| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3,167.3260 |
3,164.6950 |
-2.6310 |
-0.1% |
3,213.8270 |
| High |
3,243.6080 |
3,191.9240 |
-51.6840 |
-1.6% |
3,411.1670 |
| Low |
3,088.4290 |
3,049.8400 |
-38.5890 |
-1.2% |
2,937.0030 |
| Close |
3,164.3940 |
3,114.7380 |
-49.6560 |
-1.6% |
3,332.0050 |
| Range |
155.1790 |
142.0840 |
-13.0950 |
-8.4% |
474.1640 |
| ATR |
242.0613 |
234.9200 |
-7.1412 |
-3.0% |
0.0000 |
| Volume |
393,787 |
394,219 |
432 |
0.1% |
1,206,474 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,545.0860 |
3,471.9960 |
3,192.8842 |
|
| R3 |
3,403.0020 |
3,329.9120 |
3,153.8111 |
|
| R2 |
3,260.9180 |
3,260.9180 |
3,140.7867 |
|
| R1 |
3,187.8280 |
3,187.8280 |
3,127.7624 |
3,153.3310 |
| PP |
3,118.8340 |
3,118.8340 |
3,118.8340 |
3,101.5855 |
| S1 |
3,045.7440 |
3,045.7440 |
3,101.7136 |
3,011.2470 |
| S2 |
2,976.7500 |
2,976.7500 |
3,088.6893 |
|
| S3 |
2,834.6660 |
2,903.6600 |
3,075.6649 |
|
| S4 |
2,692.5820 |
2,761.5760 |
3,036.5918 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,649.2170 |
4,464.7750 |
3,592.7952 |
|
| R3 |
4,175.0530 |
3,990.6110 |
3,462.4001 |
|
| R2 |
3,700.8890 |
3,700.8890 |
3,418.9351 |
|
| R1 |
3,516.4470 |
3,516.4470 |
3,375.4700 |
3,608.6680 |
| PP |
3,226.7250 |
3,226.7250 |
3,226.7250 |
3,272.8355 |
| S1 |
3,042.2830 |
3,042.2830 |
3,288.5400 |
3,134.5040 |
| S2 |
2,752.5610 |
2,752.5610 |
3,245.0749 |
|
| S3 |
2,278.3970 |
2,568.1190 |
3,201.6099 |
|
| S4 |
1,804.2330 |
2,093.9550 |
3,071.2148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,411.1670 |
3,049.8400 |
361.3270 |
11.6% |
163.2998 |
5.2% |
18% |
False |
True |
305,261 |
| 10 |
3,845.8040 |
2,937.0030 |
908.8010 |
29.2% |
222.9847 |
7.2% |
20% |
False |
False |
398,861 |
| 20 |
4,149.8130 |
2,937.0030 |
1,212.8100 |
38.9% |
202.3259 |
6.5% |
15% |
False |
False |
358,997 |
| 40 |
4,780.1300 |
2,937.0030 |
1,843.1270 |
59.2% |
278.5908 |
8.9% |
10% |
False |
False |
373,431 |
| 60 |
4,865.4260 |
2,937.0030 |
1,928.4230 |
61.9% |
279.5499 |
9.0% |
9% |
False |
False |
371,160 |
| 80 |
4,865.4260 |
2,742.6620 |
2,122.7640 |
68.2% |
267.9867 |
8.6% |
18% |
False |
False |
378,563 |
| 100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
70.9% |
277.0317 |
8.9% |
21% |
False |
False |
492,639 |
| 120 |
4,865.4260 |
2,304.5840 |
2,560.8420 |
82.2% |
267.5678 |
8.6% |
32% |
False |
False |
596,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,795.7810 |
|
2.618 |
3,563.8999 |
|
1.618 |
3,421.8159 |
|
1.000 |
3,334.0080 |
|
0.618 |
3,279.7319 |
|
HIGH |
3,191.9240 |
|
0.618 |
3,137.6479 |
|
0.500 |
3,120.8820 |
|
0.382 |
3,104.1161 |
|
LOW |
3,049.8400 |
|
0.618 |
2,962.0321 |
|
1.000 |
2,907.7560 |
|
1.618 |
2,819.9481 |
|
2.618 |
2,677.8641 |
|
4.250 |
2,445.9830 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,120.8820 |
3,194.7770 |
| PP |
3,118.8340 |
3,168.0973 |
| S1 |
3,116.7860 |
3,141.4177 |
|