| 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 |
2,431.5 |
2,457.6 |
26.1 |
1.1% |
2,452.7 |
| High |
2,466.6 |
2,461.2 |
-5.4 |
-0.2% |
2,502.6 |
| Low |
2,423.3 |
2,426.5 |
3.2 |
0.1% |
2,445.7 |
| Close |
2,459.1 |
2,428.7 |
-30.4 |
-1.2% |
2,470.1 |
| Range |
43.3 |
34.7 |
-8.6 |
-19.9% |
56.9 |
| ATR |
42.2 |
41.7 |
-0.5 |
-1.3% |
0.0 |
| Volume |
1,054 |
767 |
-287 |
-27.2% |
7,109 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.9 |
2,520.5 |
2,447.8 |
|
| R3 |
2,508.2 |
2,485.8 |
2,438.2 |
|
| R2 |
2,473.5 |
2,473.5 |
2,435.1 |
|
| R1 |
2,451.1 |
2,451.1 |
2,431.9 |
2,445.0 |
| PP |
2,438.8 |
2,438.8 |
2,438.8 |
2,435.7 |
| S1 |
2,416.4 |
2,416.4 |
2,425.5 |
2,410.3 |
| S2 |
2,404.1 |
2,404.1 |
2,422.3 |
|
| S3 |
2,369.4 |
2,381.7 |
2,419.2 |
|
| S4 |
2,334.7 |
2,347.0 |
2,409.6 |
|
|
| 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 |
2,485.4 |
2,423.3 |
62.1 |
2.6% |
30.9 |
1.3% |
9% |
False |
False |
937 |
| 10 |
2,502.6 |
2,346.5 |
156.1 |
6.4% |
38.5 |
1.6% |
53% |
False |
False |
1,249 |
| 20 |
2,502.6 |
2,307.7 |
194.9 |
8.0% |
40.9 |
1.7% |
62% |
False |
False |
943 |
| 40 |
2,502.6 |
2,201.6 |
301.0 |
12.4% |
42.0 |
1.7% |
75% |
False |
False |
617 |
| 60 |
2,502.6 |
2,141.5 |
361.1 |
14.9% |
39.2 |
1.6% |
80% |
False |
False |
454 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
16.6% |
30.6 |
1.3% |
82% |
False |
False |
341 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.3% |
24.5 |
1.0% |
82% |
False |
False |
273 |
| 120 |
2,502.6 |
2,080.5 |
422.1 |
17.4% |
20.4 |
0.8% |
82% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,608.7 |
|
2.618 |
2,552.0 |
|
1.618 |
2,517.3 |
|
1.000 |
2,495.9 |
|
0.618 |
2,482.6 |
|
HIGH |
2,461.2 |
|
0.618 |
2,447.9 |
|
0.500 |
2,443.9 |
|
0.382 |
2,439.8 |
|
LOW |
2,426.5 |
|
0.618 |
2,405.1 |
|
1.000 |
2,391.8 |
|
1.618 |
2,370.4 |
|
2.618 |
2,335.7 |
|
4.250 |
2,279.0 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,443.9 |
2,447.5 |
| PP |
2,438.8 |
2,441.2 |
| S1 |
2,433.8 |
2,435.0 |
|