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 |
1,817.0 |
1,830.1 |
13.1 |
0.7% |
1,810.2 |
High |
1,831.4 |
1,833.0 |
1.6 |
0.1% |
1,831.4 |
Low |
1,815.4 |
1,798.2 |
-17.2 |
-0.9% |
1,789.1 |
Close |
1,828.6 |
1,800.1 |
-28.5 |
-1.6% |
1,828.6 |
Range |
16.0 |
34.8 |
18.8 |
117.5% |
42.3 |
ATR |
20.3 |
21.4 |
1.0 |
5.1% |
0.0 |
Volume |
106,604 |
168,305 |
61,701 |
57.9% |
543,486 |
|
Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.8 |
1,892.3 |
1,819.2 |
|
R3 |
1,880.0 |
1,857.5 |
1,809.7 |
|
R2 |
1,845.2 |
1,845.2 |
1,806.5 |
|
R1 |
1,822.7 |
1,822.7 |
1,803.3 |
1,816.6 |
PP |
1,810.4 |
1,810.4 |
1,810.4 |
1,807.4 |
S1 |
1,787.9 |
1,787.9 |
1,796.9 |
1,781.8 |
S2 |
1,775.6 |
1,775.6 |
1,793.7 |
|
S3 |
1,740.8 |
1,753.1 |
1,790.5 |
|
S4 |
1,706.0 |
1,718.3 |
1,781.0 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.3 |
1,928.2 |
1,851.9 |
|
R3 |
1,901.0 |
1,885.9 |
1,840.2 |
|
R2 |
1,858.7 |
1,858.7 |
1,836.4 |
|
R1 |
1,843.6 |
1,843.6 |
1,832.5 |
1,851.2 |
PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,820.1 |
S1 |
1,801.3 |
1,801.3 |
1,824.7 |
1,808.9 |
S2 |
1,774.1 |
1,774.1 |
1,820.8 |
|
S3 |
1,731.8 |
1,759.0 |
1,817.0 |
|
S4 |
1,689.5 |
1,716.7 |
1,805.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,833.0 |
1,789.1 |
43.9 |
2.4% |
21.5 |
1.2% |
25% |
True |
False |
125,513 |
10 |
1,833.0 |
1,785.0 |
48.0 |
2.7% |
18.5 |
1.0% |
31% |
True |
False |
116,658 |
20 |
1,833.0 |
1,753.0 |
80.0 |
4.4% |
18.5 |
1.0% |
59% |
True |
False |
126,070 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
22.3 |
1.2% |
37% |
False |
False |
114,249 |
60 |
1,881.9 |
1,752.1 |
129.8 |
7.2% |
22.1 |
1.2% |
37% |
False |
False |
78,162 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.5 |
1.3% |
48% |
False |
False |
59,504 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
21.8 |
1.2% |
48% |
False |
False |
47,959 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.1 |
1.2% |
59% |
False |
False |
40,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.9 |
2.618 |
1,924.1 |
1.618 |
1,889.3 |
1.000 |
1,867.8 |
0.618 |
1,854.5 |
HIGH |
1,833.0 |
0.618 |
1,819.7 |
0.500 |
1,815.6 |
0.382 |
1,811.5 |
LOW |
1,798.2 |
0.618 |
1,776.7 |
1.000 |
1,763.4 |
1.618 |
1,741.9 |
2.618 |
1,707.1 |
4.250 |
1,650.3 |
|
|
Fisher Pivots for day following 03-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,815.6 |
1,814.6 |
PP |
1,810.4 |
1,809.8 |
S1 |
1,805.3 |
1,804.9 |
|