
2,454.0 |
|
0.618 |
2,442.5 |
|
0.500 |
2,439.0 |
|
0.382 |
2,435.5 |
|
LOW |
2,424.0 |
|
0.618 |
2,405.5 |
|
1.000 |
2,394.0 |
|
1.618 |
2,375.5 |
|
2.618 |
2,345.5 |
|
4.250 |
2,296.5 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,441.3 |
2,443.5 |
| PP |
2,440.2 |
2,443.1 |
| S1 |
2,439.0 |
2,442.8 |
|