| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,327.0 |
4,349.5 |
22.5 |
0.5% |
4,250.0 |
| High |
4,375.5 |
4,381.5 |
6.0 |
0.1% |
4,306.0 |
| Low |
4,315.5 |
4,320.0 |
4.5 |
0.1% |
4,219.0 |
| Close |
4,346.5 |
4,379.5 |
33.0 |
0.8% |
4,287.5 |
| Range |
60.0 |
61.5 |
1.5 |
2.5% |
87.0 |
| ATR |
63.5 |
63.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
540,307 |
485,904 |
-54,403 |
-10.1% |
1,263,562 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,544.8 |
4,523.7 |
4,413.3 |
|
| R3 |
4,483.3 |
4,462.2 |
4,396.4 |
|
| R2 |
4,421.8 |
4,421.8 |
4,390.8 |
|
| R1 |
4,400.7 |
4,400.7 |
4,385.1 |
4,411.3 |
| PP |
4,360.3 |
4,360.3 |
4,360.3 |
4,365.6 |
| S1 |
4,339.2 |
4,339.2 |
4,373.9 |
4,349.8 |
| S2 |
4,298.8 |
4,298.8 |
4,368.2 |
|
| S3 |
4,237.3 |
4,277.7 |
4,362.6 |
|
| S4 |
4,175.8 |
4,216.2 |
4,345.7 |
|
|
| 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 |
4,381.5 |
4,260.5 |
121.0 |
2.8% |
43.5 |
1.0% |
98% |
True |
False |
371,597 |
| 10 |
4,381.5 |
4,149.0 |
232.5 |
5.3% |
49.8 |
1.1% |
99% |
True |
False |
352,900 |
| 20 |
4,381.5 |
4,026.0 |
355.5 |
8.1% |
59.8 |
1.4% |
99% |
True |
False |
550,349 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.4% |
61.4 |
1.4% |
97% |
False |
False |
287,070 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.4% |
50.5 |
1.2% |
97% |
False |
False |
192,534 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
10.4% |
51.1 |
1.2% |
97% |
False |
False |
144,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,642.9 |
|
2.618 |
4,542.5 |
|
1.618 |
4,481.0 |
|
1.000 |
4,443.0 |
|
0.618 |
4,419.5 |
|
HIGH |
4,381.5 |
|
0.618 |
4,358.0 |
|
0.500 |
4,350.8 |
|
0.382 |
4,343.5 |
|
LOW |
4,320.0 |
|
0.618 |
4,282.0 |
|
1.000 |
4,258.5 |
|
1.618 |
4,220.5 |
|
2.618 |
4,159.0 |
|
4.250 |
4,058.6 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,369.9 |
4,362.8 |
| PP |
4,360.3 |
4,346.0 |
| S1 |
4,350.8 |
4,329.3 |
|