Trading Metrics calculated at close of trading on 12-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,801.3 |
1,821.3 |
20.0 |
1.1% |
1,830.1 |
High |
1,823.1 |
1,828.2 |
5.1 |
0.3% |
1,833.0 |
Low |
1,799.7 |
1,814.4 |
14.7 |
0.8% |
1,781.3 |
Close |
1,818.5 |
1,827.3 |
8.8 |
0.5% |
1,797.4 |
Range |
23.4 |
13.8 |
-9.6 |
-41.0% |
51.7 |
ATR |
21.7 |
21.2 |
-0.6 |
-2.6% |
0.0 |
Volume |
184,152 |
192,979 |
8,827 |
4.8% |
986,932 |
|
Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.7 |
1,859.8 |
1,834.9 |
|
R3 |
1,850.9 |
1,846.0 |
1,831.1 |
|
R2 |
1,837.1 |
1,837.1 |
1,829.8 |
|
R1 |
1,832.2 |
1,832.2 |
1,828.6 |
1,834.7 |
PP |
1,823.3 |
1,823.3 |
1,823.3 |
1,824.5 |
S1 |
1,818.4 |
1,818.4 |
1,826.0 |
1,820.9 |
S2 |
1,809.5 |
1,809.5 |
1,824.8 |
|
S3 |
1,795.7 |
1,804.6 |
1,823.5 |
|
S4 |
1,781.9 |
1,790.8 |
1,819.7 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.0 |
1,929.9 |
1,825.8 |
|
R3 |
1,907.3 |
1,878.2 |
1,811.6 |
|
R2 |
1,855.6 |
1,855.6 |
1,806.9 |
|
R1 |
1,826.5 |
1,826.5 |
1,802.1 |
1,815.2 |
PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,798.3 |
S1 |
1,774.8 |
1,774.8 |
1,792.7 |
1,763.5 |
S2 |
1,752.2 |
1,752.2 |
1,787.9 |
|
S3 |
1,700.5 |
1,723.1 |
1,783.2 |
|
S4 |
1,648.8 |
1,671.4 |
1,769.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,828.2 |
1,781.3 |
46.9 |
2.6% |
18.6 |
1.0% |
98% |
True |
False |
205,549 |
10 |
1,833.0 |
1,781.3 |
51.7 |
2.8% |
20.8 |
1.1% |
89% |
False |
False |
175,714 |
20 |
1,833.0 |
1,753.0 |
80.0 |
4.4% |
19.6 |
1.1% |
93% |
False |
False |
151,043 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
21.4 |
1.2% |
58% |
False |
False |
138,985 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
21.8 |
1.2% |
58% |
False |
False |
100,447 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.0 |
1.2% |
65% |
False |
False |
76,401 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.0 |
1.2% |
65% |
False |
False |
61,543 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.0% |
22.1 |
1.2% |
73% |
False |
False |
51,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,886.9 |
2.618 |
1,864.3 |
1.618 |
1,850.5 |
1.000 |
1,842.0 |
0.618 |
1,836.7 |
HIGH |
1,828.2 |
0.618 |
1,822.9 |
0.500 |
1,821.3 |
0.382 |
1,819.7 |
LOW |
1,814.4 |
0.618 |
1,805.9 |
1.000 |
1,800.6 |
1.618 |
1,792.1 |
2.618 |
1,778.3 |
4.250 |
1,755.8 |
|
|
Fisher Pivots for day following 12-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,825.3 |
1,821.1 |
PP |
1,823.3 |
1,814.9 |
S1 |
1,821.3 |
1,808.8 |
|