Trading Metrics calculated at close of trading on 07-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,316.5 |
4,317.5 |
1.0 |
0.0% |
4,293.5 |
High |
4,335.5 |
4,326.5 |
-9.0 |
-0.2% |
4,381.5 |
Low |
4,283.0 |
4,263.5 |
-19.5 |
-0.5% |
4,263.5 |
Close |
4,309.5 |
4,287.5 |
-22.0 |
-0.5% |
4,287.5 |
Range |
52.5 |
63.0 |
10.5 |
20.0% |
118.0 |
ATR |
65.7 |
65.5 |
-0.2 |
-0.3% |
0.0 |
Volume |
699,349 |
651,510 |
-47,839 |
-6.8% |
2,832,051 |
|
Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,481.5 |
4,447.5 |
4,322.2 |
|
R3 |
4,418.5 |
4,384.5 |
4,304.8 |
|
R2 |
4,355.5 |
4,355.5 |
4,299.1 |
|
R1 |
4,321.5 |
4,321.5 |
4,293.3 |
4,307.0 |
PP |
4,292.5 |
4,292.5 |
4,292.5 |
4,285.3 |
S1 |
4,258.5 |
4,258.5 |
4,281.7 |
4,244.0 |
S2 |
4,229.5 |
4,229.5 |
4,276.0 |
|
S3 |
4,166.5 |
4,195.5 |
4,270.2 |
|
S4 |
4,103.5 |
4,132.5 |
4,252.9 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,664.8 |
4,594.2 |
4,352.4 |
|
R3 |
4,546.8 |
4,476.2 |
4,320.0 |
|
R2 |
4,428.8 |
4,428.8 |
4,309.1 |
|
R1 |
4,358.2 |
4,358.2 |
4,298.3 |
4,334.5 |
PP |
4,310.8 |
4,310.8 |
4,310.8 |
4,299.0 |
S1 |
4,240.2 |
4,240.2 |
4,276.7 |
4,216.5 |
S2 |
4,192.8 |
4,192.8 |
4,265.9 |
|
S3 |
4,074.8 |
4,122.2 |
4,255.1 |
|
S4 |
3,956.8 |
4,004.2 |
4,222.6 |
|
|
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 |
4,263.5 |
118.0 |
2.8% |
59.5 |
1.4% |
20% |
False |
True |
566,410 |
10 |
4,381.5 |
4,219.0 |
162.5 |
3.8% |
49.2 |
1.1% |
42% |
False |
False |
409,561 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.3% |
59.7 |
1.4% |
74% |
False |
False |
595,574 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
63.1 |
1.5% |
75% |
False |
False |
320,646 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
51.1 |
1.2% |
75% |
False |
False |
215,037 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
51.7 |
1.2% |
77% |
False |
False |
161,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,594.3 |
2.618 |
4,491.4 |
1.618 |
4,428.4 |
1.000 |
4,389.5 |
0.618 |
4,365.4 |
HIGH |
4,326.5 |
0.618 |
4,302.4 |
0.500 |
4,295.0 |
0.382 |
4,287.6 |
LOW |
4,263.5 |
0.618 |
4,224.6 |
1.000 |
4,200.5 |
1.618 |
4,161.6 |
2.618 |
4,098.6 |
4.250 |
3,995.8 |
|
|
Fisher Pivots for day following 07-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,295.0 |
4,322.5 |
PP |
4,292.5 |
4,310.8 |
S1 |
4,290.0 |
4,299.2 |
|