| 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 |
1,830.1 |
1,801.1 |
-29.0 |
-1.6% |
1,810.2 |
| High |
1,833.0 |
1,817.2 |
-15.8 |
-0.9% |
1,831.4 |
| Low |
1,798.2 |
1,798.1 |
-0.1 |
0.0% |
1,789.1 |
| Close |
1,800.1 |
1,814.6 |
14.5 |
0.8% |
1,828.6 |
| Range |
34.8 |
19.1 |
-15.7 |
-45.1% |
42.3 |
| ATR |
21.4 |
21.2 |
-0.2 |
-0.8% |
0.0 |
| Volume |
168,305 |
167,708 |
-597 |
-0.4% |
543,486 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,867.3 |
1,860.0 |
1,825.1 |
|
| R3 |
1,848.2 |
1,840.9 |
1,819.9 |
|
| R2 |
1,829.1 |
1,829.1 |
1,818.1 |
|
| R1 |
1,821.8 |
1,821.8 |
1,816.4 |
1,825.5 |
| PP |
1,810.0 |
1,810.0 |
1,810.0 |
1,811.8 |
| S1 |
1,802.7 |
1,802.7 |
1,812.8 |
1,806.4 |
| S2 |
1,790.9 |
1,790.9 |
1,811.1 |
|
| S3 |
1,771.8 |
1,783.6 |
1,809.3 |
|
| S4 |
1,752.7 |
1,764.5 |
1,804.1 |
|
|
| 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% |
22.1 |
1.2% |
58% |
False |
False |
138,946 |
| 10 |
1,833.0 |
1,785.0 |
48.0 |
2.6% |
18.8 |
1.0% |
62% |
False |
False |
122,890 |
| 20 |
1,833.0 |
1,753.0 |
80.0 |
4.4% |
18.9 |
1.0% |
77% |
False |
False |
129,231 |
| 40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
21.9 |
1.2% |
48% |
False |
False |
117,236 |
| 60 |
1,881.9 |
1,752.1 |
129.8 |
7.2% |
22.0 |
1.2% |
48% |
False |
False |
80,832 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.5 |
1.2% |
57% |
False |
False |
61,564 |
| 100 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
21.9 |
1.2% |
57% |
False |
False |
49,610 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.1 |
1.2% |
67% |
False |
False |
41,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,898.4 |
|
2.618 |
1,867.2 |
|
1.618 |
1,848.1 |
|
1.000 |
1,836.3 |
|
0.618 |
1,829.0 |
|
HIGH |
1,817.2 |
|
0.618 |
1,809.9 |
|
0.500 |
1,807.7 |
|
0.382 |
1,805.4 |
|
LOW |
1,798.1 |
|
0.618 |
1,786.3 |
|
1.000 |
1,779.0 |
|
1.618 |
1,767.2 |
|
2.618 |
1,748.1 |
|
4.250 |
1,716.9 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.3 |
1,815.6 |
| PP |
1,810.0 |
1,815.2 |
| S1 |
1,807.7 |
1,814.9 |
|