| 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 |
2,432.3 |
2,402.4 |
-29.9 |
-1.2% |
2,444.4 |
| High |
2,434.8 |
2,425.4 |
-9.4 |
-0.4% |
2,454.0 |
| Low |
2,399.6 |
2,396.4 |
-3.2 |
-0.1% |
2,392.0 |
| Close |
2,402.2 |
2,411.7 |
9.5 |
0.4% |
2,411.7 |
| Range |
35.2 |
29.0 |
-6.2 |
-17.6% |
62.0 |
| ATR |
43.0 |
42.0 |
-1.0 |
-2.3% |
0.0 |
| Volume |
134,049 |
134,300 |
251 |
0.2% |
692,428 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.2 |
2,483.9 |
2,427.7 |
|
| R3 |
2,469.2 |
2,454.9 |
2,419.7 |
|
| R2 |
2,440.2 |
2,440.2 |
2,417.0 |
|
| R1 |
2,425.9 |
2,425.9 |
2,414.4 |
2,433.1 |
| PP |
2,411.2 |
2,411.2 |
2,411.2 |
2,414.7 |
| S1 |
2,396.9 |
2,396.9 |
2,409.0 |
2,404.1 |
| S2 |
2,382.2 |
2,382.2 |
2,406.4 |
|
| S3 |
2,353.2 |
2,367.9 |
2,403.7 |
|
| S4 |
2,324.2 |
2,338.9 |
2,395.8 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.2 |
2,570.5 |
2,445.8 |
|
| R3 |
2,543.2 |
2,508.5 |
2,428.8 |
|
| R2 |
2,481.2 |
2,481.2 |
2,423.1 |
|
| R1 |
2,446.5 |
2,446.5 |
2,417.4 |
2,432.9 |
| PP |
2,419.2 |
2,419.2 |
2,419.2 |
2,412.4 |
| S1 |
2,384.5 |
2,384.5 |
2,406.0 |
2,370.9 |
| S2 |
2,357.2 |
2,357.2 |
2,400.3 |
|
| S3 |
2,295.2 |
2,322.5 |
2,394.7 |
|
| S4 |
2,233.2 |
2,260.5 |
2,377.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.0 |
2,392.0 |
62.0 |
2.6% |
34.2 |
1.4% |
32% |
False |
False |
138,485 |
| 10 |
2,477.1 |
2,368.3 |
108.8 |
4.5% |
36.7 |
1.5% |
40% |
False |
False |
151,038 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.1% |
41.5 |
1.7% |
66% |
False |
False |
158,448 |
| 40 |
2,477.1 |
2,194.1 |
283.0 |
11.7% |
42.9 |
1.8% |
77% |
False |
False |
156,193 |
| 60 |
2,477.1 |
2,153.8 |
323.3 |
13.4% |
41.9 |
1.7% |
80% |
False |
False |
164,162 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.6% |
42.1 |
1.7% |
84% |
False |
False |
123,921 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.3% |
46.2 |
1.9% |
86% |
False |
False |
99,261 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.3% |
44.1 |
1.8% |
86% |
False |
False |
82,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.7 |
|
2.618 |
2,501.3 |
|
1.618 |
2,472.3 |
|
1.000 |
2,454.4 |
|
0.618 |
2,443.3 |
|
HIGH |
2,425.4 |
|
0.618 |
2,414.3 |
|
0.500 |
2,410.9 |
|
0.382 |
2,407.5 |
|
LOW |
2,396.4 |
|
0.618 |
2,378.5 |
|
1.000 |
2,367.4 |
|
1.618 |
2,349.5 |
|
2.618 |
2,320.5 |
|
4.250 |
2,273.2 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.4 |
2,416.1 |
| PP |
2,411.2 |
2,414.6 |
| S1 |
2,410.9 |
2,413.2 |
|