Trading Metrics calculated at close of trading on 10-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,317.5 |
4,282.0 |
-35.5 |
-0.8% |
4,293.5 |
High |
4,326.5 |
4,315.5 |
-11.0 |
-0.3% |
4,381.5 |
Low |
4,263.5 |
4,216.5 |
-47.0 |
-1.1% |
4,263.5 |
Close |
4,287.5 |
4,240.0 |
-47.5 |
-1.1% |
4,287.5 |
Range |
63.0 |
99.0 |
36.0 |
57.1% |
118.0 |
ATR |
65.5 |
67.9 |
2.4 |
3.6% |
0.0 |
Volume |
651,510 |
685,502 |
33,992 |
5.2% |
2,832,051 |
|
Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.3 |
4,496.2 |
4,294.5 |
|
R3 |
4,455.3 |
4,397.2 |
4,267.2 |
|
R2 |
4,356.3 |
4,356.3 |
4,258.2 |
|
R1 |
4,298.2 |
4,298.2 |
4,249.1 |
4,277.8 |
PP |
4,257.3 |
4,257.3 |
4,257.3 |
4,247.1 |
S1 |
4,199.2 |
4,199.2 |
4,230.9 |
4,178.8 |
S2 |
4,158.3 |
4,158.3 |
4,221.9 |
|
S3 |
4,059.3 |
4,100.2 |
4,212.8 |
|
S4 |
3,960.3 |
4,001.2 |
4,185.6 |
|
|
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 |
4,216.5 |
165.0 |
3.9% |
67.2 |
1.6% |
14% |
False |
True |
612,514 |
10 |
4,381.5 |
4,216.5 |
165.0 |
3.9% |
51.9 |
1.2% |
14% |
False |
True |
453,428 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.4% |
62.5 |
1.5% |
60% |
False |
False |
606,492 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
65.1 |
1.5% |
63% |
False |
False |
337,649 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
52.4 |
1.2% |
63% |
False |
False |
226,108 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.8% |
51.9 |
1.2% |
67% |
False |
False |
170,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,736.3 |
2.618 |
4,574.7 |
1.618 |
4,475.7 |
1.000 |
4,414.5 |
0.618 |
4,376.7 |
HIGH |
4,315.5 |
0.618 |
4,277.7 |
0.500 |
4,266.0 |
0.382 |
4,254.3 |
LOW |
4,216.5 |
0.618 |
4,155.3 |
1.000 |
4,117.5 |
1.618 |
4,056.3 |
2.618 |
3,957.3 |
4.250 |
3,795.8 |
|
|
Fisher Pivots for day following 10-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,266.0 |
4,276.0 |
PP |
4,257.3 |
4,264.0 |
S1 |
4,248.7 |
4,252.0 |
|