| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,703.0 |
2,715.3 |
12.3 |
0.5% |
2,785.5 |
| High |
2,731.5 |
2,715.6 |
-15.9 |
-0.6% |
2,790.5 |
| Low |
2,687.2 |
2,687.7 |
0.5 |
0.0% |
2,674.2 |
| Close |
2,723.5 |
2,701.0 |
-22.5 |
-0.8% |
2,723.5 |
| Range |
44.3 |
27.9 |
-16.4 |
-37.0% |
116.3 |
| ATR |
41.6 |
41.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
2,731 |
1,393 |
-1,338 |
-49.0% |
10,155 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.1 |
2,771.0 |
2,716.3 |
|
| R3 |
2,757.2 |
2,743.1 |
2,708.7 |
|
| R2 |
2,729.3 |
2,729.3 |
2,706.1 |
|
| R1 |
2,715.2 |
2,715.2 |
2,703.6 |
2,708.3 |
| PP |
2,701.4 |
2,701.4 |
2,701.4 |
2,698.0 |
| S1 |
2,687.3 |
2,687.3 |
2,698.4 |
2,680.4 |
| S2 |
2,673.5 |
2,673.5 |
2,695.9 |
|
| S3 |
2,645.6 |
2,659.4 |
2,693.3 |
|
| S4 |
2,617.7 |
2,631.5 |
2,685.7 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.3 |
3,017.2 |
2,787.5 |
|
| R3 |
2,962.0 |
2,900.9 |
2,755.5 |
|
| R2 |
2,845.7 |
2,845.7 |
2,744.8 |
|
| R1 |
2,784.6 |
2,784.6 |
2,734.2 |
2,757.0 |
| PP |
2,729.4 |
2,729.4 |
2,729.4 |
2,715.6 |
| S1 |
2,668.3 |
2,668.3 |
2,712.8 |
2,640.7 |
| S2 |
2,613.1 |
2,613.1 |
2,702.2 |
|
| S3 |
2,496.8 |
2,552.0 |
2,691.5 |
|
| S4 |
2,380.5 |
2,435.7 |
2,659.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
48.4 |
1.8% |
23% |
False |
False |
2,309 |
| 10 |
2,790.5 |
2,636.4 |
154.1 |
5.7% |
42.0 |
1.6% |
42% |
False |
False |
2,319 |
| 20 |
2,824.8 |
2,606.4 |
218.4 |
8.1% |
43.0 |
1.6% |
43% |
False |
False |
3,151 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
35.9 |
1.3% |
36% |
False |
False |
2,572 |
| 60 |
2,866.8 |
2,574.2 |
292.6 |
10.8% |
33.4 |
1.2% |
43% |
False |
False |
1,951 |
| 80 |
2,866.8 |
2,513.1 |
353.7 |
13.1% |
32.7 |
1.2% |
53% |
False |
False |
1,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.2 |
|
2.618 |
2,788.6 |
|
1.618 |
2,760.7 |
|
1.000 |
2,743.5 |
|
0.618 |
2,732.8 |
|
HIGH |
2,715.6 |
|
0.618 |
2,704.9 |
|
0.500 |
2,701.7 |
|
0.382 |
2,698.4 |
|
LOW |
2,687.7 |
|
0.618 |
2,670.5 |
|
1.000 |
2,659.8 |
|
1.618 |
2,642.6 |
|
2.618 |
2,614.7 |
|
4.250 |
2,569.1 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,701.7 |
2,709.4 |
| PP |
2,701.4 |
2,706.6 |
| S1 |
2,701.2 |
2,703.8 |
|