Trading Metrics calculated at close of trading on 12-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
3,074.6480 |
3,231.8900 |
157.2420 |
5.1% |
3,689.0240 |
High |
3,262.8110 |
3,408.3600 |
145.5490 |
4.5% |
3,888.8050 |
Low |
3,054.1250 |
3,208.3280 |
154.2030 |
5.0% |
3,089.1640 |
Close |
3,231.7400 |
3,367.5150 |
135.7750 |
4.2% |
3,213.8270 |
Range |
208.6860 |
200.0320 |
-8.6540 |
-4.1% |
799.6410 |
ATR |
259.4299 |
255.1872 |
-4.2427 |
-1.6% |
0.0000 |
Volume |
461,610 |
431,613 |
-29,997 |
-6.5% |
2,350,263 |
|
Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.1637 |
3,847.8713 |
3,477.5326 |
|
R3 |
3,728.1317 |
3,647.8393 |
3,422.5238 |
|
R2 |
3,528.0997 |
3,528.0997 |
3,404.1875 |
|
R1 |
3,447.8073 |
3,447.8073 |
3,385.8513 |
3,487.9535 |
PP |
3,328.0677 |
3,328.0677 |
3,328.0677 |
3,348.1408 |
S1 |
3,247.7753 |
3,247.7753 |
3,349.1787 |
3,287.9215 |
S2 |
3,128.0357 |
3,128.0357 |
3,330.8425 |
|
S3 |
2,928.0037 |
3,047.7433 |
3,312.5062 |
|
S4 |
2,727.9717 |
2,847.7113 |
3,257.4974 |
|
|
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 |
3,566.9500 |
2,937.0030 |
629.9470 |
18.7% |
265.0176 |
7.9% |
68% |
False |
False |
493,920 |
10 |
3,888.8050 |
2,937.0030 |
951.8020 |
28.3% |
232.0648 |
6.9% |
45% |
False |
False |
403,767 |
20 |
4,149.8130 |
2,937.0030 |
1,212.8100 |
36.0% |
229.2385 |
6.8% |
35% |
False |
False |
417,301 |
40 |
4,780.1300 |
2,937.0030 |
1,843.1270 |
54.7% |
298.2408 |
8.9% |
23% |
False |
False |
408,225 |
60 |
4,865.4260 |
2,937.0030 |
1,928.4230 |
57.3% |
287.1026 |
8.5% |
22% |
False |
False |
360,609 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
65.6% |
277.1359 |
8.2% |
32% |
False |
False |
422,513 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
65.6% |
278.9590 |
8.3% |
32% |
False |
False |
511,340 |
120 |
4,865.4260 |
2,037.5830 |
2,827.8430 |
84.0% |
268.4478 |
8.0% |
47% |
False |
False |
631,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,258.4960 |
2.618 |
3,932.0438 |
1.618 |
3,732.0118 |
1.000 |
3,608.3920 |
0.618 |
3,531.9798 |
HIGH |
3,408.3600 |
0.618 |
3,331.9478 |
0.500 |
3,308.3440 |
0.382 |
3,284.7402 |
LOW |
3,208.3280 |
0.618 |
3,084.7082 |
1.000 |
3,008.2960 |
1.618 |
2,884.6762 |
2.618 |
2,684.6442 |
4.250 |
2,358.1920 |
|
|
Fisher Pivots for day following 12-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,347.7913 |
3,302.5705 |
PP |
3,328.0677 |
3,237.6260 |
S1 |
3,308.3440 |
3,172.6815 |
|