| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
2,671.1 |
2,652.8 |
-18.3 |
-0.7% |
2,636.1 |
| High |
2,681.0 |
2,663.8 |
-17.2 |
-0.6% |
2,681.0 |
| Low |
2,649.7 |
2,624.6 |
-25.1 |
-0.9% |
2,608.4 |
| Close |
2,654.7 |
2,647.4 |
-7.3 |
-0.3% |
2,654.7 |
| Range |
31.3 |
39.2 |
7.9 |
25.2% |
72.6 |
| ATR |
36.8 |
37.0 |
0.2 |
0.5% |
0.0 |
| Volume |
121,173 |
169,923 |
48,750 |
40.2% |
462,897 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.9 |
2,744.3 |
2,669.0 |
|
| R3 |
2,723.7 |
2,705.1 |
2,658.2 |
|
| R2 |
2,684.5 |
2,684.5 |
2,654.6 |
|
| R1 |
2,665.9 |
2,665.9 |
2,651.0 |
2,655.6 |
| PP |
2,645.3 |
2,645.3 |
2,645.3 |
2,640.1 |
| S1 |
2,626.7 |
2,626.7 |
2,643.8 |
2,616.4 |
| S2 |
2,606.1 |
2,606.1 |
2,640.2 |
|
| S3 |
2,566.9 |
2,587.5 |
2,636.6 |
|
| S4 |
2,527.7 |
2,548.3 |
2,625.8 |
|
|
| 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% |
33.7 |
1.3% |
54% |
False |
False |
126,564 |
| 10 |
2,681.0 |
2,603.7 |
77.3 |
2.9% |
30.5 |
1.2% |
57% |
False |
False |
111,804 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
37.6 |
1.4% |
31% |
False |
False |
146,148 |
| 40 |
2,761.3 |
2,565.0 |
196.3 |
7.4% |
40.1 |
1.5% |
42% |
False |
False |
123,339 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.9 |
1.4% |
32% |
False |
False |
86,922 |
| 80 |
2,826.3 |
2,561.0 |
265.3 |
10.0% |
36.6 |
1.4% |
33% |
False |
False |
66,802 |
| 100 |
2,826.3 |
2,492.0 |
334.3 |
12.6% |
35.6 |
1.3% |
46% |
False |
False |
53,917 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
35.9 |
1.4% |
56% |
False |
False |
45,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.4 |
|
2.618 |
2,766.4 |
|
1.618 |
2,727.2 |
|
1.000 |
2,703.0 |
|
0.618 |
2,688.0 |
|
HIGH |
2,663.8 |
|
0.618 |
2,648.8 |
|
0.500 |
2,644.2 |
|
0.382 |
2,639.6 |
|
LOW |
2,624.6 |
|
0.618 |
2,600.4 |
|
1.000 |
2,585.4 |
|
1.618 |
2,561.2 |
|
2.618 |
2,522.0 |
|
4.250 |
2,458.0 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.3 |
2,652.8 |
| PP |
2,645.3 |
2,651.0 |
| S1 |
2,644.2 |
2,649.2 |
|