| 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 |
2,444.7 |
2,421.8 |
-22.9 |
-0.9% |
2,430.0 |
| High |
2,445.8 |
2,440.1 |
-5.7 |
-0.2% |
2,477.1 |
| Low |
2,417.3 |
2,392.0 |
-25.3 |
-1.0% |
2,418.7 |
| Close |
2,423.5 |
2,432.3 |
8.8 |
0.4% |
2,444.6 |
| Range |
28.5 |
48.1 |
19.6 |
68.8% |
58.4 |
| ATR |
43.3 |
43.6 |
0.3 |
0.8% |
0.0 |
| Volume |
134,222 |
132,228 |
-1,994 |
-1.5% |
650,938 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.8 |
2,547.1 |
2,458.8 |
|
| R3 |
2,517.7 |
2,499.0 |
2,445.5 |
|
| R2 |
2,469.6 |
2,469.6 |
2,441.1 |
|
| R1 |
2,450.9 |
2,450.9 |
2,436.7 |
2,460.3 |
| PP |
2,421.5 |
2,421.5 |
2,421.5 |
2,426.1 |
| S1 |
2,402.8 |
2,402.8 |
2,427.9 |
2,412.2 |
| S2 |
2,373.4 |
2,373.4 |
2,423.5 |
|
| S3 |
2,325.3 |
2,354.7 |
2,419.1 |
|
| S4 |
2,277.2 |
2,306.6 |
2,405.8 |
|
|
| 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 |
2,392.0 |
70.9 |
2.9% |
32.8 |
1.4% |
57% |
False |
True |
136,138 |
| 10 |
2,477.1 |
2,306.8 |
170.3 |
7.0% |
40.0 |
1.6% |
74% |
False |
False |
157,214 |
| 20 |
2,477.1 |
2,272.0 |
205.1 |
8.4% |
47.7 |
2.0% |
78% |
False |
False |
177,577 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.2% |
43.2 |
1.8% |
85% |
False |
False |
157,045 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
42.5 |
1.7% |
89% |
False |
False |
160,327 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
42.6 |
1.8% |
89% |
False |
False |
120,577 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
46.9 |
1.9% |
90% |
False |
False |
96,585 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
43.9 |
1.8% |
90% |
False |
False |
80,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.5 |
|
2.618 |
2,566.0 |
|
1.618 |
2,517.9 |
|
1.000 |
2,488.2 |
|
0.618 |
2,469.8 |
|
HIGH |
2,440.1 |
|
0.618 |
2,421.7 |
|
0.500 |
2,416.1 |
|
0.382 |
2,410.4 |
|
LOW |
2,392.0 |
|
0.618 |
2,362.3 |
|
1.000 |
2,343.9 |
|
1.618 |
2,314.2 |
|
2.618 |
2,266.1 |
|
4.250 |
2,187.6 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.9 |
2,429.2 |
| PP |
2,421.5 |
2,426.1 |
| S1 |
2,416.1 |
2,423.0 |
|