| 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 |
2,657.47 |
2,640.30 |
-17.17 |
-0.6% |
2,621.38 |
| High |
2,664.53 |
2,647.38 |
-17.15 |
-0.6% |
2,664.53 |
| Low |
2,637.37 |
2,621.42 |
-15.95 |
-0.6% |
2,597.53 |
| Close |
2,640.25 |
2,635.84 |
-4.41 |
-0.2% |
2,640.25 |
| Range |
27.16 |
25.96 |
-1.20 |
-4.4% |
67.00 |
| ATR |
33.27 |
32.75 |
-0.52 |
-1.6% |
0.00 |
| Volume |
5,497 |
5,164 |
-333 |
-6.1% |
21,557 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.76 |
2,700.26 |
2,650.12 |
|
| R3 |
2,686.80 |
2,674.30 |
2,642.98 |
|
| R2 |
2,660.84 |
2,660.84 |
2,640.60 |
|
| R1 |
2,648.34 |
2,648.34 |
2,638.22 |
2,641.61 |
| PP |
2,634.88 |
2,634.88 |
2,634.88 |
2,631.52 |
| S1 |
2,622.38 |
2,622.38 |
2,633.46 |
2,615.65 |
| S2 |
2,608.92 |
2,608.92 |
2,631.08 |
|
| S3 |
2,582.96 |
2,596.42 |
2,628.70 |
|
| S4 |
2,557.00 |
2,570.46 |
2,621.56 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.10 |
2,804.68 |
2,677.10 |
|
| R3 |
2,768.10 |
2,737.68 |
2,658.68 |
|
| R2 |
2,701.10 |
2,701.10 |
2,652.53 |
|
| R1 |
2,670.68 |
2,670.68 |
2,646.39 |
2,685.89 |
| PP |
2,634.10 |
2,634.10 |
2,634.10 |
2,641.71 |
| S1 |
2,603.68 |
2,603.68 |
2,634.11 |
2,618.89 |
| S2 |
2,567.10 |
2,567.10 |
2,627.97 |
|
| S3 |
2,500.10 |
2,536.68 |
2,621.83 |
|
| S4 |
2,433.10 |
2,469.68 |
2,603.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,664.53 |
2,597.53 |
67.00 |
2.5% |
32.81 |
1.2% |
57% |
False |
False |
5,344 |
| 10 |
2,664.53 |
2,591.10 |
73.43 |
2.8% |
28.40 |
1.1% |
61% |
False |
False |
5,340 |
| 20 |
2,723.70 |
2,585.51 |
138.19 |
5.2% |
33.39 |
1.3% |
36% |
False |
False |
5,252 |
| 40 |
2,723.70 |
2,541.42 |
182.28 |
6.9% |
35.66 |
1.4% |
52% |
False |
False |
5,162 |
| 60 |
2,789.68 |
2,541.42 |
248.26 |
9.4% |
34.13 |
1.3% |
38% |
False |
False |
5,210 |
| 80 |
2,789.68 |
2,511.35 |
278.33 |
10.6% |
33.02 |
1.3% |
45% |
False |
False |
5,237 |
| 100 |
2,789.68 |
2,435.86 |
353.82 |
13.4% |
32.11 |
1.2% |
57% |
False |
False |
5,254 |
| 120 |
2,789.68 |
2,354.48 |
435.20 |
16.5% |
32.80 |
1.2% |
65% |
False |
False |
5,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.71 |
|
2.618 |
2,715.34 |
|
1.618 |
2,689.38 |
|
1.000 |
2,673.34 |
|
0.618 |
2,663.42 |
|
HIGH |
2,647.38 |
|
0.618 |
2,637.46 |
|
0.500 |
2,634.40 |
|
0.382 |
2,631.34 |
|
LOW |
2,621.42 |
|
0.618 |
2,605.38 |
|
1.000 |
2,595.46 |
|
1.618 |
2,579.42 |
|
2.618 |
2,553.46 |
|
4.250 |
2,511.09 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.36 |
2,635.85 |
| PP |
2,634.88 |
2,635.84 |
| S1 |
2,634.40 |
2,635.84 |
|