Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
3,825.2080 |
3,561.6020 |
-263.6060 |
-6.9% |
4,066.7320 |
High |
3,845.8040 |
3,566.9500 |
-278.8540 |
-7.3% |
4,136.7400 |
Low |
3,557.5120 |
3,304.2530 |
-253.2590 |
-7.1% |
3,592.1250 |
Close |
3,561.6020 |
3,427.2440 |
-134.3580 |
-3.8% |
3,688.8770 |
Range |
288.2920 |
262.6970 |
-25.5950 |
-8.9% |
544.6150 |
ATR |
252.5752 |
253.2982 |
0.7230 |
0.3% |
0.0000 |
Volume |
424,310 |
691,639 |
267,329 |
63.0% |
1,604,612 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,220.9067 |
4,086.7723 |
3,571.7274 |
|
R3 |
3,958.2097 |
3,824.0753 |
3,499.4857 |
|
R2 |
3,695.5127 |
3,695.5127 |
3,475.4051 |
|
R1 |
3,561.3783 |
3,561.3783 |
3,451.3246 |
3,497.0970 |
PP |
3,432.8157 |
3,432.8157 |
3,432.8157 |
3,400.6750 |
S1 |
3,298.6813 |
3,298.6813 |
3,403.1634 |
3,234.4000 |
S2 |
3,170.1187 |
3,170.1187 |
3,379.0829 |
|
S3 |
2,907.4217 |
3,035.9843 |
3,355.0023 |
|
S4 |
2,644.7247 |
2,773.2873 |
3,282.7607 |
|
|
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 |
3,304.2530 |
584.5520 |
17.1% |
216.5326 |
6.3% |
21% |
False |
True |
374,284 |
10 |
4,149.8130 |
3,304.2530 |
845.5600 |
24.7% |
207.6731 |
6.1% |
15% |
False |
True |
354,912 |
20 |
4,488.7560 |
3,304.2530 |
1,184.5030 |
34.6% |
245.4327 |
7.2% |
10% |
False |
True |
379,768 |
40 |
4,865.4260 |
3,304.2530 |
1,561.1730 |
45.6% |
300.0223 |
8.8% |
8% |
False |
True |
397,879 |
60 |
4,865.4260 |
3,304.2530 |
1,561.1730 |
45.6% |
283.9173 |
8.3% |
8% |
False |
True |
338,865 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
64.4% |
279.4870 |
8.2% |
35% |
False |
False |
434,580 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
64.4% |
276.2796 |
8.1% |
35% |
False |
False |
526,784 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
91.7% |
264.3501 |
7.7% |
54% |
False |
False |
659,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,683.4123 |
2.618 |
4,254.6907 |
1.618 |
3,991.9937 |
1.000 |
3,829.6470 |
0.618 |
3,729.2967 |
HIGH |
3,566.9500 |
0.618 |
3,466.5997 |
0.500 |
3,435.6015 |
0.382 |
3,404.6033 |
LOW |
3,304.2530 |
0.618 |
3,141.9063 |
1.000 |
3,041.5560 |
1.618 |
2,879.2093 |
2.618 |
2,616.5123 |
4.250 |
2,187.7908 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,435.6015 |
3,596.5290 |
PP |
3,432.8157 |
3,540.1007 |
S1 |
3,430.0298 |
3,483.6723 |
|