| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3,114.7500 |
3,076.8710 |
-37.8790 |
-1.2% |
3,167.3260 |
| High |
3,270.8940 |
3,099.5680 |
-171.3260 |
-5.2% |
3,270.8940 |
| Low |
3,076.8720 |
2,572.8960 |
-503.9760 |
-16.4% |
2,572.8960 |
| Close |
3,076.8720 |
2,621.1340 |
-455.7380 |
-14.8% |
2,621.1340 |
| Range |
194.0220 |
526.6720 |
332.6500 |
171.4% |
697.9980 |
| ATR |
231.9988 |
253.0468 |
21.0481 |
9.1% |
0.0000 |
| Volume |
371,773 |
1,132,920 |
761,147 |
204.7% |
2,292,699 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,344.5487 |
4,009.5133 |
2,910.8036 |
|
| R3 |
3,817.8767 |
3,482.8413 |
2,765.9688 |
|
| R2 |
3,291.2047 |
3,291.2047 |
2,717.6905 |
|
| R1 |
2,956.1693 |
2,956.1693 |
2,669.4123 |
2,860.3510 |
| PP |
2,764.5327 |
2,764.5327 |
2,764.5327 |
2,716.6235 |
| S1 |
2,429.4973 |
2,429.4973 |
2,572.8557 |
2,333.6790 |
| S2 |
2,237.8607 |
2,237.8607 |
2,524.5775 |
|
| S3 |
1,711.1887 |
1,902.8253 |
2,476.2992 |
|
| S4 |
1,184.5167 |
1,376.1533 |
2,331.4644 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,915.6353 |
4,466.3827 |
3,005.0329 |
|
| R3 |
4,217.6373 |
3,768.3847 |
2,813.0835 |
|
| R2 |
3,519.6393 |
3,519.6393 |
2,749.1003 |
|
| R1 |
3,070.3867 |
3,070.3867 |
2,685.1172 |
2,946.0140 |
| PP |
2,821.6413 |
2,821.6413 |
2,821.6413 |
2,759.4550 |
| S1 |
2,372.3887 |
2,372.3887 |
2,557.1509 |
2,248.0160 |
| S2 |
2,123.6433 |
2,123.6433 |
2,493.1677 |
|
| S3 |
1,425.6453 |
1,674.3907 |
2,429.1846 |
|
| S4 |
727.6473 |
976.3927 |
2,237.2351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,339.7140 |
2,572.8960 |
766.8180 |
29.3% |
232.5684 |
8.9% |
6% |
False |
True |
519,870 |
| 10 |
3,434.6550 |
2,572.8960 |
861.7590 |
32.9% |
239.9552 |
9.2% |
6% |
False |
True |
437,735 |
| 20 |
4,149.8130 |
2,572.8960 |
1,576.9170 |
60.2% |
223.8142 |
8.5% |
3% |
False |
True |
396,323 |
| 40 |
4,780.1300 |
2,572.8960 |
2,207.2340 |
84.2% |
278.4350 |
10.6% |
2% |
False |
True |
397,038 |
| 60 |
4,865.4260 |
2,572.8960 |
2,292.5300 |
87.5% |
283.8997 |
10.8% |
2% |
False |
True |
396,178 |
| 80 |
4,865.4260 |
2,572.8960 |
2,292.5300 |
87.5% |
268.9738 |
10.3% |
2% |
False |
True |
377,496 |
| 100 |
4,865.4260 |
2,572.8960 |
2,292.5300 |
87.5% |
280.1320 |
10.7% |
2% |
False |
True |
495,244 |
| 120 |
4,865.4260 |
2,448.9630 |
2,416.4630 |
92.2% |
270.0934 |
10.3% |
7% |
False |
False |
588,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,337.9240 |
|
2.618 |
4,478.3953 |
|
1.618 |
3,951.7233 |
|
1.000 |
3,626.2400 |
|
0.618 |
3,425.0513 |
|
HIGH |
3,099.5680 |
|
0.618 |
2,898.3793 |
|
0.500 |
2,836.2320 |
|
0.382 |
2,774.0847 |
|
LOW |
2,572.8960 |
|
0.618 |
2,247.4127 |
|
1.000 |
2,046.2240 |
|
1.618 |
1,720.7407 |
|
2.618 |
1,194.0687 |
|
4.250 |
334.5400 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.2320 |
2,921.8950 |
| PP |
2,764.5327 |
2,821.6413 |
| S1 |
2,692.8333 |
2,721.3877 |
|