| 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 |
2,705.4 |
2,716.0 |
10.6 |
0.4% |
2,785.5 |
| High |
2,721.8 |
2,719.8 |
-2.0 |
-0.1% |
2,790.5 |
| Low |
2,698.4 |
2,687.9 |
-10.5 |
-0.4% |
2,674.2 |
| Close |
2,717.7 |
2,689.9 |
-27.8 |
-1.0% |
2,723.5 |
| Range |
23.4 |
31.9 |
8.5 |
36.3% |
116.3 |
| ATR |
38.5 |
38.0 |
-0.5 |
-1.2% |
0.0 |
| Volume |
3,171 |
2,425 |
-746 |
-23.5% |
10,155 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.9 |
2,774.3 |
2,707.4 |
|
| R3 |
2,763.0 |
2,742.4 |
2,698.7 |
|
| R2 |
2,731.1 |
2,731.1 |
2,695.7 |
|
| R1 |
2,710.5 |
2,710.5 |
2,692.8 |
2,704.9 |
| PP |
2,699.2 |
2,699.2 |
2,699.2 |
2,696.4 |
| S1 |
2,678.6 |
2,678.6 |
2,687.0 |
2,673.0 |
| S2 |
2,667.3 |
2,667.3 |
2,684.1 |
|
| S3 |
2,635.4 |
2,646.7 |
2,681.1 |
|
| S4 |
2,603.5 |
2,614.8 |
2,672.4 |
|
|
| 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% |
29.4 |
1.1% |
6% |
False |
False |
2,234 |
| 10 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
38.5 |
1.4% |
13% |
False |
False |
2,290 |
| 20 |
2,790.5 |
2,606.4 |
184.1 |
6.8% |
40.0 |
1.5% |
45% |
False |
False |
2,937 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
35.6 |
1.3% |
32% |
False |
False |
2,635 |
| 60 |
2,866.8 |
2,596.8 |
270.0 |
10.0% |
33.8 |
1.3% |
34% |
False |
False |
2,034 |
| 80 |
2,866.8 |
2,530.1 |
336.7 |
12.5% |
32.7 |
1.2% |
47% |
False |
False |
1,679 |
| 100 |
2,866.8 |
2,452.6 |
414.2 |
15.4% |
33.8 |
1.3% |
57% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.4 |
|
2.618 |
2,803.3 |
|
1.618 |
2,771.4 |
|
1.000 |
2,751.7 |
|
0.618 |
2,739.5 |
|
HIGH |
2,719.8 |
|
0.618 |
2,707.6 |
|
0.500 |
2,703.9 |
|
0.382 |
2,700.1 |
|
LOW |
2,687.9 |
|
0.618 |
2,668.2 |
|
1.000 |
2,656.0 |
|
1.618 |
2,636.3 |
|
2.618 |
2,604.4 |
|
4.250 |
2,552.3 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.9 |
2,704.9 |
| PP |
2,699.2 |
2,699.9 |
| S1 |
2,694.6 |
2,694.9 |
|