| 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 |
2,699.0 |
2,682.3 |
-16.7 |
-0.6% |
2,757.3 |
| High |
2,699.0 |
2,699.0 |
0.0 |
0.0% |
2,768.1 |
| Low |
2,665.5 |
2,677.7 |
12.2 |
0.5% |
2,652.5 |
| Close |
2,679.3 |
2,688.7 |
9.4 |
0.4% |
2,701.9 |
| Range |
33.5 |
21.3 |
-12.2 |
-36.4% |
115.6 |
| ATR |
41.6 |
40.2 |
-1.5 |
-3.5% |
0.0 |
| Volume |
5,759 |
4,538 |
-1,221 |
-21.2% |
25,017 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.4 |
2,741.8 |
2,700.4 |
|
| R3 |
2,731.1 |
2,720.5 |
2,694.6 |
|
| R2 |
2,709.8 |
2,709.8 |
2,692.6 |
|
| R1 |
2,699.2 |
2,699.2 |
2,690.7 |
2,704.5 |
| PP |
2,688.5 |
2,688.5 |
2,688.5 |
2,691.1 |
| S1 |
2,677.9 |
2,677.9 |
2,686.7 |
2,683.2 |
| S2 |
2,667.2 |
2,667.2 |
2,684.8 |
|
| S3 |
2,645.9 |
2,656.6 |
2,682.8 |
|
| S4 |
2,624.6 |
2,635.3 |
2,677.0 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.3 |
2,993.7 |
2,765.5 |
|
| R3 |
2,938.7 |
2,878.1 |
2,733.7 |
|
| R2 |
2,823.1 |
2,823.1 |
2,723.1 |
|
| R1 |
2,762.5 |
2,762.5 |
2,712.5 |
2,735.0 |
| PP |
2,707.5 |
2,707.5 |
2,707.5 |
2,693.8 |
| S1 |
2,646.9 |
2,646.9 |
2,691.3 |
2,619.4 |
| S2 |
2,591.9 |
2,591.9 |
2,680.7 |
|
| S3 |
2,476.3 |
2,531.3 |
2,670.1 |
|
| S4 |
2,360.7 |
2,415.7 |
2,638.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,710.8 |
2,652.5 |
58.3 |
2.2% |
33.2 |
1.2% |
62% |
False |
False |
5,469 |
| 10 |
2,768.1 |
2,652.5 |
115.6 |
4.3% |
40.5 |
1.5% |
31% |
False |
False |
5,769 |
| 20 |
2,804.8 |
2,586.6 |
218.2 |
8.1% |
44.2 |
1.6% |
47% |
False |
False |
5,887 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.9 |
1.4% |
39% |
False |
False |
4,501 |
| 60 |
2,846.6 |
2,568.5 |
278.1 |
10.3% |
34.8 |
1.3% |
43% |
False |
False |
3,474 |
| 80 |
2,846.6 |
2,505.0 |
341.6 |
12.7% |
33.8 |
1.3% |
54% |
False |
False |
2,873 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.1% |
34.8 |
1.3% |
61% |
False |
False |
2,465 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.9% |
33.7 |
1.3% |
65% |
False |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.5 |
|
2.618 |
2,754.8 |
|
1.618 |
2,733.5 |
|
1.000 |
2,720.3 |
|
0.618 |
2,712.2 |
|
HIGH |
2,699.0 |
|
0.618 |
2,690.9 |
|
0.500 |
2,688.4 |
|
0.382 |
2,685.8 |
|
LOW |
2,677.7 |
|
0.618 |
2,664.5 |
|
1.000 |
2,656.4 |
|
1.618 |
2,643.2 |
|
2.618 |
2,621.9 |
|
4.250 |
2,587.2 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.6 |
2,688.5 |
| PP |
2,688.5 |
2,688.3 |
| S1 |
2,688.4 |
2,688.1 |
|