Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,296.5 |
4,301.5 |
5.0 |
0.1% |
4,293.5 |
High |
4,317.0 |
4,324.5 |
7.5 |
0.2% |
4,381.5 |
Low |
4,276.0 |
4,258.0 |
-18.0 |
-0.4% |
4,263.5 |
Close |
4,303.0 |
4,303.0 |
0.0 |
0.0% |
4,287.5 |
Range |
41.0 |
66.5 |
25.5 |
62.2% |
118.0 |
ATR |
65.7 |
65.8 |
0.1 |
0.1% |
0.0 |
Volume |
659,939 |
502,452 |
-157,487 |
-23.9% |
2,832,051 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.7 |
4,465.3 |
4,339.6 |
|
R3 |
4,428.2 |
4,398.8 |
4,321.3 |
|
R2 |
4,361.7 |
4,361.7 |
4,315.2 |
|
R1 |
4,332.3 |
4,332.3 |
4,309.1 |
4,347.0 |
PP |
4,295.2 |
4,295.2 |
4,295.2 |
4,302.5 |
S1 |
4,265.8 |
4,265.8 |
4,296.9 |
4,280.5 |
S2 |
4,228.7 |
4,228.7 |
4,290.8 |
|
S3 |
4,162.2 |
4,199.3 |
4,284.7 |
|
S4 |
4,095.7 |
4,132.8 |
4,266.4 |
|
|
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 |
4,326.5 |
4,216.5 |
110.0 |
2.6% |
64.3 |
1.5% |
79% |
False |
False |
619,726 |
10 |
4,381.5 |
4,216.5 |
165.0 |
3.8% |
55.6 |
1.3% |
52% |
False |
False |
527,917 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.3% |
59.5 |
1.4% |
78% |
False |
False |
513,398 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
68.1 |
1.6% |
78% |
False |
False |
381,308 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
53.7 |
1.2% |
78% |
False |
False |
255,463 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.6% |
51.4 |
1.2% |
80% |
False |
False |
192,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,607.1 |
2.618 |
4,498.6 |
1.618 |
4,432.1 |
1.000 |
4,391.0 |
0.618 |
4,365.6 |
HIGH |
4,324.5 |
0.618 |
4,299.1 |
0.500 |
4,291.3 |
0.382 |
4,283.4 |
LOW |
4,258.0 |
0.618 |
4,216.9 |
1.000 |
4,191.5 |
1.618 |
4,150.4 |
2.618 |
4,083.9 |
4.250 |
3,975.4 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,299.1 |
4,296.9 |
PP |
4,295.2 |
4,290.8 |
S1 |
4,291.3 |
4,284.8 |
|