| Trading Metrics calculated at close of trading on 03-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2025 |
03-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
2,641.0 |
2,671.1 |
30.1 |
1.1% |
2,636.1 |
| High |
2,674.2 |
2,681.0 |
6.8 |
0.3% |
2,681.0 |
| Low |
2,636.1 |
2,649.7 |
13.6 |
0.5% |
2,608.4 |
| Close |
2,669.0 |
2,654.7 |
-14.3 |
-0.5% |
2,654.7 |
| Range |
38.1 |
31.3 |
-6.8 |
-17.8% |
72.6 |
| ATR |
37.2 |
36.8 |
-0.4 |
-1.1% |
0.0 |
| Volume |
144,517 |
121,173 |
-23,344 |
-16.2% |
462,897 |
|
| Daily Pivots for day following 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.7 |
2,736.5 |
2,671.9 |
|
| R3 |
2,724.4 |
2,705.2 |
2,663.3 |
|
| R2 |
2,693.1 |
2,693.1 |
2,660.4 |
|
| R1 |
2,673.9 |
2,673.9 |
2,657.6 |
2,667.9 |
| PP |
2,661.8 |
2,661.8 |
2,661.8 |
2,658.8 |
| S1 |
2,642.6 |
2,642.6 |
2,651.8 |
2,636.6 |
| S2 |
2,630.5 |
2,630.5 |
2,649.0 |
|
| S3 |
2,599.2 |
2,611.3 |
2,646.1 |
|
| S4 |
2,567.9 |
2,580.0 |
2,637.5 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.8 |
2,832.9 |
2,694.6 |
|
| R3 |
2,793.2 |
2,760.3 |
2,674.7 |
|
| R2 |
2,720.6 |
2,720.6 |
2,668.0 |
|
| R1 |
2,687.7 |
2,687.7 |
2,661.4 |
2,704.2 |
| PP |
2,648.0 |
2,648.0 |
2,648.0 |
2,656.3 |
| S1 |
2,615.1 |
2,615.1 |
2,648.0 |
2,631.6 |
| S2 |
2,575.4 |
2,575.4 |
2,641.4 |
|
| S3 |
2,502.8 |
2,542.5 |
2,634.7 |
|
| S4 |
2,430.2 |
2,469.9 |
2,614.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,681.0 |
2,608.4 |
72.6 |
2.7% |
31.8 |
1.2% |
64% |
True |
False |
111,358 |
| 10 |
2,681.0 |
2,596.7 |
84.3 |
3.2% |
31.0 |
1.2% |
69% |
True |
False |
113,971 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
37.3 |
1.4% |
35% |
False |
False |
145,458 |
| 40 |
2,782.8 |
2,565.0 |
217.8 |
8.2% |
41.6 |
1.6% |
41% |
False |
False |
120,105 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.5 |
1.4% |
34% |
False |
False |
84,213 |
| 80 |
2,826.3 |
2,550.8 |
275.5 |
10.4% |
36.4 |
1.4% |
38% |
False |
False |
64,732 |
| 100 |
2,826.3 |
2,492.0 |
334.3 |
12.6% |
35.3 |
1.3% |
49% |
False |
False |
52,257 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
36.0 |
1.4% |
58% |
False |
False |
43,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.0 |
|
2.618 |
2,762.9 |
|
1.618 |
2,731.6 |
|
1.000 |
2,712.3 |
|
0.618 |
2,700.3 |
|
HIGH |
2,681.0 |
|
0.618 |
2,669.0 |
|
0.500 |
2,665.4 |
|
0.382 |
2,661.7 |
|
LOW |
2,649.7 |
|
0.618 |
2,630.4 |
|
1.000 |
2,618.4 |
|
1.618 |
2,599.1 |
|
2.618 |
2,567.8 |
|
4.250 |
2,516.7 |
|
|
| Fisher Pivots for day following 03-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.4 |
2,652.4 |
| PP |
2,661.8 |
2,650.0 |
| S1 |
2,658.3 |
2,647.7 |
|