| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,444.4900 |
2,416.0730 |
-28.4170 |
-1.2% |
3,167.3260 |
| High |
2,506.0440 |
2,716.5170 |
210.4730 |
8.4% |
3,270.8940 |
| Low |
2,353.4780 |
2,406.5790 |
53.1010 |
2.3% |
2,572.8960 |
| Close |
2,416.0730 |
2,416.2350 |
0.1620 |
0.0% |
2,621.1340 |
| Range |
152.5660 |
309.9380 |
157.3720 |
103.2% |
697.9980 |
| ATR |
260.5456 |
264.0736 |
3.5280 |
1.4% |
0.0000 |
| Volume |
753,111 |
901,991 |
148,880 |
19.8% |
2,292,699 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,442.9243 |
3,239.5177 |
2,586.7009 |
|
| R3 |
3,132.9863 |
2,929.5797 |
2,501.4680 |
|
| R2 |
2,823.0483 |
2,823.0483 |
2,473.0570 |
|
| R1 |
2,619.6417 |
2,619.6417 |
2,444.6460 |
2,721.3450 |
| PP |
2,513.1103 |
2,513.1103 |
2,513.1103 |
2,563.9620 |
| S1 |
2,309.7037 |
2,309.7037 |
2,387.8240 |
2,411.4070 |
| S2 |
2,203.1723 |
2,203.1723 |
2,359.4130 |
|
| S3 |
1,893.2343 |
1,999.7657 |
2,331.0021 |
|
| S4 |
1,583.2963 |
1,689.8277 |
2,245.7691 |
|
|
| 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 |
3,270.8940 |
2,163.3160 |
1,107.5780 |
45.8% |
331.5026 |
13.7% |
23% |
False |
False |
634,792 |
| 10 |
3,411.1670 |
2,163.3160 |
1,247.8510 |
51.6% |
247.4012 |
10.2% |
20% |
False |
False |
470,026 |
| 20 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
71.4% |
236.0133 |
9.8% |
15% |
False |
False |
432,654 |
| 40 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
108.3% |
269.3323 |
11.1% |
10% |
False |
False |
414,018 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
283.0622 |
11.7% |
9% |
False |
False |
392,100 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
271.3624 |
11.2% |
9% |
False |
False |
370,502 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
281.6648 |
11.7% |
9% |
False |
False |
479,353 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
271.7960 |
11.2% |
9% |
False |
False |
569,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,033.7535 |
|
2.618 |
3,527.9347 |
|
1.618 |
3,217.9967 |
|
1.000 |
3,026.4550 |
|
0.618 |
2,908.0587 |
|
HIGH |
2,716.5170 |
|
0.618 |
2,598.1207 |
|
0.500 |
2,561.5480 |
|
0.382 |
2,524.9753 |
|
LOW |
2,406.5790 |
|
0.618 |
2,215.0373 |
|
1.000 |
2,096.6410 |
|
1.618 |
1,905.0993 |
|
2.618 |
1,595.1613 |
|
4.250 |
1,089.3425 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,561.5480 |
2,439.9165 |
| PP |
2,513.1103 |
2,432.0227 |
| S1 |
2,464.6727 |
2,424.1288 |
|