Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,815.2 |
1,810.6 |
-4.6 |
-0.3% |
1,810.2 |
High |
1,830.7 |
1,811.6 |
-19.1 |
-1.0% |
1,831.4 |
Low |
1,808.2 |
1,785.4 |
-22.8 |
-1.3% |
1,789.1 |
Close |
1,825.1 |
1,789.2 |
-35.9 |
-2.0% |
1,828.6 |
Range |
22.5 |
26.2 |
3.7 |
16.4% |
42.3 |
ATR |
21.3 |
22.6 |
1.3 |
6.2% |
0.0 |
Volume |
173,344 |
238,644 |
65,300 |
37.7% |
543,486 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.0 |
1,857.8 |
1,803.6 |
|
R3 |
1,847.8 |
1,831.6 |
1,796.4 |
|
R2 |
1,821.6 |
1,821.6 |
1,794.0 |
|
R1 |
1,805.4 |
1,805.4 |
1,791.6 |
1,800.4 |
PP |
1,795.4 |
1,795.4 |
1,795.4 |
1,792.9 |
S1 |
1,779.2 |
1,779.2 |
1,786.8 |
1,774.2 |
S2 |
1,769.2 |
1,769.2 |
1,784.4 |
|
S3 |
1,743.0 |
1,753.0 |
1,782.0 |
|
S4 |
1,716.8 |
1,726.8 |
1,774.8 |
|
|
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 |
1,785.4 |
47.6 |
2.7% |
23.7 |
1.3% |
8% |
False |
True |
170,921 |
10 |
1,833.0 |
1,785.4 |
47.6 |
2.7% |
20.0 |
1.1% |
8% |
False |
True |
139,633 |
20 |
1,833.0 |
1,753.0 |
80.0 |
4.5% |
19.7 |
1.1% |
45% |
False |
False |
137,851 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
22.4 |
1.3% |
28% |
False |
False |
125,182 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
22.3 |
1.2% |
28% |
False |
False |
87,547 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.6 |
1.3% |
41% |
False |
False |
66,645 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
21.9 |
1.2% |
41% |
False |
False |
53,713 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.1 |
1.2% |
54% |
False |
False |
45,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.0 |
2.618 |
1,880.2 |
1.618 |
1,854.0 |
1.000 |
1,837.8 |
0.618 |
1,827.8 |
HIGH |
1,811.6 |
0.618 |
1,801.6 |
0.500 |
1,798.5 |
0.382 |
1,795.4 |
LOW |
1,785.4 |
0.618 |
1,769.2 |
1.000 |
1,759.2 |
1.618 |
1,743.0 |
2.618 |
1,716.8 |
4.250 |
1,674.1 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,798.5 |
1,808.1 |
PP |
1,795.4 |
1,801.8 |
S1 |
1,792.3 |
1,795.5 |
|