| 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 |
2,720.7 |
2,702.1 |
-18.6 |
-0.7% |
2,682.6 |
| High |
2,728.5 |
2,712.1 |
-16.4 |
-0.6% |
2,728.5 |
| Low |
2,699.5 |
2,673.2 |
-26.3 |
-1.0% |
2,657.6 |
| Close |
2,703.9 |
2,695.7 |
-8.2 |
-0.3% |
2,703.9 |
| Range |
29.0 |
38.9 |
9.9 |
34.1% |
70.9 |
| ATR |
35.1 |
35.3 |
0.3 |
0.8% |
0.0 |
| Volume |
6,608 |
5,036 |
-1,572 |
-23.8% |
19,413 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.4 |
2,791.9 |
2,717.1 |
|
| R3 |
2,771.5 |
2,753.0 |
2,706.4 |
|
| R2 |
2,732.6 |
2,732.6 |
2,702.8 |
|
| R1 |
2,714.1 |
2,714.1 |
2,699.3 |
2,703.9 |
| PP |
2,693.7 |
2,693.7 |
2,693.7 |
2,688.6 |
| S1 |
2,675.2 |
2,675.2 |
2,692.1 |
2,665.0 |
| S2 |
2,654.8 |
2,654.8 |
2,688.6 |
|
| S3 |
2,615.9 |
2,636.3 |
2,685.0 |
|
| S4 |
2,577.0 |
2,597.4 |
2,674.3 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.4 |
2,877.5 |
2,742.9 |
|
| R3 |
2,838.5 |
2,806.6 |
2,723.4 |
|
| R2 |
2,767.6 |
2,767.6 |
2,716.9 |
|
| R1 |
2,735.7 |
2,735.7 |
2,710.4 |
2,751.7 |
| PP |
2,696.7 |
2,696.7 |
2,696.7 |
2,704.6 |
| S1 |
2,664.8 |
2,664.8 |
2,697.4 |
2,680.8 |
| S2 |
2,625.8 |
2,625.8 |
2,690.9 |
|
| S3 |
2,554.9 |
2,593.9 |
2,684.4 |
|
| S4 |
2,484.0 |
2,523.0 |
2,664.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.5 |
2,657.6 |
70.9 |
2.6% |
32.6 |
1.2% |
54% |
False |
False |
4,889 |
| 10 |
2,728.5 |
2,649.9 |
78.6 |
2.9% |
29.4 |
1.1% |
58% |
False |
False |
3,112 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.8% |
35.7 |
1.3% |
33% |
False |
False |
3,504 |
| 40 |
2,801.8 |
2,606.4 |
195.4 |
7.2% |
37.9 |
1.4% |
46% |
False |
False |
3,221 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
35.7 |
1.3% |
34% |
False |
False |
2,924 |
| 80 |
2,866.8 |
2,596.8 |
270.0 |
10.0% |
34.3 |
1.3% |
37% |
False |
False |
2,401 |
| 100 |
2,866.8 |
2,530.1 |
336.7 |
12.5% |
33.3 |
1.2% |
49% |
False |
False |
2,044 |
| 120 |
2,866.8 |
2,452.6 |
414.2 |
15.4% |
34.1 |
1.3% |
59% |
False |
False |
1,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.4 |
|
2.618 |
2,813.9 |
|
1.618 |
2,775.0 |
|
1.000 |
2,751.0 |
|
0.618 |
2,736.1 |
|
HIGH |
2,712.1 |
|
0.618 |
2,697.2 |
|
0.500 |
2,692.7 |
|
0.382 |
2,688.1 |
|
LOW |
2,673.2 |
|
0.618 |
2,649.2 |
|
1.000 |
2,634.3 |
|
1.618 |
2,610.3 |
|
2.618 |
2,571.4 |
|
4.250 |
2,507.9 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.7 |
2,700.9 |
| PP |
2,693.7 |
2,699.1 |
| S1 |
2,692.7 |
2,697.4 |
|