Trading Metrics calculated at close of trading on 11-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,797.13 |
1,801.54 |
4.41 |
0.2% |
1,829.08 |
High |
1,801.66 |
1,822.84 |
21.18 |
1.2% |
1,831.14 |
Low |
1,791.23 |
1,800.16 |
8.93 |
0.5% |
1,785.50 |
Close |
1,801.55 |
1,821.38 |
19.83 |
1.1% |
1,796.32 |
Range |
10.43 |
22.68 |
12.25 |
117.4% |
45.64 |
ATR |
17.53 |
17.90 |
0.37 |
2.1% |
0.00 |
Volume |
5,953 |
6,358 |
405 |
6.8% |
28,801 |
|
Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.83 |
1,874.79 |
1,833.85 |
|
R3 |
1,860.15 |
1,852.11 |
1,827.62 |
|
R2 |
1,837.47 |
1,837.47 |
1,825.54 |
|
R1 |
1,829.43 |
1,829.43 |
1,823.46 |
1,833.45 |
PP |
1,814.79 |
1,814.79 |
1,814.79 |
1,816.81 |
S1 |
1,806.75 |
1,806.75 |
1,819.30 |
1,810.77 |
S2 |
1,792.11 |
1,792.11 |
1,817.22 |
|
S3 |
1,769.43 |
1,784.07 |
1,815.14 |
|
S4 |
1,746.75 |
1,761.39 |
1,808.91 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.24 |
1,914.42 |
1,821.42 |
|
R3 |
1,895.60 |
1,868.78 |
1,808.87 |
|
R2 |
1,849.96 |
1,849.96 |
1,804.69 |
|
R1 |
1,823.14 |
1,823.14 |
1,800.50 |
1,813.73 |
PP |
1,804.32 |
1,804.32 |
1,804.32 |
1,799.62 |
S1 |
1,777.50 |
1,777.50 |
1,792.14 |
1,768.09 |
S2 |
1,758.68 |
1,758.68 |
1,787.95 |
|
S3 |
1,713.04 |
1,731.86 |
1,783.77 |
|
S4 |
1,667.40 |
1,686.22 |
1,771.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,828.58 |
1,785.50 |
43.08 |
2.4% |
17.88 |
1.0% |
83% |
False |
False |
5,877 |
10 |
1,831.14 |
1,785.50 |
45.64 |
2.5% |
19.09 |
1.0% |
79% |
False |
False |
5,953 |
20 |
1,831.14 |
1,759.35 |
71.79 |
3.9% |
17.60 |
1.0% |
86% |
False |
False |
6,084 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
18.48 |
1.0% |
54% |
False |
False |
6,155 |
60 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
19.09 |
1.0% |
54% |
False |
False |
6,193 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.4% |
19.70 |
1.1% |
65% |
False |
False |
6,147 |
100 |
1,875.09 |
1,722.02 |
153.07 |
8.4% |
19.52 |
1.1% |
65% |
False |
False |
6,185 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
19.78 |
1.1% |
70% |
False |
False |
6,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.23 |
2.618 |
1,882.22 |
1.618 |
1,859.54 |
1.000 |
1,845.52 |
0.618 |
1,836.86 |
HIGH |
1,822.84 |
0.618 |
1,814.18 |
0.500 |
1,811.50 |
0.382 |
1,808.82 |
LOW |
1,800.16 |
0.618 |
1,786.14 |
1.000 |
1,777.48 |
1.618 |
1,763.46 |
2.618 |
1,740.78 |
4.250 |
1,703.77 |
|
|
Fisher Pivots for day following 11-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,818.09 |
1,815.64 |
PP |
1,814.79 |
1,809.91 |
S1 |
1,811.50 |
1,804.17 |
|