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 |
46,205 |
46,100 |
-105 |
-0.2% |
50,980 |
High |
47,650 |
47,100 |
-550 |
-1.2% |
52,330 |
Low |
45,485 |
43,290 |
-2,195 |
-4.8% |
45,695 |
Close |
46,305 |
43,830 |
-2,475 |
-5.3% |
45,815 |
Range |
2,165 |
3,810 |
1,645 |
76.0% |
6,635 |
ATR |
2,807 |
2,879 |
72 |
2.6% |
0 |
Volume |
5,049 |
8,922 |
3,873 |
76.7% |
21,314 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,170 |
53,810 |
45,926 |
|
R3 |
52,360 |
50,000 |
44,878 |
|
R2 |
48,550 |
48,550 |
44,529 |
|
R1 |
46,190 |
46,190 |
44,179 |
45,465 |
PP |
44,740 |
44,740 |
44,740 |
44,378 |
S1 |
42,380 |
42,380 |
43,481 |
41,655 |
S2 |
40,930 |
40,930 |
43,132 |
|
S3 |
37,120 |
38,570 |
42,782 |
|
S4 |
33,310 |
34,760 |
41,735 |
|
|
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 |
48,690 |
43,290 |
5,400 |
12.3% |
2,587 |
5.9% |
10% |
False |
True |
5,211 |
10 |
52,330 |
43,290 |
9,040 |
20.6% |
2,450 |
5.6% |
6% |
False |
True |
4,208 |
20 |
52,330 |
43,290 |
9,040 |
20.6% |
2,651 |
6.0% |
6% |
False |
True |
2,567 |
40 |
70,200 |
43,290 |
26,910 |
61.4% |
3,049 |
7.0% |
2% |
False |
True |
1,604 |
60 |
70,200 |
43,290 |
26,910 |
61.4% |
3,163 |
7.2% |
2% |
False |
True |
1,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63,293 |
2.618 |
57,075 |
1.618 |
53,265 |
1.000 |
50,910 |
0.618 |
49,455 |
HIGH |
47,100 |
0.618 |
45,645 |
0.500 |
45,195 |
0.382 |
44,745 |
LOW |
43,290 |
0.618 |
40,935 |
1.000 |
39,480 |
1.618 |
37,125 |
2.618 |
33,315 |
4.250 |
27,098 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
45,195 |
45,475 |
PP |
44,740 |
44,927 |
S1 |
44,285 |
44,378 |
|