| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,705.4 |
-3.6 |
-0.1% |
2,785.5 |
| High |
2,719.2 |
2,721.8 |
2.6 |
0.1% |
2,790.5 |
| Low |
2,699.7 |
2,698.4 |
-1.3 |
0.0% |
2,674.2 |
| Close |
2,710.4 |
2,717.7 |
7.3 |
0.3% |
2,723.5 |
| Range |
19.5 |
23.4 |
3.9 |
20.0% |
116.3 |
| ATR |
39.6 |
38.5 |
-1.2 |
-2.9% |
0.0 |
| Volume |
1,452 |
3,171 |
1,719 |
118.4% |
10,155 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.8 |
2,773.7 |
2,730.6 |
|
| R3 |
2,759.4 |
2,750.3 |
2,724.1 |
|
| R2 |
2,736.0 |
2,736.0 |
2,722.0 |
|
| R1 |
2,726.9 |
2,726.9 |
2,719.8 |
2,731.5 |
| PP |
2,712.6 |
2,712.6 |
2,712.6 |
2,714.9 |
| S1 |
2,703.5 |
2,703.5 |
2,715.6 |
2,708.1 |
| S2 |
2,689.2 |
2,689.2 |
2,713.4 |
|
| S3 |
2,665.8 |
2,680.1 |
2,711.3 |
|
| S4 |
2,642.4 |
2,656.7 |
2,704.8 |
|
|
| 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 |
2,687.2 |
44.3 |
1.6% |
28.7 |
1.1% |
69% |
False |
False |
2,126 |
| 10 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
38.9 |
1.4% |
37% |
False |
False |
2,260 |
| 20 |
2,823.6 |
2,606.4 |
217.2 |
8.0% |
43.2 |
1.6% |
51% |
False |
False |
3,145 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
35.3 |
1.3% |
43% |
False |
False |
2,592 |
| 60 |
2,866.8 |
2,592.6 |
274.2 |
10.1% |
33.6 |
1.2% |
46% |
False |
False |
2,006 |
| 80 |
2,866.8 |
2,530.1 |
336.7 |
12.4% |
32.5 |
1.2% |
56% |
False |
False |
1,660 |
| 100 |
2,866.8 |
2,452.6 |
414.2 |
15.2% |
33.9 |
1.2% |
64% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.3 |
|
2.618 |
2,783.1 |
|
1.618 |
2,759.7 |
|
1.000 |
2,745.2 |
|
0.618 |
2,736.3 |
|
HIGH |
2,721.8 |
|
0.618 |
2,712.9 |
|
0.500 |
2,710.1 |
|
0.382 |
2,707.3 |
|
LOW |
2,698.4 |
|
0.618 |
2,683.9 |
|
1.000 |
2,675.0 |
|
1.618 |
2,660.5 |
|
2.618 |
2,637.1 |
|
4.250 |
2,599.0 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.2 |
2,713.4 |
| PP |
2,712.6 |
2,709.1 |
| S1 |
2,710.1 |
2,704.8 |
|