| 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 |
2,695.5 |
2,677.6 |
-17.9 |
-0.7% |
2,658.1 |
| High |
2,705.3 |
2,688.0 |
-17.3 |
-0.6% |
2,705.3 |
| Low |
2,674.8 |
2,649.9 |
-24.9 |
-0.9% |
2,632.5 |
| Close |
2,679.5 |
2,672.0 |
-7.5 |
-0.3% |
2,679.5 |
| Range |
30.5 |
38.1 |
7.6 |
24.9% |
72.8 |
| ATR |
35.9 |
36.1 |
0.2 |
0.4% |
0.0 |
| Volume |
15,061 |
17,373 |
2,312 |
15.4% |
54,061 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.3 |
2,766.2 |
2,693.0 |
|
| R3 |
2,746.2 |
2,728.1 |
2,682.5 |
|
| R2 |
2,708.1 |
2,708.1 |
2,679.0 |
|
| R1 |
2,690.0 |
2,690.0 |
2,675.5 |
2,680.0 |
| PP |
2,670.0 |
2,670.0 |
2,670.0 |
2,665.0 |
| S1 |
2,651.9 |
2,651.9 |
2,668.5 |
2,641.9 |
| S2 |
2,631.9 |
2,631.9 |
2,665.0 |
|
| S3 |
2,593.8 |
2,613.8 |
2,661.5 |
|
| S4 |
2,555.7 |
2,575.7 |
2,651.0 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.8 |
2,858.0 |
2,719.5 |
|
| R3 |
2,818.0 |
2,785.2 |
2,699.5 |
|
| R2 |
2,745.2 |
2,745.2 |
2,692.8 |
|
| R1 |
2,712.4 |
2,712.4 |
2,686.2 |
2,728.8 |
| PP |
2,672.4 |
2,672.4 |
2,672.4 |
2,680.7 |
| S1 |
2,639.6 |
2,639.6 |
2,672.8 |
2,656.0 |
| S2 |
2,599.6 |
2,599.6 |
2,666.2 |
|
| S3 |
2,526.8 |
2,566.8 |
2,659.5 |
|
| S4 |
2,454.0 |
2,494.0 |
2,639.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.3 |
2,632.5 |
72.8 |
2.7% |
32.8 |
1.2% |
54% |
False |
False |
14,286 |
| 10 |
2,705.3 |
2,626.2 |
79.1 |
3.0% |
29.9 |
1.1% |
58% |
False |
False |
8,945 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
36.7 |
1.4% |
33% |
False |
False |
9,552 |
| 40 |
2,780.4 |
2,586.6 |
193.8 |
7.3% |
38.9 |
1.5% |
44% |
False |
False |
7,832 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.7 |
1.4% |
33% |
False |
False |
6,341 |
| 80 |
2,846.6 |
2,579.2 |
267.4 |
10.0% |
35.4 |
1.3% |
35% |
False |
False |
5,166 |
| 100 |
2,846.6 |
2,511.1 |
335.5 |
12.6% |
34.3 |
1.3% |
48% |
False |
False |
4,343 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
35.0 |
1.3% |
57% |
False |
False |
3,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.9 |
|
2.618 |
2,787.7 |
|
1.618 |
2,749.6 |
|
1.000 |
2,726.1 |
|
0.618 |
2,711.5 |
|
HIGH |
2,688.0 |
|
0.618 |
2,673.4 |
|
0.500 |
2,669.0 |
|
0.382 |
2,664.5 |
|
LOW |
2,649.9 |
|
0.618 |
2,626.4 |
|
1.000 |
2,611.8 |
|
1.618 |
2,588.3 |
|
2.618 |
2,550.2 |
|
4.250 |
2,488.0 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.0 |
2,677.6 |
| PP |
2,670.0 |
2,675.7 |
| S1 |
2,669.0 |
2,673.9 |
|