Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,821.3 |
1,825.7 |
4.4 |
0.2% |
1,830.1 |
High |
1,828.2 |
1,828.3 |
0.1 |
0.0% |
1,833.0 |
Low |
1,814.4 |
1,811.8 |
-2.6 |
-0.1% |
1,781.3 |
Close |
1,827.3 |
1,821.4 |
-5.9 |
-0.3% |
1,797.4 |
Range |
13.8 |
16.5 |
2.7 |
19.6% |
51.7 |
ATR |
21.2 |
20.8 |
-0.3 |
-1.6% |
0.0 |
Volume |
192,979 |
215,522 |
22,543 |
11.7% |
986,932 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.0 |
1,862.2 |
1,830.5 |
|
R3 |
1,853.5 |
1,845.7 |
1,825.9 |
|
R2 |
1,837.0 |
1,837.0 |
1,824.4 |
|
R1 |
1,829.2 |
1,829.2 |
1,822.9 |
1,824.9 |
PP |
1,820.5 |
1,820.5 |
1,820.5 |
1,818.3 |
S1 |
1,812.7 |
1,812.7 |
1,819.9 |
1,808.4 |
S2 |
1,804.0 |
1,804.0 |
1,818.4 |
|
S3 |
1,787.5 |
1,796.2 |
1,816.9 |
|
S4 |
1,771.0 |
1,779.7 |
1,812.3 |
|
|
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 |
1,828.3 |
1,781.3 |
47.0 |
2.6% |
16.7 |
0.9% |
85% |
True |
False |
200,925 |
10 |
1,833.0 |
1,781.3 |
51.7 |
2.8% |
20.2 |
1.1% |
78% |
False |
False |
185,923 |
20 |
1,833.0 |
1,775.7 |
57.3 |
3.1% |
19.0 |
1.0% |
80% |
False |
False |
153,764 |
40 |
1,875.9 |
1,753.0 |
122.9 |
6.7% |
21.1 |
1.2% |
56% |
False |
False |
143,757 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
21.7 |
1.2% |
53% |
False |
False |
104,013 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.0 |
1.2% |
62% |
False |
False |
79,068 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
21.9 |
1.2% |
62% |
False |
False |
63,685 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.1 |
1.2% |
70% |
False |
False |
53,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.4 |
2.618 |
1,871.5 |
1.618 |
1,855.0 |
1.000 |
1,844.8 |
0.618 |
1,838.5 |
HIGH |
1,828.3 |
0.618 |
1,822.0 |
0.500 |
1,820.1 |
0.382 |
1,818.1 |
LOW |
1,811.8 |
0.618 |
1,801.6 |
1.000 |
1,795.3 |
1.618 |
1,785.1 |
2.618 |
1,768.6 |
4.250 |
1,741.7 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,821.0 |
1,818.9 |
PP |
1,820.5 |
1,816.5 |
S1 |
1,820.1 |
1,814.0 |
|