| Trading Metrics calculated at close of trading on 21-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2025 |
21-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
2,772.0 |
2,766.0 |
-6.0 |
-0.2% |
2,744.4 |
| High |
2,785.0 |
2,788.4 |
3.4 |
0.1% |
2,785.0 |
| Low |
2,753.4 |
2,741.5 |
-11.9 |
-0.4% |
2,699.3 |
| Close |
2,775.0 |
2,785.6 |
10.6 |
0.4% |
2,775.0 |
| Range |
31.6 |
46.9 |
15.3 |
48.4% |
85.7 |
| ATR |
35.5 |
36.3 |
0.8 |
2.3% |
0.0 |
| Volume |
27,471 |
56,802 |
29,331 |
106.8% |
198,729 |
|
| Daily Pivots for day following 21-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.5 |
2,896.0 |
2,811.4 |
|
| R3 |
2,865.6 |
2,849.1 |
2,798.5 |
|
| R2 |
2,818.7 |
2,818.7 |
2,794.2 |
|
| R1 |
2,802.2 |
2,802.2 |
2,789.9 |
2,810.5 |
| PP |
2,771.8 |
2,771.8 |
2,771.8 |
2,776.0 |
| S1 |
2,755.3 |
2,755.3 |
2,781.3 |
2,763.6 |
| S2 |
2,724.9 |
2,724.9 |
2,777.0 |
|
| S3 |
2,678.0 |
2,708.4 |
2,772.7 |
|
| S4 |
2,631.1 |
2,661.5 |
2,759.8 |
|
|
| Weekly Pivots for week ending 17-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.2 |
2,978.3 |
2,822.1 |
|
| R3 |
2,924.5 |
2,892.6 |
2,798.6 |
|
| R2 |
2,838.8 |
2,838.8 |
2,790.7 |
|
| R1 |
2,806.9 |
2,806.9 |
2,782.9 |
2,822.9 |
| PP |
2,753.1 |
2,753.1 |
2,753.1 |
2,761.1 |
| S1 |
2,721.2 |
2,721.2 |
2,767.1 |
2,737.2 |
| S2 |
2,667.4 |
2,667.4 |
2,759.3 |
|
| S3 |
2,581.7 |
2,635.5 |
2,751.4 |
|
| S4 |
2,496.0 |
2,549.8 |
2,727.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,788.4 |
2,699.3 |
89.1 |
3.2% |
34.5 |
1.2% |
97% |
True |
False |
39,911 |
| 10 |
2,788.4 |
2,668.0 |
120.4 |
4.3% |
35.3 |
1.3% |
98% |
True |
False |
47,150 |
| 20 |
2,788.4 |
2,626.2 |
162.2 |
5.8% |
32.6 |
1.2% |
98% |
True |
False |
28,047 |
| 40 |
2,788.4 |
2,619.4 |
169.0 |
6.1% |
37.2 |
1.3% |
98% |
True |
False |
18,111 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.3% |
37.7 |
1.4% |
77% |
False |
False |
13,821 |
| 80 |
2,846.6 |
2,586.6 |
260.0 |
9.3% |
35.8 |
1.3% |
77% |
False |
False |
10,900 |
| 100 |
2,846.6 |
2,543.4 |
303.2 |
10.9% |
34.7 |
1.2% |
80% |
False |
False |
8,949 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
14.6% |
35.1 |
1.3% |
85% |
False |
False |
7,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.7 |
|
2.618 |
2,911.2 |
|
1.618 |
2,864.3 |
|
1.000 |
2,835.3 |
|
0.618 |
2,817.4 |
|
HIGH |
2,788.4 |
|
0.618 |
2,770.5 |
|
0.500 |
2,765.0 |
|
0.382 |
2,759.4 |
|
LOW |
2,741.5 |
|
0.618 |
2,712.5 |
|
1.000 |
2,694.6 |
|
1.618 |
2,665.6 |
|
2.618 |
2,618.7 |
|
4.250 |
2,542.2 |
|
|
| Fisher Pivots for day following 21-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.7 |
2,778.7 |
| PP |
2,771.8 |
2,771.8 |
| S1 |
2,765.0 |
2,765.0 |
|