Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,814.26 |
1,809.83 |
-4.43 |
-0.2% |
1,810.72 |
High |
1,828.58 |
1,810.94 |
-17.64 |
-1.0% |
1,829.66 |
Low |
1,808.67 |
1,786.87 |
-21.80 |
-1.2% |
1,790.20 |
Close |
1,809.82 |
1,790.06 |
-19.76 |
-1.1% |
1,828.43 |
Range |
19.91 |
24.07 |
4.16 |
20.9% |
39.46 |
ATR |
18.09 |
18.52 |
0.43 |
2.4% |
0.00 |
Volume |
5,500 |
5,454 |
-46 |
-0.8% |
30,181 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.17 |
1,853.18 |
1,803.30 |
|
R3 |
1,844.10 |
1,829.11 |
1,796.68 |
|
R2 |
1,820.03 |
1,820.03 |
1,794.47 |
|
R1 |
1,805.04 |
1,805.04 |
1,792.27 |
1,800.50 |
PP |
1,795.96 |
1,795.96 |
1,795.96 |
1,793.69 |
S1 |
1,780.97 |
1,780.97 |
1,787.85 |
1,776.43 |
S2 |
1,771.89 |
1,771.89 |
1,785.65 |
|
S3 |
1,747.82 |
1,756.90 |
1,783.44 |
|
S4 |
1,723.75 |
1,732.83 |
1,776.82 |
|
|
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 |
1,786.87 |
44.27 |
2.5% |
21.59 |
1.2% |
7% |
False |
True |
5,775 |
10 |
1,831.14 |
1,786.87 |
44.27 |
2.5% |
17.79 |
1.0% |
7% |
False |
True |
5,880 |
20 |
1,831.14 |
1,759.35 |
71.79 |
4.0% |
17.10 |
1.0% |
43% |
False |
False |
6,134 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.5% |
19.48 |
1.1% |
27% |
False |
False |
6,175 |
60 |
1,875.09 |
1,759.35 |
115.74 |
6.5% |
19.63 |
1.1% |
27% |
False |
False |
6,190 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.6% |
20.11 |
1.1% |
44% |
False |
False |
6,157 |
100 |
1,875.09 |
1,722.02 |
153.07 |
8.6% |
19.50 |
1.1% |
44% |
False |
False |
6,192 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.1% |
19.81 |
1.1% |
53% |
False |
False |
6,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.24 |
2.618 |
1,873.96 |
1.618 |
1,849.89 |
1.000 |
1,835.01 |
0.618 |
1,825.82 |
HIGH |
1,810.94 |
0.618 |
1,801.75 |
0.500 |
1,798.91 |
0.382 |
1,796.06 |
LOW |
1,786.87 |
0.618 |
1,771.99 |
1.000 |
1,762.80 |
1.618 |
1,747.92 |
2.618 |
1,723.85 |
4.250 |
1,684.57 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,798.91 |
1,807.73 |
PP |
1,795.96 |
1,801.84 |
S1 |
1,793.01 |
1,795.95 |
|