| 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 |
2,715.3 |
2,709.0 |
-6.3 |
-0.2% |
2,785.5 |
| High |
2,715.6 |
2,719.2 |
3.6 |
0.1% |
2,790.5 |
| Low |
2,687.7 |
2,699.7 |
12.0 |
0.4% |
2,674.2 |
| Close |
2,701.0 |
2,710.4 |
9.4 |
0.3% |
2,723.5 |
| Range |
27.9 |
19.5 |
-8.4 |
-30.1% |
116.3 |
| ATR |
41.2 |
39.6 |
-1.5 |
-3.8% |
0.0 |
| Volume |
1,393 |
1,452 |
59 |
4.2% |
10,155 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.3 |
2,758.8 |
2,721.1 |
|
| R3 |
2,748.8 |
2,739.3 |
2,715.8 |
|
| R2 |
2,729.3 |
2,729.3 |
2,714.0 |
|
| R1 |
2,719.8 |
2,719.8 |
2,712.2 |
2,724.6 |
| PP |
2,709.8 |
2,709.8 |
2,709.8 |
2,712.1 |
| S1 |
2,700.3 |
2,700.3 |
2,708.6 |
2,705.1 |
| S2 |
2,690.3 |
2,690.3 |
2,706.8 |
|
| S3 |
2,670.8 |
2,680.8 |
2,705.0 |
|
| S4 |
2,651.3 |
2,661.3 |
2,699.7 |
|
|
| 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 |
2,731.5 |
2,674.2 |
57.3 |
2.1% |
30.9 |
1.1% |
63% |
False |
False |
1,917 |
| 10 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
39.3 |
1.5% |
31% |
False |
False |
2,198 |
| 20 |
2,824.8 |
2,606.4 |
218.4 |
8.1% |
43.3 |
1.6% |
48% |
False |
False |
3,166 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
35.9 |
1.3% |
40% |
False |
False |
2,588 |
| 60 |
2,866.8 |
2,588.0 |
278.8 |
10.3% |
33.4 |
1.2% |
44% |
False |
False |
1,967 |
| 80 |
2,866.8 |
2,522.3 |
344.5 |
12.7% |
32.8 |
1.2% |
55% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.1 |
|
2.618 |
2,770.3 |
|
1.618 |
2,750.8 |
|
1.000 |
2,738.7 |
|
0.618 |
2,731.3 |
|
HIGH |
2,719.2 |
|
0.618 |
2,711.8 |
|
0.500 |
2,709.5 |
|
0.382 |
2,707.1 |
|
LOW |
2,699.7 |
|
0.618 |
2,687.6 |
|
1.000 |
2,680.2 |
|
1.618 |
2,668.1 |
|
2.618 |
2,648.6 |
|
4.250 |
2,616.8 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.1 |
2,710.1 |
| PP |
2,709.8 |
2,709.7 |
| S1 |
2,709.5 |
2,709.4 |
|