Trading Metrics calculated at close of trading on 03-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
47,220 |
47,120 |
-100 |
-0.2% |
50,980 |
High |
48,690 |
47,660 |
-1,030 |
-2.1% |
52,330 |
Low |
45,695 |
45,680 |
-15 |
0.0% |
45,695 |
Close |
45,815 |
45,865 |
50 |
0.1% |
45,815 |
Range |
2,995 |
1,980 |
-1,015 |
-33.9% |
6,635 |
ATR |
2,924 |
2,857 |
-67 |
-2.3% |
0 |
Volume |
3,726 |
4,161 |
435 |
11.7% |
21,314 |
|
Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,342 |
51,083 |
46,954 |
|
R3 |
50,362 |
49,103 |
46,410 |
|
R2 |
48,382 |
48,382 |
46,228 |
|
R1 |
47,123 |
47,123 |
46,047 |
46,763 |
PP |
46,402 |
46,402 |
46,402 |
46,221 |
S1 |
45,143 |
45,143 |
45,684 |
44,783 |
S2 |
44,422 |
44,422 |
45,502 |
|
S3 |
42,442 |
43,163 |
45,321 |
|
S4 |
40,462 |
41,183 |
44,776 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67,852 |
63,468 |
49,464 |
|
R3 |
61,217 |
56,833 |
47,640 |
|
R2 |
54,582 |
54,582 |
47,031 |
|
R1 |
50,198 |
50,198 |
46,423 |
49,073 |
PP |
47,947 |
47,947 |
47,947 |
47,384 |
S1 |
43,563 |
43,563 |
45,207 |
42,438 |
S2 |
41,312 |
41,312 |
44,599 |
|
S3 |
34,677 |
36,928 |
43,990 |
|
S4 |
28,042 |
30,293 |
42,166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51,270 |
45,680 |
5,590 |
12.2% |
2,471 |
5.4% |
3% |
False |
True |
4,400 |
10 |
52,330 |
45,680 |
6,650 |
14.5% |
2,320 |
5.1% |
3% |
False |
True |
2,988 |
20 |
52,515 |
45,610 |
6,905 |
15.1% |
2,619 |
5.7% |
4% |
False |
False |
1,976 |
40 |
70,200 |
45,610 |
24,590 |
53.6% |
3,097 |
6.8% |
1% |
False |
False |
1,259 |
60 |
70,200 |
45,610 |
24,590 |
53.6% |
3,144 |
6.9% |
1% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56,075 |
2.618 |
52,844 |
1.618 |
50,864 |
1.000 |
49,640 |
0.618 |
48,884 |
HIGH |
47,660 |
0.618 |
46,904 |
0.500 |
46,670 |
0.382 |
46,436 |
LOW |
45,680 |
0.618 |
44,456 |
1.000 |
43,700 |
1.618 |
42,476 |
2.618 |
40,496 |
4.250 |
37,265 |
|
|
Fisher Pivots for day following 03-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
46,670 |
47,185 |
PP |
46,402 |
46,745 |
S1 |
46,133 |
46,305 |
|