| 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 |
2,685.9 |
2,694.4 |
8.5 |
0.3% |
2,757.3 |
| High |
2,702.0 |
2,698.9 |
-3.1 |
-0.1% |
2,768.1 |
| Low |
2,675.4 |
2,666.9 |
-8.5 |
-0.3% |
2,652.5 |
| Close |
2,696.4 |
2,668.8 |
-27.6 |
-1.0% |
2,701.9 |
| Range |
26.6 |
32.0 |
5.4 |
20.3% |
115.6 |
| ATR |
39.2 |
38.7 |
-0.5 |
-1.3% |
0.0 |
| Volume |
11,291 |
5,334 |
-5,957 |
-52.8% |
25,017 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.2 |
2,753.5 |
2,686.4 |
|
| R3 |
2,742.2 |
2,721.5 |
2,677.6 |
|
| R2 |
2,710.2 |
2,710.2 |
2,674.7 |
|
| R1 |
2,689.5 |
2,689.5 |
2,671.7 |
2,683.9 |
| PP |
2,678.2 |
2,678.2 |
2,678.2 |
2,675.4 |
| S1 |
2,657.5 |
2,657.5 |
2,665.9 |
2,651.9 |
| S2 |
2,646.2 |
2,646.2 |
2,662.9 |
|
| S3 |
2,614.2 |
2,625.5 |
2,660.0 |
|
| S4 |
2,582.2 |
2,593.5 |
2,651.2 |
|
|
| 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 |
2,665.3 |
45.5 |
1.7% |
31.8 |
1.2% |
8% |
False |
False |
6,610 |
| 10 |
2,768.1 |
2,652.5 |
115.6 |
4.3% |
40.0 |
1.5% |
14% |
False |
False |
6,191 |
| 20 |
2,768.1 |
2,586.6 |
181.5 |
6.8% |
41.0 |
1.5% |
45% |
False |
False |
6,112 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.7 |
1.4% |
32% |
False |
False |
4,735 |
| 60 |
2,846.6 |
2,579.2 |
267.4 |
10.0% |
35.0 |
1.3% |
34% |
False |
False |
3,704 |
| 80 |
2,846.6 |
2,511.1 |
335.5 |
12.6% |
33.7 |
1.3% |
47% |
False |
False |
3,040 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
34.6 |
1.3% |
56% |
False |
False |
2,618 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.0% |
33.7 |
1.3% |
61% |
False |
False |
2,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.9 |
|
2.618 |
2,782.7 |
|
1.618 |
2,750.7 |
|
1.000 |
2,730.9 |
|
0.618 |
2,718.7 |
|
HIGH |
2,698.9 |
|
0.618 |
2,686.7 |
|
0.500 |
2,682.9 |
|
0.382 |
2,679.1 |
|
LOW |
2,666.9 |
|
0.618 |
2,647.1 |
|
1.000 |
2,634.9 |
|
1.618 |
2,615.1 |
|
2.618 |
2,583.1 |
|
4.250 |
2,530.9 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.9 |
2,684.5 |
| PP |
2,678.2 |
2,679.2 |
| S1 |
2,673.5 |
2,674.0 |
|