Trading Metrics calculated at close of trading on 18-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,272.0 |
4,290.5 |
18.5 |
0.4% |
4,282.0 |
High |
4,283.5 |
4,298.5 |
15.0 |
0.4% |
4,324.5 |
Low |
4,243.0 |
4,220.0 |
-23.0 |
-0.5% |
4,216.5 |
Close |
4,257.0 |
4,252.5 |
-4.5 |
-0.1% |
4,257.0 |
Range |
40.5 |
78.5 |
38.0 |
93.8% |
108.0 |
ATR |
65.3 |
66.3 |
0.9 |
1.4% |
0.0 |
Volume |
627,479 |
759,822 |
132,343 |
21.1% |
3,074,602 |
|
Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.5 |
4,451.0 |
4,295.7 |
|
R3 |
4,414.0 |
4,372.5 |
4,274.1 |
|
R2 |
4,335.5 |
4,335.5 |
4,266.9 |
|
R1 |
4,294.0 |
4,294.0 |
4,259.7 |
4,275.5 |
PP |
4,257.0 |
4,257.0 |
4,257.0 |
4,247.8 |
S1 |
4,215.5 |
4,215.5 |
4,245.3 |
4,197.0 |
S2 |
4,178.5 |
4,178.5 |
4,238.1 |
|
S3 |
4,100.0 |
4,137.0 |
4,230.9 |
|
S4 |
4,021.5 |
4,058.5 |
4,209.3 |
|
|
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 |
4,220.0 |
104.5 |
2.5% |
55.7 |
1.3% |
31% |
False |
True |
629,784 |
10 |
4,381.5 |
4,216.5 |
165.0 |
3.9% |
61.5 |
1.4% |
22% |
False |
False |
621,149 |
20 |
4,381.5 |
4,026.0 |
355.5 |
8.4% |
57.9 |
1.4% |
64% |
False |
False |
495,336 |
40 |
4,381.5 |
3,980.0 |
401.5 |
9.4% |
68.5 |
1.6% |
68% |
False |
False |
415,291 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
54.7 |
1.3% |
66% |
False |
False |
278,580 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.8% |
52.3 |
1.2% |
69% |
False |
False |
209,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.1 |
2.618 |
4,504.0 |
1.618 |
4,425.5 |
1.000 |
4,377.0 |
0.618 |
4,347.0 |
HIGH |
4,298.5 |
0.618 |
4,268.5 |
0.500 |
4,259.3 |
0.382 |
4,250.0 |
LOW |
4,220.0 |
0.618 |
4,171.5 |
1.000 |
4,141.5 |
1.618 |
4,093.0 |
2.618 |
4,014.5 |
4.250 |
3,886.4 |
|
|
Fisher Pivots for day following 18-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,259.3 |
4,272.3 |
PP |
4,257.0 |
4,265.7 |
S1 |
4,254.8 |
4,259.1 |
|