Trading Metrics calculated at close of trading on 04-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,829.08 |
1,800.88 |
-28.20 |
-1.5% |
1,810.72 |
High |
1,831.14 |
1,815.48 |
-15.66 |
-0.9% |
1,829.66 |
Low |
1,798.87 |
1,799.55 |
0.68 |
0.0% |
1,790.20 |
Close |
1,800.85 |
1,814.25 |
13.40 |
0.7% |
1,828.43 |
Range |
32.27 |
15.93 |
-16.34 |
-50.6% |
39.46 |
ATR |
18.11 |
17.95 |
-0.16 |
-0.9% |
0.00 |
Volume |
5,845 |
5,878 |
33 |
0.6% |
30,181 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.55 |
1,851.83 |
1,823.01 |
|
R3 |
1,841.62 |
1,835.90 |
1,818.63 |
|
R2 |
1,825.69 |
1,825.69 |
1,817.17 |
|
R1 |
1,819.97 |
1,819.97 |
1,815.71 |
1,822.83 |
PP |
1,809.76 |
1,809.76 |
1,809.76 |
1,811.19 |
S1 |
1,804.04 |
1,804.04 |
1,812.79 |
1,806.90 |
S2 |
1,793.83 |
1,793.83 |
1,811.33 |
|
S3 |
1,777.90 |
1,788.11 |
1,809.87 |
|
S4 |
1,761.97 |
1,772.18 |
1,805.49 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.48 |
1,920.91 |
1,850.13 |
|
R3 |
1,895.02 |
1,881.45 |
1,839.28 |
|
R2 |
1,855.56 |
1,855.56 |
1,835.66 |
|
R1 |
1,841.99 |
1,841.99 |
1,832.05 |
1,848.78 |
PP |
1,816.10 |
1,816.10 |
1,816.10 |
1,819.49 |
S1 |
1,802.53 |
1,802.53 |
1,824.81 |
1,809.32 |
S2 |
1,776.64 |
1,776.64 |
1,821.20 |
|
S3 |
1,737.18 |
1,763.07 |
1,817.58 |
|
S4 |
1,697.72 |
1,723.61 |
1,806.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,831.14 |
1,790.20 |
40.94 |
2.3% |
20.30 |
1.1% |
59% |
False |
False |
6,028 |
10 |
1,831.14 |
1,785.37 |
45.77 |
2.5% |
16.60 |
0.9% |
63% |
False |
False |
5,989 |
20 |
1,831.14 |
1,759.35 |
71.79 |
4.0% |
16.15 |
0.9% |
76% |
False |
False |
6,214 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
19.02 |
1.0% |
47% |
False |
False |
6,185 |
60 |
1,875.09 |
1,750.62 |
124.47 |
6.9% |
19.34 |
1.1% |
51% |
False |
False |
6,208 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.4% |
20.01 |
1.1% |
60% |
False |
False |
6,171 |
100 |
1,875.09 |
1,722.02 |
153.07 |
8.4% |
19.51 |
1.1% |
60% |
False |
False |
6,211 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
19.80 |
1.1% |
66% |
False |
False |
6,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.18 |
2.618 |
1,857.18 |
1.618 |
1,841.25 |
1.000 |
1,831.41 |
0.618 |
1,825.32 |
HIGH |
1,815.48 |
0.618 |
1,809.39 |
0.500 |
1,807.52 |
0.382 |
1,805.64 |
LOW |
1,799.55 |
0.618 |
1,789.71 |
1.000 |
1,783.62 |
1.618 |
1,773.78 |
2.618 |
1,757.85 |
4.250 |
1,731.85 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,812.01 |
1,815.01 |
PP |
1,809.76 |
1,814.75 |
S1 |
1,807.52 |
1,814.50 |
|