| 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 |
2,694.4 |
2,675.3 |
-19.1 |
-0.7% |
2,699.0 |
| High |
2,698.9 |
2,687.4 |
-11.5 |
-0.4% |
2,702.0 |
| Low |
2,666.9 |
2,656.2 |
-10.7 |
-0.4% |
2,656.2 |
| Close |
2,668.8 |
2,680.3 |
11.5 |
0.4% |
2,680.3 |
| Range |
32.0 |
31.2 |
-0.8 |
-2.5% |
45.8 |
| ATR |
38.7 |
38.2 |
-0.5 |
-1.4% |
0.0 |
| Volume |
5,334 |
10,285 |
4,951 |
92.8% |
37,207 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.2 |
2,755.5 |
2,697.5 |
|
| R3 |
2,737.0 |
2,724.3 |
2,688.9 |
|
| R2 |
2,705.8 |
2,705.8 |
2,686.0 |
|
| R1 |
2,693.1 |
2,693.1 |
2,683.2 |
2,699.5 |
| PP |
2,674.6 |
2,674.6 |
2,674.6 |
2,677.8 |
| S1 |
2,661.9 |
2,661.9 |
2,677.4 |
2,668.3 |
| S2 |
2,643.4 |
2,643.4 |
2,674.6 |
|
| S3 |
2,612.2 |
2,630.7 |
2,671.7 |
|
| S4 |
2,581.0 |
2,599.5 |
2,663.1 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.9 |
2,794.4 |
2,705.5 |
|
| R3 |
2,771.1 |
2,748.6 |
2,692.9 |
|
| R2 |
2,725.3 |
2,725.3 |
2,688.7 |
|
| R1 |
2,702.8 |
2,702.8 |
2,684.5 |
2,691.2 |
| PP |
2,679.5 |
2,679.5 |
2,679.5 |
2,673.7 |
| S1 |
2,657.0 |
2,657.0 |
2,676.1 |
2,645.4 |
| S2 |
2,633.7 |
2,633.7 |
2,671.9 |
|
| S3 |
2,587.9 |
2,611.2 |
2,667.7 |
|
| S4 |
2,542.1 |
2,565.4 |
2,655.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,702.0 |
2,656.2 |
45.8 |
1.7% |
28.9 |
1.1% |
53% |
False |
True |
7,441 |
| 10 |
2,768.1 |
2,652.5 |
115.6 |
4.3% |
40.8 |
1.5% |
24% |
False |
False |
6,762 |
| 20 |
2,768.1 |
2,586.6 |
181.5 |
6.8% |
39.3 |
1.5% |
52% |
False |
False |
6,265 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.8 |
1.4% |
36% |
False |
False |
4,883 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
34.8 |
1.3% |
36% |
False |
False |
3,833 |
| 80 |
2,846.6 |
2,511.1 |
335.5 |
12.5% |
33.6 |
1.3% |
50% |
False |
False |
3,159 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
34.6 |
1.3% |
59% |
False |
False |
2,717 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.0% |
33.8 |
1.3% |
63% |
False |
False |
2,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.0 |
|
2.618 |
2,769.1 |
|
1.618 |
2,737.9 |
|
1.000 |
2,718.6 |
|
0.618 |
2,706.7 |
|
HIGH |
2,687.4 |
|
0.618 |
2,675.5 |
|
0.500 |
2,671.8 |
|
0.382 |
2,668.1 |
|
LOW |
2,656.2 |
|
0.618 |
2,636.9 |
|
1.000 |
2,625.0 |
|
1.618 |
2,605.7 |
|
2.618 |
2,574.5 |
|
4.250 |
2,523.6 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.5 |
2,679.9 |
| PP |
2,674.6 |
2,679.5 |
| S1 |
2,671.8 |
2,679.1 |
|