| 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 |
21,390.25 |
21,269.00 |
-121.25 |
-0.6% |
21,566.00 |
| High |
21,524.75 |
21,490.50 |
-34.25 |
-0.2% |
22,111.25 |
| Low |
21,182.00 |
20,983.75 |
-198.25 |
-0.9% |
21,476.75 |
| Close |
21,226.50 |
21,167.50 |
-59.00 |
-0.3% |
21,698.50 |
| Range |
342.75 |
506.75 |
164.00 |
47.8% |
634.50 |
| ATR |
373.92 |
383.41 |
9.49 |
2.5% |
0.00 |
| Volume |
477,280 |
664,742 |
187,462 |
39.3% |
1,749,519 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,734.25 |
22,457.50 |
21,446.25 |
|
| R3 |
22,227.50 |
21,950.75 |
21,306.75 |
|
| R2 |
21,720.75 |
21,720.75 |
21,260.50 |
|
| R1 |
21,444.00 |
21,444.00 |
21,214.00 |
21,329.00 |
| PP |
21,214.00 |
21,214.00 |
21,214.00 |
21,156.50 |
| S1 |
20,937.25 |
20,937.25 |
21,121.00 |
20,822.25 |
| S2 |
20,707.25 |
20,707.25 |
21,074.50 |
|
| S3 |
20,200.50 |
20,430.50 |
21,028.25 |
|
| S4 |
19,693.75 |
19,923.75 |
20,888.75 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,665.75 |
23,316.50 |
22,047.50 |
|
| R3 |
23,031.25 |
22,682.00 |
21,873.00 |
|
| R2 |
22,396.75 |
22,396.75 |
21,814.75 |
|
| R1 |
22,047.50 |
22,047.50 |
21,756.75 |
22,222.00 |
| PP |
21,762.25 |
21,762.25 |
21,762.25 |
21,849.50 |
| S1 |
21,413.00 |
21,413.00 |
21,640.25 |
21,587.50 |
| S2 |
21,127.75 |
21,127.75 |
21,582.25 |
|
| S3 |
20,493.25 |
20,778.50 |
21,524.00 |
|
| S4 |
19,858.75 |
20,144.00 |
21,349.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,111.25 |
20,983.75 |
1,127.50 |
5.3% |
418.00 |
2.0% |
16% |
False |
True |
530,543 |
| 10 |
22,387.75 |
20,983.75 |
1,404.00 |
6.6% |
496.50 |
2.3% |
13% |
False |
True |
576,395 |
| 20 |
22,450.00 |
20,983.75 |
1,466.25 |
6.9% |
375.50 |
1.8% |
13% |
False |
True |
346,994 |
| 40 |
22,450.00 |
20,277.00 |
2,173.00 |
10.3% |
342.00 |
1.6% |
41% |
False |
False |
174,260 |
| 60 |
22,450.00 |
20,123.00 |
2,327.00 |
11.0% |
323.00 |
1.5% |
45% |
False |
False |
116,429 |
| 80 |
22,450.00 |
18,960.75 |
3,489.25 |
16.5% |
319.25 |
1.5% |
63% |
False |
False |
87,450 |
| 100 |
22,450.00 |
18,799.75 |
3,650.25 |
17.2% |
321.75 |
1.5% |
65% |
False |
False |
69,963 |
| 120 |
22,450.00 |
17,767.00 |
4,683.00 |
22.1% |
342.25 |
1.6% |
73% |
False |
False |
58,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,644.25 |
|
2.618 |
22,817.25 |
|
1.618 |
22,310.50 |
|
1.000 |
21,997.25 |
|
0.618 |
21,803.75 |
|
HIGH |
21,490.50 |
|
0.618 |
21,297.00 |
|
0.500 |
21,237.00 |
|
0.382 |
21,177.25 |
|
LOW |
20,983.75 |
|
0.618 |
20,670.50 |
|
1.000 |
20,477.00 |
|
1.618 |
20,163.75 |
|
2.618 |
19,657.00 |
|
4.250 |
18,830.00 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
21,237.00 |
21,363.25 |
| PP |
21,214.00 |
21,298.00 |
| S1 |
21,190.75 |
21,232.75 |
|