| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,290.5 |
4,242.0 |
-48.5 |
-1.1% |
4,282.0 |
| High |
4,298.5 |
4,291.5 |
-7.0 |
-0.2% |
4,324.5 |
| Low |
4,220.0 |
4,212.0 |
-8.0 |
-0.2% |
4,216.5 |
| Close |
4,252.5 |
4,249.0 |
-3.5 |
-0.1% |
4,257.0 |
| Range |
78.5 |
79.5 |
1.0 |
1.3% |
108.0 |
| ATR |
66.3 |
67.2 |
0.9 |
1.4% |
0.0 |
| Volume |
759,822 |
772,282 |
12,460 |
1.6% |
3,074,602 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,489.3 |
4,448.7 |
4,292.7 |
|
| R3 |
4,409.8 |
4,369.2 |
4,270.9 |
|
| R2 |
4,330.3 |
4,330.3 |
4,263.6 |
|
| R1 |
4,289.7 |
4,289.7 |
4,256.3 |
4,310.0 |
| PP |
4,250.8 |
4,250.8 |
4,250.8 |
4,261.0 |
| S1 |
4,210.2 |
4,210.2 |
4,241.7 |
4,230.5 |
| S2 |
4,171.3 |
4,171.3 |
4,234.4 |
|
| S3 |
4,091.8 |
4,130.7 |
4,227.1 |
|
| S4 |
4,012.3 |
4,051.2 |
4,205.3 |
|
|
| 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 |
4,212.0 |
112.5 |
2.6% |
61.2 |
1.4% |
33% |
False |
True |
664,394 |
| 10 |
4,381.5 |
4,212.0 |
169.5 |
4.0% |
63.4 |
1.5% |
22% |
False |
True |
644,346 |
| 20 |
4,381.5 |
4,108.5 |
273.0 |
6.4% |
57.1 |
1.3% |
51% |
False |
False |
498,750 |
| 40 |
4,381.5 |
3,980.0 |
401.5 |
9.4% |
69.4 |
1.6% |
67% |
False |
False |
433,853 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
55.7 |
1.3% |
65% |
False |
False |
291,377 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
10.8% |
53.0 |
1.2% |
69% |
False |
False |
219,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,629.4 |
|
2.618 |
4,499.6 |
|
1.618 |
4,420.1 |
|
1.000 |
4,371.0 |
|
0.618 |
4,340.6 |
|
HIGH |
4,291.5 |
|
0.618 |
4,261.1 |
|
0.500 |
4,251.8 |
|
0.382 |
4,242.4 |
|
LOW |
4,212.0 |
|
0.618 |
4,162.9 |
|
1.000 |
4,132.5 |
|
1.618 |
4,083.4 |
|
2.618 |
4,003.9 |
|
4.250 |
3,874.1 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,251.8 |
4,255.3 |
| PP |
4,250.8 |
4,253.2 |
| S1 |
4,249.9 |
4,251.1 |
|