| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
2,620.0 |
2,641.0 |
21.0 |
0.8% |
2,639.1 |
| High |
2,642.0 |
2,674.2 |
32.2 |
1.2% |
2,655.7 |
| Low |
2,614.3 |
2,636.1 |
21.8 |
0.8% |
2,623.2 |
| Close |
2,641.0 |
2,669.0 |
28.0 |
1.1% |
2,631.9 |
| Range |
27.7 |
38.1 |
10.4 |
37.5% |
32.5 |
| ATR |
37.1 |
37.2 |
0.1 |
0.2% |
0.0 |
| Volume |
86,292 |
144,517 |
58,225 |
67.5% |
331,659 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.1 |
2,759.6 |
2,690.0 |
|
| R3 |
2,736.0 |
2,721.5 |
2,679.5 |
|
| R2 |
2,697.9 |
2,697.9 |
2,676.0 |
|
| R1 |
2,683.4 |
2,683.4 |
2,672.5 |
2,690.7 |
| PP |
2,659.8 |
2,659.8 |
2,659.8 |
2,663.4 |
| S1 |
2,645.3 |
2,645.3 |
2,665.5 |
2,652.6 |
| S2 |
2,621.7 |
2,621.7 |
2,662.0 |
|
| S3 |
2,583.6 |
2,607.2 |
2,658.5 |
|
| S4 |
2,545.5 |
2,569.1 |
2,648.0 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.4 |
2,715.7 |
2,649.8 |
|
| R3 |
2,701.9 |
2,683.2 |
2,640.8 |
|
| R2 |
2,669.4 |
2,669.4 |
2,637.9 |
|
| R1 |
2,650.7 |
2,650.7 |
2,634.9 |
2,643.8 |
| PP |
2,636.9 |
2,636.9 |
2,636.9 |
2,633.5 |
| S1 |
2,618.2 |
2,618.2 |
2,628.9 |
2,611.3 |
| S2 |
2,604.4 |
2,604.4 |
2,625.9 |
|
| S3 |
2,571.9 |
2,585.7 |
2,623.0 |
|
| S4 |
2,539.4 |
2,553.2 |
2,614.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,674.2 |
2,608.4 |
65.8 |
2.5% |
29.8 |
1.1% |
92% |
True |
False |
102,977 |
| 10 |
2,674.2 |
2,596.7 |
77.5 |
2.9% |
34.8 |
1.3% |
93% |
True |
False |
117,487 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
37.2 |
1.4% |
44% |
False |
False |
147,989 |
| 40 |
2,784.2 |
2,565.0 |
219.2 |
8.2% |
41.4 |
1.6% |
47% |
False |
False |
117,586 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.8 |
1.4% |
40% |
False |
False |
82,427 |
| 80 |
2,826.3 |
2,550.8 |
275.5 |
10.3% |
36.3 |
1.4% |
43% |
False |
False |
63,267 |
| 100 |
2,826.3 |
2,486.4 |
339.9 |
12.7% |
35.5 |
1.3% |
54% |
False |
False |
51,080 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.2% |
36.1 |
1.4% |
61% |
False |
False |
42,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.1 |
|
2.618 |
2,773.9 |
|
1.618 |
2,735.8 |
|
1.000 |
2,712.3 |
|
0.618 |
2,697.7 |
|
HIGH |
2,674.2 |
|
0.618 |
2,659.6 |
|
0.500 |
2,655.2 |
|
0.382 |
2,650.7 |
|
LOW |
2,636.1 |
|
0.618 |
2,612.6 |
|
1.000 |
2,598.0 |
|
1.618 |
2,574.5 |
|
2.618 |
2,536.4 |
|
4.250 |
2,474.2 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,664.4 |
2,659.8 |
| PP |
2,659.8 |
2,650.5 |
| S1 |
2,655.2 |
2,641.3 |
|