| 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 |
2,471.5 |
2,471.4 |
-0.1 |
0.0% |
2,452.7 |
| High |
2,479.0 |
2,471.7 |
-7.3 |
-0.3% |
2,502.6 |
| Low |
2,450.0 |
2,444.2 |
-5.8 |
-0.2% |
2,445.7 |
| Close |
2,468.6 |
2,450.1 |
-18.5 |
-0.7% |
2,470.1 |
| Range |
29.0 |
27.5 |
-1.5 |
-5.2% |
56.9 |
| ATR |
43.2 |
42.1 |
-1.1 |
-2.6% |
0.0 |
| Volume |
732 |
1,024 |
292 |
39.9% |
7,109 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.8 |
2,521.5 |
2,465.2 |
|
| R3 |
2,510.3 |
2,494.0 |
2,457.7 |
|
| R2 |
2,482.8 |
2,482.8 |
2,455.1 |
|
| R1 |
2,466.5 |
2,466.5 |
2,452.6 |
2,460.9 |
| PP |
2,455.3 |
2,455.3 |
2,455.3 |
2,452.6 |
| S1 |
2,439.0 |
2,439.0 |
2,447.6 |
2,433.4 |
| S2 |
2,427.8 |
2,427.8 |
2,445.1 |
|
| S3 |
2,400.3 |
2,411.5 |
2,442.5 |
|
| S4 |
2,372.8 |
2,384.0 |
2,435.0 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.5 |
2,613.7 |
2,501.4 |
|
| R3 |
2,586.6 |
2,556.8 |
2,485.7 |
|
| R2 |
2,529.7 |
2,529.7 |
2,480.5 |
|
| R1 |
2,499.9 |
2,499.9 |
2,475.3 |
2,514.8 |
| PP |
2,472.8 |
2,472.8 |
2,472.8 |
2,480.3 |
| S1 |
2,443.0 |
2,443.0 |
2,464.9 |
2,457.9 |
| S2 |
2,415.9 |
2,415.9 |
2,459.7 |
|
| S3 |
2,359.0 |
2,386.1 |
2,454.5 |
|
| S4 |
2,302.1 |
2,329.2 |
2,438.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.3 |
2,444.2 |
44.1 |
1.8% |
29.1 |
1.2% |
13% |
False |
True |
942 |
| 10 |
2,502.6 |
2,307.7 |
194.9 |
8.0% |
39.6 |
1.6% |
73% |
False |
False |
1,208 |
| 20 |
2,502.6 |
2,242.4 |
260.2 |
10.6% |
47.6 |
1.9% |
80% |
False |
False |
993 |
| 40 |
2,502.6 |
2,201.6 |
301.0 |
12.3% |
41.3 |
1.7% |
83% |
False |
False |
580 |
| 60 |
2,502.6 |
2,100.0 |
402.6 |
16.4% |
39.1 |
1.6% |
87% |
False |
False |
424 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
16.4% |
29.6 |
1.2% |
87% |
False |
False |
318 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.1% |
23.7 |
1.0% |
87% |
False |
False |
255 |
| 120 |
2,502.6 |
2,070.3 |
432.3 |
17.6% |
19.8 |
0.8% |
88% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.6 |
|
2.618 |
2,543.7 |
|
1.618 |
2,516.2 |
|
1.000 |
2,499.2 |
|
0.618 |
2,488.7 |
|
HIGH |
2,471.7 |
|
0.618 |
2,461.2 |
|
0.500 |
2,458.0 |
|
0.382 |
2,454.7 |
|
LOW |
2,444.2 |
|
0.618 |
2,427.2 |
|
1.000 |
2,416.7 |
|
1.618 |
2,399.7 |
|
2.618 |
2,372.2 |
|
4.250 |
2,327.3 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.0 |
2,464.8 |
| PP |
2,455.3 |
2,459.9 |
| S1 |
2,452.7 |
2,455.0 |
|