Trading Metrics calculated at close of trading on 05-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,800.88 |
1,814.26 |
13.38 |
0.7% |
1,810.72 |
High |
1,815.48 |
1,828.58 |
13.10 |
0.7% |
1,829.66 |
Low |
1,799.55 |
1,808.67 |
9.12 |
0.5% |
1,790.20 |
Close |
1,814.25 |
1,809.82 |
-4.43 |
-0.2% |
1,828.43 |
Range |
15.93 |
19.91 |
3.98 |
25.0% |
39.46 |
ATR |
17.95 |
18.09 |
0.14 |
0.8% |
0.00 |
Volume |
5,878 |
5,500 |
-378 |
-6.4% |
30,181 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.42 |
1,862.53 |
1,820.77 |
|
R3 |
1,855.51 |
1,842.62 |
1,815.30 |
|
R2 |
1,835.60 |
1,835.60 |
1,813.47 |
|
R1 |
1,822.71 |
1,822.71 |
1,811.65 |
1,819.20 |
PP |
1,815.69 |
1,815.69 |
1,815.69 |
1,813.94 |
S1 |
1,802.80 |
1,802.80 |
1,807.99 |
1,799.29 |
S2 |
1,795.78 |
1,795.78 |
1,806.17 |
|
S3 |
1,775.87 |
1,782.89 |
1,804.34 |
|
S4 |
1,755.96 |
1,762.98 |
1,798.87 |
|
|
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 |
1,796.18 |
34.96 |
1.9% |
20.89 |
1.2% |
39% |
False |
False |
5,908 |
10 |
1,831.14 |
1,785.95 |
45.19 |
2.5% |
17.21 |
1.0% |
53% |
False |
False |
5,935 |
20 |
1,831.14 |
1,759.35 |
71.79 |
4.0% |
16.48 |
0.9% |
70% |
False |
False |
6,172 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
19.20 |
1.1% |
44% |
False |
False |
6,194 |
60 |
1,875.09 |
1,751.48 |
123.61 |
6.8% |
19.51 |
1.1% |
47% |
False |
False |
6,200 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.5% |
20.12 |
1.1% |
57% |
False |
False |
6,165 |
100 |
1,875.09 |
1,722.02 |
153.07 |
8.5% |
19.43 |
1.1% |
57% |
False |
False |
6,204 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
19.78 |
1.1% |
64% |
False |
False |
6,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.20 |
2.618 |
1,880.70 |
1.618 |
1,860.79 |
1.000 |
1,848.49 |
0.618 |
1,840.88 |
HIGH |
1,828.58 |
0.618 |
1,820.97 |
0.500 |
1,818.63 |
0.382 |
1,816.28 |
LOW |
1,808.67 |
0.618 |
1,796.37 |
1.000 |
1,788.76 |
1.618 |
1,776.46 |
2.618 |
1,756.55 |
4.250 |
1,724.05 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,818.63 |
1,815.01 |
PP |
1,815.69 |
1,813.28 |
S1 |
1,812.76 |
1,811.55 |
|