| 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 |
1,801.1 |
1,815.2 |
14.1 |
0.8% |
1,810.2 |
| High |
1,817.2 |
1,830.7 |
13.5 |
0.7% |
1,831.4 |
| Low |
1,798.1 |
1,808.2 |
10.1 |
0.6% |
1,789.1 |
| Close |
1,814.6 |
1,825.1 |
10.5 |
0.6% |
1,828.6 |
| Range |
19.1 |
22.5 |
3.4 |
17.8% |
42.3 |
| ATR |
21.2 |
21.3 |
0.1 |
0.4% |
0.0 |
| Volume |
167,708 |
173,344 |
5,636 |
3.4% |
543,486 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.8 |
1,879.5 |
1,837.5 |
|
| R3 |
1,866.3 |
1,857.0 |
1,831.3 |
|
| R2 |
1,843.8 |
1,843.8 |
1,829.2 |
|
| R1 |
1,834.5 |
1,834.5 |
1,827.2 |
1,839.2 |
| PP |
1,821.3 |
1,821.3 |
1,821.3 |
1,823.7 |
| S1 |
1,812.0 |
1,812.0 |
1,823.0 |
1,816.7 |
| S2 |
1,798.8 |
1,798.8 |
1,821.0 |
|
| S3 |
1,776.3 |
1,789.5 |
1,818.9 |
|
| S4 |
1,753.8 |
1,767.0 |
1,812.7 |
|
|
| 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 |
1,796.2 |
36.8 |
2.0% |
22.9 |
1.3% |
79% |
False |
False |
145,878 |
| 10 |
1,833.0 |
1,785.8 |
47.2 |
2.6% |
19.4 |
1.1% |
83% |
False |
False |
126,809 |
| 20 |
1,833.0 |
1,753.0 |
80.0 |
4.4% |
19.1 |
1.0% |
90% |
False |
False |
131,404 |
| 40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.1 |
1.2% |
56% |
False |
False |
120,578 |
| 60 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.2 |
1.2% |
56% |
False |
False |
83,650 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.6 |
1.2% |
64% |
False |
False |
63,684 |
| 100 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
21.9 |
1.2% |
64% |
False |
False |
51,333 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.1 |
1.2% |
72% |
False |
False |
43,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.3 |
|
2.618 |
1,889.6 |
|
1.618 |
1,867.1 |
|
1.000 |
1,853.2 |
|
0.618 |
1,844.6 |
|
HIGH |
1,830.7 |
|
0.618 |
1,822.1 |
|
0.500 |
1,819.5 |
|
0.382 |
1,816.8 |
|
LOW |
1,808.2 |
|
0.618 |
1,794.3 |
|
1.000 |
1,785.7 |
|
1.618 |
1,771.8 |
|
2.618 |
1,749.3 |
|
4.250 |
1,712.6 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,823.2 |
1,821.9 |
| PP |
1,821.3 |
1,818.7 |
| S1 |
1,819.5 |
1,815.6 |
|