| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,416.0730 |
2,416.2200 |
0.1470 |
0.0% |
3,167.3260 |
| High |
2,716.5170 |
2,516.2990 |
-200.2180 |
-7.4% |
3,270.8940 |
| Low |
2,406.5790 |
2,317.1940 |
-89.3850 |
-3.7% |
2,572.8960 |
| Close |
2,416.2350 |
2,356.2850 |
-59.9500 |
-2.5% |
2,621.1340 |
| Range |
309.9380 |
199.1050 |
-110.8330 |
-35.8% |
697.9980 |
| ATR |
264.0736 |
259.4330 |
-4.6406 |
-1.8% |
0.0000 |
| Volume |
901,991 |
726,613 |
-175,378 |
-19.4% |
2,292,699 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.9077 |
2,874.2013 |
2,465.7928 |
|
| R3 |
2,794.8027 |
2,675.0963 |
2,411.0389 |
|
| R2 |
2,595.6977 |
2,595.6977 |
2,392.7876 |
|
| R1 |
2,475.9913 |
2,475.9913 |
2,374.5363 |
2,436.2920 |
| PP |
2,396.5927 |
2,396.5927 |
2,396.5927 |
2,376.7430 |
| S1 |
2,276.8863 |
2,276.8863 |
2,338.0337 |
2,237.1870 |
| S2 |
2,197.4877 |
2,197.4877 |
2,319.7824 |
|
| S3 |
1,998.3827 |
2,077.7813 |
2,301.5311 |
|
| S4 |
1,799.2777 |
1,878.6763 |
2,246.7773 |
|
|
| 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 |
3,099.5680 |
2,163.3160 |
936.2520 |
39.7% |
332.5192 |
14.1% |
21% |
False |
False |
705,760 |
| 10 |
3,411.1670 |
2,163.3160 |
1,247.8510 |
53.0% |
247.3085 |
10.5% |
15% |
False |
False |
499,526 |
| 20 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
73.2% |
239.6867 |
10.2% |
11% |
False |
False |
451,647 |
| 40 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
111.1% |
264.4735 |
11.2% |
7% |
False |
False |
415,524 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
114.7% |
281.8113 |
12.0% |
7% |
False |
False |
404,210 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
114.7% |
271.0395 |
11.5% |
7% |
False |
False |
373,708 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
114.7% |
280.5676 |
11.9% |
7% |
False |
False |
477,624 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
114.7% |
271.6146 |
11.5% |
7% |
False |
False |
562,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,362.4953 |
|
2.618 |
3,037.5559 |
|
1.618 |
2,838.4509 |
|
1.000 |
2,715.4040 |
|
0.618 |
2,639.3459 |
|
HIGH |
2,516.2990 |
|
0.618 |
2,440.2409 |
|
0.500 |
2,416.7465 |
|
0.382 |
2,393.2521 |
|
LOW |
2,317.1940 |
|
0.618 |
2,194.1471 |
|
1.000 |
2,118.0890 |
|
1.618 |
1,995.0421 |
|
2.618 |
1,795.9371 |
|
4.250 |
1,470.9978 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.7465 |
2,516.8555 |
| PP |
2,396.5927 |
2,463.3320 |
| S1 |
2,376.4388 |
2,409.8085 |
|