| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
46,329.11 |
46,024.30 |
-304.81 |
-0.7% |
50,898.32 |
| High |
47,937.17 |
47,492.98 |
-444.19 |
-0.9% |
52,007.04 |
| Low |
45,738.08 |
45,611.56 |
-126.52 |
-0.3% |
45,705.89 |
| Close |
46,024.30 |
46,224.98 |
200.68 |
0.4% |
46,329.11 |
| Range |
2,199.09 |
1,881.42 |
-317.67 |
-14.4% |
6,301.15 |
| ATR |
2,788.67 |
2,723.86 |
-64.80 |
-2.3% |
0.00 |
| Volume |
329 |
47,874 |
47,545 |
14,451.4% |
215,139 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52,087.43 |
51,037.63 |
47,259.76 |
|
| R3 |
50,206.01 |
49,156.21 |
46,742.37 |
|
| R2 |
48,324.59 |
48,324.59 |
46,569.91 |
|
| R1 |
47,274.79 |
47,274.79 |
46,397.44 |
47,799.69 |
| PP |
46,443.17 |
46,443.17 |
46,443.17 |
46,705.63 |
| S1 |
45,393.37 |
45,393.37 |
46,052.52 |
45,918.27 |
| S2 |
44,561.75 |
44,561.75 |
45,880.05 |
|
| S3 |
42,680.33 |
43,511.95 |
45,707.59 |
|
| S4 |
40,798.91 |
41,630.53 |
45,190.20 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66,917.46 |
62,924.44 |
49,794.74 |
|
| R3 |
60,616.31 |
56,623.29 |
48,061.93 |
|
| R2 |
54,315.16 |
54,315.16 |
47,484.32 |
|
| R1 |
50,322.14 |
50,322.14 |
46,906.72 |
49,168.08 |
| PP |
48,014.01 |
48,014.01 |
48,014.01 |
47,436.98 |
| S1 |
44,020.99 |
44,020.99 |
45,751.50 |
42,866.93 |
| S2 |
41,712.86 |
41,712.86 |
45,173.90 |
|
| S3 |
35,411.71 |
37,719.84 |
44,596.29 |
|
| S4 |
29,110.56 |
31,418.69 |
42,863.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,561.00 |
45,611.56 |
2,949.44 |
6.4% |
2,052.91 |
4.4% |
21% |
False |
True |
41,024 |
| 10 |
52,007.04 |
45,611.56 |
6,395.48 |
13.8% |
2,354.72 |
5.1% |
10% |
False |
True |
39,361 |
| 20 |
52,007.04 |
45,544.58 |
6,462.46 |
14.0% |
2,529.92 |
5.5% |
11% |
False |
False |
32,776 |
| 40 |
68,906.48 |
45,544.58 |
23,361.90 |
50.5% |
3,138.35 |
6.8% |
3% |
False |
False |
34,336 |
| 60 |
68,906.48 |
45,544.58 |
23,361.90 |
50.5% |
3,156.58 |
6.8% |
3% |
False |
False |
28,942 |
| 80 |
68,906.48 |
39,716.33 |
29,190.15 |
63.1% |
3,118.72 |
6.7% |
22% |
False |
False |
34,549 |
| 100 |
68,906.48 |
39,716.33 |
29,190.15 |
63.1% |
3,028.45 |
6.6% |
22% |
False |
False |
34,111 |
| 120 |
68,906.48 |
29,348.60 |
39,557.88 |
85.6% |
2,956.96 |
6.4% |
43% |
False |
False |
38,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55,489.02 |
|
2.618 |
52,418.54 |
|
1.618 |
50,537.12 |
|
1.000 |
49,374.40 |
|
0.618 |
48,655.70 |
|
HIGH |
47,492.98 |
|
0.618 |
46,774.28 |
|
0.500 |
46,552.27 |
|
0.382 |
46,330.26 |
|
LOW |
45,611.56 |
|
0.618 |
44,448.84 |
|
1.000 |
43,730.14 |
|
1.618 |
42,567.42 |
|
2.618 |
40,686.00 |
|
4.250 |
37,615.53 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
46,552.27 |
47,086.28 |
| PP |
46,443.17 |
46,799.18 |
| S1 |
46,334.08 |
46,512.08 |
|