| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,301.5 |
4,272.0 |
-29.5 |
-0.7% |
4,282.0 |
| High |
4,324.5 |
4,283.5 |
-41.0 |
-0.9% |
4,324.5 |
| Low |
4,258.0 |
4,243.0 |
-15.0 |
-0.4% |
4,216.5 |
| Close |
4,303.0 |
4,257.0 |
-46.0 |
-1.1% |
4,257.0 |
| Range |
66.5 |
40.5 |
-26.0 |
-39.1% |
108.0 |
| ATR |
65.8 |
65.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
502,452 |
627,479 |
125,027 |
24.9% |
3,074,602 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,382.7 |
4,360.3 |
4,279.3 |
|
| R3 |
4,342.2 |
4,319.8 |
4,268.1 |
|
| R2 |
4,301.7 |
4,301.7 |
4,264.4 |
|
| R1 |
4,279.3 |
4,279.3 |
4,260.7 |
4,270.3 |
| PP |
4,261.2 |
4,261.2 |
4,261.2 |
4,256.6 |
| S1 |
4,238.8 |
4,238.8 |
4,253.3 |
4,229.8 |
| S2 |
4,220.7 |
4,220.7 |
4,249.6 |
|
| S3 |
4,180.2 |
4,198.3 |
4,245.9 |
|
| S4 |
4,139.7 |
4,157.8 |
4,234.7 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,590.0 |
4,531.5 |
4,316.4 |
|
| R3 |
4,482.0 |
4,423.5 |
4,286.7 |
|
| R2 |
4,374.0 |
4,374.0 |
4,276.8 |
|
| R1 |
4,315.5 |
4,315.5 |
4,266.9 |
4,290.8 |
| PP |
4,266.0 |
4,266.0 |
4,266.0 |
4,253.6 |
| S1 |
4,207.5 |
4,207.5 |
4,247.1 |
4,182.8 |
| S2 |
4,158.0 |
4,158.0 |
4,237.2 |
|
| S3 |
4,050.0 |
4,099.5 |
4,227.3 |
|
| S4 |
3,942.0 |
3,991.5 |
4,197.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,324.5 |
4,216.5 |
108.0 |
2.5% |
59.8 |
1.4% |
38% |
False |
False |
614,920 |
| 10 |
4,381.5 |
4,216.5 |
165.0 |
3.9% |
59.7 |
1.4% |
25% |
False |
False |
590,665 |
| 20 |
4,381.5 |
4,026.0 |
355.5 |
8.4% |
57.4 |
1.3% |
65% |
False |
False |
502,773 |
| 40 |
4,381.5 |
3,980.0 |
401.5 |
9.4% |
68.2 |
1.6% |
69% |
False |
False |
396,869 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
53.8 |
1.3% |
67% |
False |
False |
265,919 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
51.6 |
1.2% |
70% |
False |
False |
200,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,455.6 |
|
2.618 |
4,389.5 |
|
1.618 |
4,349.0 |
|
1.000 |
4,324.0 |
|
0.618 |
4,308.5 |
|
HIGH |
4,283.5 |
|
0.618 |
4,268.0 |
|
0.500 |
4,263.3 |
|
0.382 |
4,258.5 |
|
LOW |
4,243.0 |
|
0.618 |
4,218.0 |
|
1.000 |
4,202.5 |
|
1.618 |
4,177.5 |
|
2.618 |
4,137.0 |
|
4.250 |
4,070.9 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,263.3 |
4,283.8 |
| PP |
4,261.2 |
4,274.8 |
| S1 |
4,259.1 |
4,265.9 |
|