| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3,427.2440 |
3,213.8270 |
-213.4170 |
-6.2% |
3,689.0240 |
| High |
3,434.6550 |
3,245.1850 |
-189.4700 |
-5.5% |
3,888.8050 |
| Low |
3,089.1640 |
2,937.0030 |
-152.1610 |
-4.9% |
3,089.1640 |
| Close |
3,213.8270 |
3,074.6480 |
-139.1790 |
-4.3% |
3,213.8270 |
| Range |
345.4910 |
308.1820 |
-37.3090 |
-10.8% |
799.6410 |
| ATR |
259.8834 |
263.3333 |
3.4499 |
1.3% |
0.0000 |
| Volume |
878,181 |
6,561 |
-871,620 |
-99.3% |
2,350,263 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,010.1580 |
3,850.5850 |
3,244.1481 |
|
| R3 |
3,701.9760 |
3,542.4030 |
3,159.3981 |
|
| R2 |
3,393.7940 |
3,393.7940 |
3,131.1480 |
|
| R1 |
3,234.2210 |
3,234.2210 |
3,102.8980 |
3,159.9165 |
| PP |
3,085.6120 |
3,085.6120 |
3,085.6120 |
3,048.4598 |
| S1 |
2,926.0390 |
2,926.0390 |
3,046.3980 |
2,851.7345 |
| S2 |
2,777.4300 |
2,777.4300 |
3,018.1480 |
|
| S3 |
2,469.2480 |
2,617.8570 |
2,989.8980 |
|
| S4 |
2,161.0660 |
2,309.6750 |
2,905.1479 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,796.1883 |
5,304.6487 |
3,653.6296 |
|
| R3 |
4,996.5473 |
4,505.0077 |
3,433.7283 |
|
| R2 |
4,196.9063 |
4,196.9063 |
3,360.4279 |
|
| R1 |
3,705.3667 |
3,705.3667 |
3,287.1274 |
3,551.3160 |
| PP |
3,397.2653 |
3,397.2653 |
3,397.2653 |
3,320.2400 |
| S1 |
2,905.7257 |
2,905.7257 |
3,140.5266 |
2,751.6750 |
| S2 |
2,597.6243 |
2,597.6243 |
3,067.2262 |
|
| S3 |
1,797.9833 |
2,106.0847 |
2,993.9257 |
|
| S4 |
998.3423 |
1,306.4437 |
2,774.0245 |
|
|
| 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 |
2,937.0030 |
951.8020 |
31.0% |
274.8826 |
8.9% |
14% |
False |
True |
470,841 |
| 10 |
4,075.5870 |
2,937.0030 |
1,138.5840 |
37.0% |
234.7984 |
7.6% |
12% |
False |
True |
395,931 |
| 20 |
4,175.7010 |
2,937.0030 |
1,238.6980 |
40.3% |
243.2233 |
7.9% |
11% |
False |
True |
373,455 |
| 40 |
4,806.0420 |
2,937.0030 |
1,869.0390 |
60.8% |
301.6069 |
9.8% |
7% |
False |
True |
395,975 |
| 60 |
4,865.4260 |
2,937.0030 |
1,928.4230 |
62.7% |
287.7429 |
9.4% |
7% |
False |
True |
345,883 |
| 80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
71.8% |
282.4051 |
9.2% |
19% |
False |
False |
430,385 |
| 100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
71.8% |
278.4036 |
9.1% |
19% |
False |
False |
513,919 |
| 120 |
4,865.4260 |
1,940.9490 |
2,924.4770 |
95.1% |
266.6479 |
8.7% |
39% |
False |
False |
643,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,554.9585 |
|
2.618 |
4,052.0055 |
|
1.618 |
3,743.8235 |
|
1.000 |
3,553.3670 |
|
0.618 |
3,435.6415 |
|
HIGH |
3,245.1850 |
|
0.618 |
3,127.4595 |
|
0.500 |
3,091.0940 |
|
0.382 |
3,054.7285 |
|
LOW |
2,937.0030 |
|
0.618 |
2,746.5465 |
|
1.000 |
2,628.8210 |
|
1.618 |
2,438.3645 |
|
2.618 |
2,130.1825 |
|
4.250 |
1,627.2295 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.0940 |
3,251.9765 |
| PP |
3,085.6120 |
3,192.8670 |
| S1 |
3,080.1300 |
3,133.7575 |
|