Trading Metrics calculated at close of trading on 05-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
46,024.30 |
46,222.53 |
198.23 |
0.4% |
50,898.32 |
High |
47,492.98 |
47,023.67 |
-469.31 |
-1.0% |
52,007.04 |
Low |
45,611.56 |
43,555.52 |
-2,056.04 |
-4.5% |
45,705.89 |
Close |
46,224.98 |
43,642.69 |
-2,582.29 |
-5.6% |
46,329.11 |
Range |
1,881.42 |
3,468.15 |
1,586.73 |
84.3% |
6,301.15 |
ATR |
2,723.86 |
2,777.03 |
53.16 |
2.0% |
0.00 |
Volume |
47,874 |
60,629 |
12,755 |
26.6% |
215,139 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,145.08 |
52,862.03 |
45,550.17 |
|
R3 |
51,676.93 |
49,393.88 |
44,596.43 |
|
R2 |
48,208.78 |
48,208.78 |
44,278.52 |
|
R1 |
45,925.73 |
45,925.73 |
43,960.60 |
45,333.18 |
PP |
44,740.63 |
44,740.63 |
44,740.63 |
44,444.35 |
S1 |
42,457.58 |
42,457.58 |
43,324.78 |
41,865.03 |
S2 |
41,272.48 |
41,272.48 |
43,006.86 |
|
S3 |
37,804.33 |
38,989.43 |
42,688.95 |
|
S4 |
34,336.18 |
35,521.28 |
41,735.21 |
|
|
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 |
43,555.52 |
5,005.48 |
11.5% |
2,454.59 |
5.6% |
2% |
False |
True |
43,982 |
10 |
52,007.04 |
43,555.52 |
8,451.52 |
19.4% |
2,436.92 |
5.6% |
1% |
False |
True |
40,626 |
20 |
52,007.04 |
43,555.52 |
8,451.52 |
19.4% |
2,609.33 |
6.0% |
1% |
False |
True |
34,385 |
40 |
68,906.48 |
43,555.52 |
25,350.96 |
58.1% |
3,065.22 |
7.0% |
0% |
False |
True |
35,841 |
60 |
68,906.48 |
43,555.52 |
25,350.96 |
58.1% |
3,146.75 |
7.2% |
0% |
False |
True |
29,455 |
80 |
68,906.48 |
39,716.33 |
29,190.15 |
66.9% |
3,122.15 |
7.2% |
13% |
False |
False |
34,552 |
100 |
68,906.48 |
39,716.33 |
29,190.15 |
66.9% |
3,024.64 |
6.9% |
13% |
False |
False |
34,438 |
120 |
68,906.48 |
29,348.60 |
39,557.88 |
90.6% |
2,976.19 |
6.8% |
36% |
False |
False |
38,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61,763.31 |
2.618 |
56,103.29 |
1.618 |
52,635.14 |
1.000 |
50,491.82 |
0.618 |
49,166.99 |
HIGH |
47,023.67 |
0.618 |
45,698.84 |
0.500 |
45,289.60 |
0.382 |
44,880.35 |
LOW |
43,555.52 |
0.618 |
41,412.20 |
1.000 |
40,087.37 |
1.618 |
37,944.05 |
2.618 |
34,475.90 |
4.250 |
28,815.88 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
45,289.60 |
45,746.35 |
PP |
44,740.63 |
45,045.13 |
S1 |
44,191.66 |
44,343.91 |
|