Trading Metrics calculated at close of trading on 21-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,840.1 |
1,840.6 |
0.5 |
0.0% |
1,818.7 |
High |
1,848.5 |
1,843.7 |
-4.8 |
-0.3% |
1,848.5 |
Low |
1,836.2 |
1,828.4 |
-7.8 |
-0.4% |
1,804.7 |
Close |
1,842.6 |
1,831.8 |
-10.8 |
-0.6% |
1,831.8 |
Range |
12.3 |
15.3 |
3.0 |
24.4% |
43.8 |
ATR |
20.7 |
20.3 |
-0.4 |
-1.9% |
0.0 |
Volume |
233,862 |
225,249 |
-8,613 |
-3.7% |
1,140,544 |
|
Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.5 |
1,871.5 |
1,840.2 |
|
R3 |
1,865.2 |
1,856.2 |
1,836.0 |
|
R2 |
1,849.9 |
1,849.9 |
1,834.6 |
|
R1 |
1,840.9 |
1,840.9 |
1,833.2 |
1,837.8 |
PP |
1,834.6 |
1,834.6 |
1,834.6 |
1,833.1 |
S1 |
1,825.6 |
1,825.6 |
1,830.4 |
1,822.5 |
S2 |
1,819.3 |
1,819.3 |
1,829.0 |
|
S3 |
1,804.0 |
1,810.3 |
1,827.6 |
|
S4 |
1,788.7 |
1,795.0 |
1,823.4 |
|
|
Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.7 |
1,939.6 |
1,855.9 |
|
R3 |
1,915.9 |
1,895.8 |
1,843.8 |
|
R2 |
1,872.1 |
1,872.1 |
1,839.8 |
|
R1 |
1,852.0 |
1,852.0 |
1,835.8 |
1,862.1 |
PP |
1,828.3 |
1,828.3 |
1,828.3 |
1,833.4 |
S1 |
1,808.2 |
1,808.2 |
1,827.8 |
1,818.3 |
S2 |
1,784.5 |
1,784.5 |
1,823.8 |
|
S3 |
1,740.7 |
1,764.4 |
1,819.8 |
|
S4 |
1,696.9 |
1,720.6 |
1,807.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,848.5 |
1,804.7 |
43.8 |
2.4% |
19.2 |
1.0% |
62% |
False |
False |
263,097 |
10 |
1,848.5 |
1,781.3 |
67.2 |
3.7% |
17.9 |
1.0% |
75% |
False |
False |
232,011 |
20 |
1,848.5 |
1,781.3 |
67.2 |
3.7% |
18.9 |
1.0% |
75% |
False |
False |
185,822 |
40 |
1,848.5 |
1,753.0 |
95.5 |
5.2% |
20.0 |
1.1% |
83% |
False |
False |
165,693 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.0% |
21.5 |
1.2% |
61% |
False |
False |
125,479 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.6% |
21.7 |
1.2% |
68% |
False |
False |
95,372 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.6% |
21.9 |
1.2% |
68% |
False |
False |
76,807 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.0% |
22.2 |
1.2% |
75% |
False |
False |
64,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.7 |
2.618 |
1,883.8 |
1.618 |
1,868.5 |
1.000 |
1,859.0 |
0.618 |
1,853.2 |
HIGH |
1,843.7 |
0.618 |
1,837.9 |
0.500 |
1,836.1 |
0.382 |
1,834.2 |
LOW |
1,828.4 |
0.618 |
1,818.9 |
1.000 |
1,813.1 |
1.618 |
1,803.6 |
2.618 |
1,788.3 |
4.250 |
1,763.4 |
|
|
Fisher Pivots for day following 21-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,836.1 |
1,830.8 |
PP |
1,834.6 |
1,829.8 |
S1 |
1,833.2 |
1,828.8 |
|