| 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 |
2,421.8 |
2,432.3 |
10.5 |
0.4% |
2,430.0 |
| High |
2,440.1 |
2,434.8 |
-5.3 |
-0.2% |
2,477.1 |
| Low |
2,392.0 |
2,399.6 |
7.6 |
0.3% |
2,418.7 |
| Close |
2,432.3 |
2,402.2 |
-30.1 |
-1.2% |
2,444.6 |
| Range |
48.1 |
35.2 |
-12.9 |
-26.8% |
58.4 |
| ATR |
43.6 |
43.0 |
-0.6 |
-1.4% |
0.0 |
| Volume |
132,228 |
134,049 |
1,821 |
1.4% |
650,938 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.8 |
2,495.2 |
2,421.6 |
|
| R3 |
2,482.6 |
2,460.0 |
2,411.9 |
|
| R2 |
2,447.4 |
2,447.4 |
2,408.7 |
|
| R1 |
2,424.8 |
2,424.8 |
2,405.4 |
2,418.5 |
| PP |
2,412.2 |
2,412.2 |
2,412.2 |
2,409.1 |
| S1 |
2,389.6 |
2,389.6 |
2,399.0 |
2,383.3 |
| S2 |
2,377.0 |
2,377.0 |
2,395.7 |
|
| S3 |
2,341.8 |
2,354.4 |
2,392.5 |
|
| S4 |
2,306.6 |
2,319.2 |
2,382.8 |
|
|
| 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 |
2,460.5 |
2,392.0 |
68.5 |
2.9% |
33.2 |
1.4% |
15% |
False |
False |
134,592 |
| 10 |
2,477.1 |
2,321.7 |
155.4 |
6.5% |
39.9 |
1.7% |
52% |
False |
False |
156,003 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.1% |
41.9 |
1.7% |
62% |
False |
False |
162,415 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.3% |
43.3 |
1.8% |
75% |
False |
False |
157,039 |
| 60 |
2,477.1 |
2,120.5 |
356.6 |
14.8% |
42.2 |
1.8% |
79% |
False |
False |
162,420 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.6% |
42.4 |
1.8% |
81% |
False |
False |
122,249 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
46.4 |
1.9% |
84% |
False |
False |
97,921 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
44.2 |
1.8% |
84% |
False |
False |
81,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,584.4 |
|
2.618 |
2,527.0 |
|
1.618 |
2,491.8 |
|
1.000 |
2,470.0 |
|
0.618 |
2,456.6 |
|
HIGH |
2,434.8 |
|
0.618 |
2,421.4 |
|
0.500 |
2,417.2 |
|
0.382 |
2,413.0 |
|
LOW |
2,399.6 |
|
0.618 |
2,377.8 |
|
1.000 |
2,364.4 |
|
1.618 |
2,342.6 |
|
2.618 |
2,307.4 |
|
4.250 |
2,250.0 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,417.2 |
2,418.9 |
| PP |
2,412.2 |
2,413.3 |
| S1 |
2,407.2 |
2,407.8 |
|