| 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 |
2,444.4 |
2,444.7 |
0.3 |
0.0% |
2,430.0 |
| High |
2,454.0 |
2,445.8 |
-8.2 |
-0.3% |
2,477.1 |
| Low |
2,424.0 |
2,417.3 |
-6.7 |
-0.3% |
2,418.7 |
| Close |
2,442.5 |
2,423.5 |
-19.0 |
-0.8% |
2,444.6 |
| Range |
30.0 |
28.5 |
-1.5 |
-5.0% |
58.4 |
| ATR |
44.4 |
43.3 |
-1.1 |
-2.6% |
0.0 |
| Volume |
157,629 |
134,222 |
-23,407 |
-14.8% |
650,938 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.4 |
2,497.4 |
2,439.2 |
|
| R3 |
2,485.9 |
2,468.9 |
2,431.3 |
|
| R2 |
2,457.4 |
2,457.4 |
2,428.7 |
|
| R1 |
2,440.4 |
2,440.4 |
2,426.1 |
2,434.7 |
| PP |
2,428.9 |
2,428.9 |
2,428.9 |
2,426.0 |
| S1 |
2,411.9 |
2,411.9 |
2,420.9 |
2,406.2 |
| S2 |
2,400.4 |
2,400.4 |
2,418.3 |
|
| S3 |
2,371.9 |
2,383.4 |
2,415.7 |
|
| S4 |
2,343.4 |
2,354.9 |
2,407.8 |
|
|
| 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 |
2,462.9 |
2,417.3 |
45.6 |
1.9% |
30.9 |
1.3% |
14% |
False |
True |
141,917 |
| 10 |
2,477.1 |
2,282.5 |
194.6 |
8.0% |
40.6 |
1.7% |
72% |
False |
False |
159,457 |
| 20 |
2,477.1 |
2,220.0 |
257.1 |
10.6% |
48.4 |
2.0% |
79% |
False |
False |
177,233 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.2% |
42.5 |
1.8% |
82% |
False |
False |
156,778 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.5% |
42.2 |
1.7% |
87% |
False |
False |
158,180 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.5% |
42.4 |
1.7% |
87% |
False |
False |
118,928 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
46.9 |
1.9% |
89% |
False |
False |
95,265 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
43.6 |
1.8% |
89% |
False |
False |
79,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.9 |
|
2.618 |
2,520.4 |
|
1.618 |
2,491.9 |
|
1.000 |
2,474.3 |
|
0.618 |
2,463.4 |
|
HIGH |
2,445.8 |
|
0.618 |
2,434.9 |
|
0.500 |
2,431.6 |
|
0.382 |
2,428.2 |
|
LOW |
2,417.3 |
|
0.618 |
2,399.7 |
|
1.000 |
2,388.8 |
|
1.618 |
2,371.2 |
|
2.618 |
2,342.7 |
|
4.250 |
2,296.2 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.6 |
2,438.9 |
| PP |
2,428.9 |
2,433.8 |
| S1 |
2,426.2 |
2,428.6 |
|