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 |
115.087 |
115.299 |
0.212 |
0.2% |
114.368 |
High |
115.362 |
116.342 |
0.980 |
0.8% |
115.203 |
Low |
114.952 |
115.220 |
0.268 |
0.2% |
114.307 |
Close |
115.302 |
116.105 |
0.803 |
0.7% |
115.106 |
Range |
0.410 |
1.122 |
0.712 |
173.7% |
0.896 |
ATR |
0.548 |
0.589 |
0.041 |
7.5% |
0.000 |
Volume |
110,212 |
166,483 |
56,271 |
51.1% |
535,880 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.255 |
118.802 |
116.722 |
|
R3 |
118.133 |
117.680 |
116.414 |
|
R2 |
117.011 |
117.011 |
116.311 |
|
R1 |
116.558 |
116.558 |
116.208 |
116.785 |
PP |
115.889 |
115.889 |
115.889 |
116.002 |
S1 |
115.436 |
115.436 |
116.002 |
115.663 |
S2 |
114.767 |
114.767 |
115.899 |
|
S3 |
113.645 |
114.314 |
115.796 |
|
S4 |
112.523 |
113.192 |
115.488 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.560 |
117.229 |
115.599 |
|
R3 |
116.664 |
116.333 |
115.352 |
|
R2 |
115.768 |
115.768 |
115.270 |
|
R1 |
115.437 |
115.437 |
115.188 |
115.603 |
PP |
114.872 |
114.872 |
114.872 |
114.955 |
S1 |
114.541 |
114.541 |
115.024 |
114.707 |
S2 |
113.976 |
113.976 |
114.942 |
|
S3 |
113.080 |
113.645 |
114.860 |
|
S4 |
112.184 |
112.749 |
114.613 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.342 |
114.671 |
1.671 |
1.4% |
0.481 |
0.4% |
86% |
True |
False |
121,994 |
10 |
116.342 |
113.530 |
2.812 |
2.4% |
0.477 |
0.4% |
92% |
True |
False |
121,600 |
20 |
116.342 |
113.143 |
3.199 |
2.8% |
0.508 |
0.4% |
93% |
True |
False |
144,911 |
40 |
116.342 |
112.537 |
3.805 |
3.3% |
0.692 |
0.6% |
94% |
True |
False |
174,027 |
60 |
116.342 |
112.084 |
4.258 |
3.7% |
0.687 |
0.6% |
94% |
True |
False |
169,221 |
80 |
116.342 |
109.113 |
7.229 |
6.2% |
0.667 |
0.6% |
97% |
True |
False |
163,579 |
100 |
116.342 |
109.113 |
7.229 |
6.2% |
0.632 |
0.5% |
97% |
True |
False |
157,176 |
120 |
116.342 |
108.722 |
7.620 |
6.6% |
0.618 |
0.5% |
97% |
True |
False |
154,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.111 |
2.618 |
119.279 |
1.618 |
118.157 |
1.000 |
117.464 |
0.618 |
117.035 |
HIGH |
116.342 |
0.618 |
115.913 |
0.500 |
115.781 |
0.382 |
115.649 |
LOW |
115.220 |
0.618 |
114.527 |
1.000 |
114.098 |
1.618 |
113.405 |
2.618 |
112.283 |
4.250 |
110.452 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
115.997 |
115.952 |
PP |
115.889 |
115.800 |
S1 |
115.781 |
115.647 |
|