Trading Metrics calculated at close of trading on 27-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,848.0 |
1,819.0 |
-29.0 |
-1.6% |
1,818.7 |
High |
1,850.2 |
1,821.4 |
-28.8 |
-1.6% |
1,848.5 |
Low |
1,814.1 |
1,790.6 |
-23.5 |
-1.3% |
1,804.7 |
Close |
1,829.7 |
1,793.1 |
-36.6 |
-2.0% |
1,831.8 |
Range |
36.1 |
30.8 |
-5.3 |
-14.7% |
43.8 |
ATR |
21.3 |
22.5 |
1.3 |
6.0% |
0.0 |
Volume |
270,028 |
196,036 |
-73,992 |
-27.4% |
1,140,544 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.1 |
1,874.4 |
1,810.0 |
|
R3 |
1,863.3 |
1,843.6 |
1,801.6 |
|
R2 |
1,832.5 |
1,832.5 |
1,798.7 |
|
R1 |
1,812.8 |
1,812.8 |
1,795.9 |
1,807.3 |
PP |
1,801.7 |
1,801.7 |
1,801.7 |
1,798.9 |
S1 |
1,782.0 |
1,782.0 |
1,790.3 |
1,776.5 |
S2 |
1,770.9 |
1,770.9 |
1,787.5 |
|
S3 |
1,740.1 |
1,751.2 |
1,784.6 |
|
S4 |
1,709.3 |
1,720.4 |
1,776.2 |
|
|
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 |
1,854.2 |
1,790.6 |
63.6 |
3.5% |
23.5 |
1.3% |
4% |
False |
True |
226,688 |
10 |
1,854.2 |
1,790.6 |
63.6 |
3.5% |
21.5 |
1.2% |
4% |
False |
True |
243,920 |
20 |
1,854.2 |
1,781.3 |
72.9 |
4.1% |
21.1 |
1.2% |
16% |
False |
False |
209,817 |
40 |
1,854.2 |
1,753.0 |
101.2 |
5.6% |
19.7 |
1.1% |
40% |
False |
False |
171,441 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
21.8 |
1.2% |
31% |
False |
False |
140,011 |
80 |
1,881.9 |
1,747.9 |
134.0 |
7.5% |
21.7 |
1.2% |
34% |
False |
False |
106,394 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.3 |
1.2% |
44% |
False |
False |
85,796 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.2 |
1.2% |
56% |
False |
False |
71,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.3 |
2.618 |
1,902.0 |
1.618 |
1,871.2 |
1.000 |
1,852.2 |
0.618 |
1,840.4 |
HIGH |
1,821.4 |
0.618 |
1,809.6 |
0.500 |
1,806.0 |
0.382 |
1,802.4 |
LOW |
1,790.6 |
0.618 |
1,771.6 |
1.000 |
1,759.8 |
1.618 |
1,740.8 |
2.618 |
1,710.0 |
4.250 |
1,659.7 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,806.0 |
1,822.4 |
PP |
1,801.7 |
1,812.6 |
S1 |
1,797.4 |
1,802.9 |
|