Trading Metrics calculated at close of trading on 11-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,282.0 |
4,270.0 |
-12.0 |
-0.3% |
4,293.5 |
High |
4,315.5 |
4,297.0 |
-18.5 |
-0.4% |
4,381.5 |
Low |
4,216.5 |
4,245.0 |
28.5 |
0.7% |
4,263.5 |
Close |
4,240.0 |
4,270.0 |
30.0 |
0.7% |
4,287.5 |
Range |
99.0 |
52.0 |
-47.0 |
-47.5% |
118.0 |
ATR |
67.9 |
67.1 |
-0.8 |
-1.1% |
0.0 |
Volume |
685,502 |
599,230 |
-86,272 |
-12.6% |
2,832,051 |
|
Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.7 |
4,400.3 |
4,298.6 |
|
R3 |
4,374.7 |
4,348.3 |
4,284.3 |
|
R2 |
4,322.7 |
4,322.7 |
4,279.5 |
|
R1 |
4,296.3 |
4,296.3 |
4,274.8 |
4,296.0 |
PP |
4,270.7 |
4,270.7 |
4,270.7 |
4,270.5 |
S1 |
4,244.3 |
4,244.3 |
4,265.2 |
4,244.0 |
S2 |
4,218.7 |
4,218.7 |
4,260.5 |
|
S3 |
4,166.7 |
4,192.3 |
4,255.7 |
|
S4 |
4,114.7 |
4,140.3 |
4,241.4 |
|
|
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% |
65.6 |
1.5% |
32% |
False |
False |
624,299 |
10 |
4,381.5 |
4,216.5 |
165.0 |
3.9% |
53.5 |
1.3% |
32% |
False |
False |
483,574 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.3% |
61.8 |
1.4% |
69% |
False |
False |
575,492 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
66.0 |
1.5% |
70% |
False |
False |
352,620 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
52.6 |
1.2% |
70% |
False |
False |
236,095 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
51.7 |
1.2% |
73% |
False |
False |
177,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,518.0 |
2.618 |
4,433.1 |
1.618 |
4,381.1 |
1.000 |
4,349.0 |
0.618 |
4,329.1 |
HIGH |
4,297.0 |
0.618 |
4,277.1 |
0.500 |
4,271.0 |
0.382 |
4,264.9 |
LOW |
4,245.0 |
0.618 |
4,212.9 |
1.000 |
4,193.0 |
1.618 |
4,160.9 |
2.618 |
4,108.9 |
4.250 |
4,024.0 |
|
|
Fisher Pivots for day following 11-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,271.0 |
4,271.5 |
PP |
4,270.7 |
4,271.0 |
S1 |
4,270.3 |
4,270.5 |
|