| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
2,682.0 |
2,693.3 |
11.3 |
0.4% |
2,652.8 |
| High |
2,693.7 |
2,722.7 |
29.0 |
1.1% |
2,735.0 |
| Low |
2,672.0 |
2,685.4 |
13.4 |
0.5% |
2,624.6 |
| Close |
2,682.3 |
2,717.8 |
35.5 |
1.3% |
2,715.0 |
| Range |
21.7 |
37.3 |
15.6 |
71.9% |
110.4 |
| ATR |
36.1 |
36.4 |
0.3 |
0.9% |
0.0 |
| Volume |
179,414 |
193,720 |
14,306 |
8.0% |
983,963 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.5 |
2,806.5 |
2,738.3 |
|
| R3 |
2,783.2 |
2,769.2 |
2,728.1 |
|
| R2 |
2,745.9 |
2,745.9 |
2,724.6 |
|
| R1 |
2,731.9 |
2,731.9 |
2,721.2 |
2,738.9 |
| PP |
2,708.6 |
2,708.6 |
2,708.6 |
2,712.2 |
| S1 |
2,694.6 |
2,694.6 |
2,714.4 |
2,701.6 |
| S2 |
2,671.3 |
2,671.3 |
2,711.0 |
|
| S3 |
2,634.0 |
2,657.3 |
2,707.5 |
|
| S4 |
2,596.7 |
2,620.0 |
2,697.3 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.7 |
2,979.3 |
2,775.7 |
|
| R3 |
2,912.3 |
2,868.9 |
2,745.4 |
|
| R2 |
2,801.9 |
2,801.9 |
2,735.2 |
|
| R1 |
2,758.5 |
2,758.5 |
2,725.1 |
2,780.2 |
| PP |
2,691.5 |
2,691.5 |
2,691.5 |
2,702.4 |
| S1 |
2,648.1 |
2,648.1 |
2,704.9 |
2,669.8 |
| S2 |
2,581.1 |
2,581.1 |
2,694.8 |
|
| S3 |
2,470.7 |
2,537.7 |
2,684.6 |
|
| S4 |
2,360.3 |
2,427.3 |
2,654.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,672.0 |
63.0 |
2.3% |
35.8 |
1.3% |
73% |
False |
False |
207,856 |
| 10 |
2,735.0 |
2,624.6 |
110.4 |
4.1% |
35.1 |
1.3% |
84% |
False |
False |
183,388 |
| 20 |
2,735.0 |
2,596.7 |
138.3 |
5.1% |
34.5 |
1.3% |
88% |
False |
False |
150,564 |
| 40 |
2,761.3 |
2,592.0 |
169.3 |
6.2% |
38.1 |
1.4% |
74% |
False |
False |
147,244 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
38.6 |
1.4% |
58% |
False |
False |
108,996 |
| 80 |
2,826.3 |
2,565.0 |
261.3 |
9.6% |
36.4 |
1.3% |
58% |
False |
False |
83,834 |
| 100 |
2,826.3 |
2,525.4 |
300.9 |
11.1% |
35.4 |
1.3% |
64% |
False |
False |
67,791 |
| 120 |
2,826.3 |
2,424.7 |
401.6 |
14.8% |
36.1 |
1.3% |
73% |
False |
False |
56,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.2 |
|
2.618 |
2,820.4 |
|
1.618 |
2,783.1 |
|
1.000 |
2,760.0 |
|
0.618 |
2,745.8 |
|
HIGH |
2,722.7 |
|
0.618 |
2,708.5 |
|
0.500 |
2,704.1 |
|
0.382 |
2,699.6 |
|
LOW |
2,685.4 |
|
0.618 |
2,662.3 |
|
1.000 |
2,648.1 |
|
1.618 |
2,625.0 |
|
2.618 |
2,587.7 |
|
4.250 |
2,526.9 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.2 |
2,711.2 |
| PP |
2,708.6 |
2,704.5 |
| S1 |
2,704.1 |
2,697.9 |
|