Trading Metrics calculated at close of trading on 03-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
3,735.4170 |
3,689.0240 |
-46.3930 |
-1.2% |
4,066.7320 |
High |
3,811.3750 |
3,850.5540 |
39.1790 |
1.0% |
4,136.7400 |
Low |
3,624.4640 |
3,675.5420 |
51.0780 |
1.4% |
3,592.1250 |
Close |
3,688.8770 |
3,726.3080 |
37.4310 |
1.0% |
3,688.8770 |
Range |
186.9110 |
175.0120 |
-11.8990 |
-6.4% |
544.6150 |
ATR |
262.2164 |
255.9875 |
-6.2289 |
-2.4% |
0.0000 |
Volume |
399,341 |
2,618 |
-396,723 |
-99.3% |
1,604,612 |
|
Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,275.8373 |
4,176.0847 |
3,822.5646 |
|
R3 |
4,100.8253 |
4,001.0727 |
3,774.4363 |
|
R2 |
3,925.8133 |
3,925.8133 |
3,758.3935 |
|
R1 |
3,826.0607 |
3,826.0607 |
3,742.3508 |
3,875.9370 |
PP |
3,750.8013 |
3,750.8013 |
3,750.8013 |
3,775.7395 |
S1 |
3,651.0487 |
3,651.0487 |
3,710.2652 |
3,700.9250 |
S2 |
3,575.7893 |
3,575.7893 |
3,694.2225 |
|
S3 |
3,400.7773 |
3,476.0367 |
3,678.1797 |
|
S4 |
3,225.7653 |
3,301.0247 |
3,630.0514 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,439.7590 |
5,108.9330 |
3,988.4153 |
|
R3 |
4,895.1440 |
4,564.3180 |
3,838.6461 |
|
R2 |
4,350.5290 |
4,350.5290 |
3,788.7231 |
|
R1 |
4,019.7030 |
4,019.7030 |
3,738.8000 |
3,912.8085 |
PP |
3,805.9140 |
3,805.9140 |
3,805.9140 |
3,752.4668 |
S1 |
3,475.0880 |
3,475.0880 |
3,638.9540 |
3,368.1935 |
S2 |
3,261.2990 |
3,261.2990 |
3,589.0309 |
|
S3 |
2,716.6840 |
2,930.4730 |
3,539.1079 |
|
S4 |
2,172.0690 |
2,385.8580 |
3,389.3388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,075.5870 |
3,592.1250 |
483.4620 |
13.0% |
194.7142 |
5.2% |
28% |
False |
False |
321,021 |
10 |
4,149.8130 |
3,592.1250 |
557.6880 |
15.0% |
191.1477 |
5.1% |
24% |
False |
False |
284,520 |
20 |
4,488.7560 |
3,592.1250 |
896.6310 |
24.1% |
265.4074 |
7.1% |
15% |
False |
False |
361,243 |
40 |
4,865.4260 |
3,592.1250 |
1,273.3010 |
34.2% |
299.8132 |
8.0% |
11% |
False |
False |
375,226 |
60 |
4,865.4260 |
3,382.3540 |
1,483.0720 |
39.8% |
280.3602 |
7.5% |
23% |
False |
False |
335,833 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.3% |
280.1010 |
7.5% |
48% |
False |
False |
448,684 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.3% |
276.8537 |
7.4% |
48% |
False |
False |
548,844 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
84.4% |
262.0641 |
7.0% |
64% |
False |
False |
672,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,594.3550 |
2.618 |
4,308.7354 |
1.618 |
4,133.7234 |
1.000 |
4,025.5660 |
0.618 |
3,958.7114 |
HIGH |
3,850.5540 |
0.618 |
3,783.6994 |
0.500 |
3,763.0480 |
0.382 |
3,742.3966 |
LOW |
3,675.5420 |
0.618 |
3,567.3846 |
1.000 |
3,500.5300 |
1.618 |
3,392.3726 |
2.618 |
3,217.3606 |
4.250 |
2,931.7410 |
|
|
Fisher Pivots for day following 03-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,763.0480 |
3,724.6518 |
PP |
3,750.8013 |
3,722.9957 |
S1 |
3,738.5547 |
3,721.3395 |
|