Trading Metrics calculated at close of trading on 12-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,270.0 |
4,296.5 |
26.5 |
0.6% |
4,293.5 |
High |
4,297.0 |
4,317.0 |
20.0 |
0.5% |
4,381.5 |
Low |
4,245.0 |
4,276.0 |
31.0 |
0.7% |
4,263.5 |
Close |
4,270.0 |
4,303.0 |
33.0 |
0.8% |
4,287.5 |
Range |
52.0 |
41.0 |
-11.0 |
-21.2% |
118.0 |
ATR |
67.1 |
65.7 |
-1.4 |
-2.1% |
0.0 |
Volume |
599,230 |
659,939 |
60,709 |
10.1% |
2,832,051 |
|
Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,421.7 |
4,403.3 |
4,325.6 |
|
R3 |
4,380.7 |
4,362.3 |
4,314.3 |
|
R2 |
4,339.7 |
4,339.7 |
4,310.5 |
|
R1 |
4,321.3 |
4,321.3 |
4,306.8 |
4,330.5 |
PP |
4,298.7 |
4,298.7 |
4,298.7 |
4,303.3 |
S1 |
4,280.3 |
4,280.3 |
4,299.2 |
4,289.5 |
S2 |
4,257.7 |
4,257.7 |
4,295.5 |
|
S3 |
4,216.7 |
4,239.3 |
4,291.7 |
|
S4 |
4,175.7 |
4,198.3 |
4,280.5 |
|
|
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 |
4,335.5 |
4,216.5 |
119.0 |
2.8% |
61.5 |
1.4% |
73% |
False |
False |
659,106 |
10 |
4,381.5 |
4,216.5 |
165.0 |
3.8% |
52.5 |
1.2% |
52% |
False |
False |
515,351 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.3% |
60.0 |
1.4% |
78% |
False |
False |
538,324 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
66.7 |
1.5% |
78% |
False |
False |
368,848 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
53.0 |
1.2% |
78% |
False |
False |
247,089 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.6% |
51.7 |
1.2% |
80% |
False |
False |
185,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,491.3 |
2.618 |
4,424.3 |
1.618 |
4,383.3 |
1.000 |
4,358.0 |
0.618 |
4,342.3 |
HIGH |
4,317.0 |
0.618 |
4,301.3 |
0.500 |
4,296.5 |
0.382 |
4,291.7 |
LOW |
4,276.0 |
0.618 |
4,250.7 |
1.000 |
4,235.0 |
1.618 |
4,209.7 |
2.618 |
4,168.7 |
4.250 |
4,101.8 |
|
|
Fisher Pivots for day following 12-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,300.8 |
4,290.9 |
PP |
4,298.7 |
4,278.8 |
S1 |
4,296.5 |
4,266.8 |
|