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 |
3,689.0240 |
3,726.3080 |
37.2840 |
1.0% |
4,066.7320 |
High |
3,850.5540 |
3,888.8050 |
38.2510 |
1.0% |
4,136.7400 |
Low |
3,675.5420 |
3,719.0540 |
43.5120 |
1.2% |
3,592.1250 |
Close |
3,726.3080 |
3,825.3650 |
99.0570 |
2.7% |
3,688.8770 |
Range |
175.0120 |
169.7510 |
-5.2610 |
-3.0% |
544.6150 |
ATR |
255.9875 |
249.8277 |
-6.1597 |
-2.4% |
0.0000 |
Volume |
2,618 |
353,515 |
350,897 |
13,403.2% |
1,604,612 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.3277 |
4,242.5973 |
3,918.7281 |
|
R3 |
4,150.5767 |
4,072.8463 |
3,872.0465 |
|
R2 |
3,980.8257 |
3,980.8257 |
3,856.4860 |
|
R1 |
3,903.0953 |
3,903.0953 |
3,840.9255 |
3,941.9605 |
PP |
3,811.0747 |
3,811.0747 |
3,811.0747 |
3,830.5073 |
S1 |
3,733.3443 |
3,733.3443 |
3,809.8045 |
3,772.2095 |
S2 |
3,641.3237 |
3,641.3237 |
3,794.2440 |
|
S3 |
3,471.5727 |
3,563.5933 |
3,778.6835 |
|
S4 |
3,301.8217 |
3,393.8423 |
3,732.0020 |
|
|
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 |
3,888.8050 |
3,592.1250 |
296.6800 |
7.8% |
166.5812 |
4.4% |
79% |
True |
False |
298,103 |
10 |
4,149.8130 |
3,592.1250 |
557.6880 |
14.6% |
181.6670 |
4.7% |
42% |
False |
False |
319,133 |
20 |
4,488.7560 |
3,592.1250 |
896.6310 |
23.4% |
236.5925 |
6.2% |
26% |
False |
False |
378,586 |
40 |
4,865.4260 |
3,592.1250 |
1,273.3010 |
33.3% |
300.9054 |
7.9% |
18% |
False |
False |
384,063 |
60 |
4,865.4260 |
3,382.3540 |
1,483.0720 |
38.8% |
281.1596 |
7.3% |
30% |
False |
False |
335,440 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
57.7% |
278.5796 |
7.3% |
53% |
False |
False |
442,570 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
57.7% |
275.9710 |
7.2% |
53% |
False |
False |
540,314 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
82.2% |
262.2005 |
6.9% |
67% |
False |
False |
666,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,610.2468 |
2.618 |
4,333.2131 |
1.618 |
4,163.4621 |
1.000 |
4,058.5560 |
0.618 |
3,993.7111 |
HIGH |
3,888.8050 |
0.618 |
3,823.9601 |
0.500 |
3,803.9295 |
0.382 |
3,783.8989 |
LOW |
3,719.0540 |
0.618 |
3,614.1479 |
1.000 |
3,549.3030 |
1.618 |
3,444.3969 |
2.618 |
3,274.6459 |
4.250 |
2,997.6123 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,818.2198 |
3,802.4548 |
PP |
3,811.0747 |
3,779.5447 |
S1 |
3,803.9295 |
3,756.6345 |
|