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 |
3,726.3080 |
3,825.2080 |
98.9000 |
2.7% |
4,066.7320 |
High |
3,888.8050 |
3,845.8040 |
-43.0010 |
-1.1% |
4,136.7400 |
Low |
3,719.0540 |
3,557.5120 |
-161.5420 |
-4.3% |
3,592.1250 |
Close |
3,825.3650 |
3,561.6020 |
-263.7630 |
-6.9% |
3,688.8770 |
Range |
169.7510 |
288.2920 |
118.5410 |
69.8% |
544.6150 |
ATR |
249.8277 |
252.5752 |
2.7474 |
1.1% |
0.0000 |
Volume |
353,515 |
424,310 |
70,795 |
20.0% |
1,604,612 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.8487 |
4,329.0173 |
3,720.1626 |
|
R3 |
4,231.5567 |
4,040.7253 |
3,640.8823 |
|
R2 |
3,943.2647 |
3,943.2647 |
3,614.4555 |
|
R1 |
3,752.4333 |
3,752.4333 |
3,588.0288 |
3,703.7030 |
PP |
3,654.9727 |
3,654.9727 |
3,654.9727 |
3,630.6075 |
S1 |
3,464.1413 |
3,464.1413 |
3,535.1752 |
3,415.4110 |
S2 |
3,366.6807 |
3,366.6807 |
3,508.7485 |
|
S3 |
3,078.3887 |
3,175.8493 |
3,482.3217 |
|
S4 |
2,790.0967 |
2,887.5573 |
3,403.0414 |
|
|
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 |
3,557.5120 |
331.2930 |
9.3% |
199.1120 |
5.6% |
1% |
False |
True |
313,613 |
10 |
4,149.8130 |
3,557.5120 |
592.3010 |
16.6% |
194.1662 |
5.5% |
1% |
False |
True |
317,463 |
20 |
4,488.7560 |
3,557.5120 |
931.2440 |
26.1% |
243.1675 |
6.8% |
0% |
False |
True |
365,628 |
40 |
4,865.4260 |
3,557.5120 |
1,307.9140 |
36.7% |
296.5362 |
8.3% |
0% |
False |
True |
394,594 |
60 |
4,865.4260 |
3,406.0190 |
1,459.4070 |
41.0% |
281.8618 |
7.9% |
11% |
False |
False |
335,308 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
62.0% |
277.9251 |
7.8% |
41% |
False |
False |
440,047 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
62.0% |
275.8444 |
7.7% |
41% |
False |
False |
531,676 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
88.3% |
263.6877 |
7.4% |
59% |
False |
False |
662,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,071.0450 |
2.618 |
4,600.5525 |
1.618 |
4,312.2605 |
1.000 |
4,134.0960 |
0.618 |
4,023.9685 |
HIGH |
3,845.8040 |
0.618 |
3,735.6765 |
0.500 |
3,701.6580 |
0.382 |
3,667.6395 |
LOW |
3,557.5120 |
0.618 |
3,379.3475 |
1.000 |
3,269.2200 |
1.618 |
3,091.0555 |
2.618 |
2,802.7635 |
4.250 |
2,332.2710 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,701.6580 |
3,723.1585 |
PP |
3,654.9727 |
3,669.3063 |
S1 |
3,608.2873 |
3,615.4542 |
|