Trading Metrics calculated at close of trading on 04-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,293.5 |
4,327.0 |
33.5 |
0.8% |
4,250.0 |
High |
4,337.5 |
4,375.5 |
38.0 |
0.9% |
4,306.0 |
Low |
4,277.0 |
4,315.5 |
38.5 |
0.9% |
4,219.0 |
Close |
4,324.5 |
4,346.5 |
22.0 |
0.5% |
4,287.5 |
Range |
60.5 |
60.0 |
-0.5 |
-0.8% |
87.0 |
ATR |
63.8 |
63.5 |
-0.3 |
-0.4% |
0.0 |
Volume |
454,981 |
540,307 |
85,326 |
18.8% |
1,263,562 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.8 |
4,496.2 |
4,379.5 |
|
R3 |
4,465.8 |
4,436.2 |
4,363.0 |
|
R2 |
4,405.8 |
4,405.8 |
4,357.5 |
|
R1 |
4,376.2 |
4,376.2 |
4,352.0 |
4,391.0 |
PP |
4,345.8 |
4,345.8 |
4,345.8 |
4,353.3 |
S1 |
4,316.2 |
4,316.2 |
4,341.0 |
4,331.0 |
S2 |
4,285.8 |
4,285.8 |
4,335.5 |
|
S3 |
4,225.8 |
4,256.2 |
4,330.0 |
|
S4 |
4,165.8 |
4,196.2 |
4,313.5 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.8 |
4,496.7 |
4,335.4 |
|
R3 |
4,444.8 |
4,409.7 |
4,311.4 |
|
R2 |
4,357.8 |
4,357.8 |
4,303.5 |
|
R1 |
4,322.7 |
4,322.7 |
4,295.5 |
4,340.3 |
PP |
4,270.8 |
4,270.8 |
4,270.8 |
4,279.6 |
S1 |
4,235.7 |
4,235.7 |
4,279.5 |
4,253.3 |
S2 |
4,183.8 |
4,183.8 |
4,271.6 |
|
S3 |
4,096.8 |
4,148.7 |
4,263.6 |
|
S4 |
4,009.8 |
4,061.7 |
4,239.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,375.5 |
4,253.5 |
122.0 |
2.8% |
41.3 |
1.0% |
76% |
True |
False |
342,849 |
10 |
4,375.5 |
4,108.5 |
267.0 |
6.1% |
50.8 |
1.2% |
89% |
True |
False |
353,153 |
20 |
4,375.5 |
4,026.0 |
349.5 |
8.0% |
63.6 |
1.5% |
92% |
True |
False |
532,723 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.5% |
60.5 |
1.4% |
89% |
False |
False |
274,971 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.5% |
49.9 |
1.1% |
89% |
False |
False |
184,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,630.5 |
2.618 |
4,532.6 |
1.618 |
4,472.6 |
1.000 |
4,435.5 |
0.618 |
4,412.6 |
HIGH |
4,375.5 |
0.618 |
4,352.6 |
0.500 |
4,345.5 |
0.382 |
4,338.4 |
LOW |
4,315.5 |
0.618 |
4,278.4 |
1.000 |
4,255.5 |
1.618 |
4,218.4 |
2.618 |
4,158.4 |
4.250 |
4,060.5 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,346.2 |
4,339.8 |
PP |
4,345.8 |
4,333.0 |
S1 |
4,345.5 |
4,326.3 |
|