Trading Metrics calculated at close of trading on 20-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,242.0 |
4,242.0 |
0.0 |
0.0% |
4,282.0 |
High |
4,291.5 |
4,293.0 |
1.5 |
0.0% |
4,324.5 |
Low |
4,212.0 |
4,230.0 |
18.0 |
0.4% |
4,216.5 |
Close |
4,249.0 |
4,286.5 |
37.5 |
0.9% |
4,257.0 |
Range |
79.5 |
63.0 |
-16.5 |
-20.8% |
108.0 |
ATR |
67.2 |
66.9 |
-0.3 |
-0.4% |
0.0 |
Volume |
772,282 |
662,382 |
-109,900 |
-14.2% |
3,074,602 |
|
Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,458.8 |
4,435.7 |
4,321.2 |
|
R3 |
4,395.8 |
4,372.7 |
4,303.8 |
|
R2 |
4,332.8 |
4,332.8 |
4,298.1 |
|
R1 |
4,309.7 |
4,309.7 |
4,292.3 |
4,321.3 |
PP |
4,269.8 |
4,269.8 |
4,269.8 |
4,275.6 |
S1 |
4,246.7 |
4,246.7 |
4,280.7 |
4,258.3 |
S2 |
4,206.8 |
4,206.8 |
4,275.0 |
|
S3 |
4,143.8 |
4,183.7 |
4,269.2 |
|
S4 |
4,080.8 |
4,120.7 |
4,251.9 |
|
|
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% |
65.6 |
1.5% |
66% |
False |
False |
664,883 |
10 |
4,335.5 |
4,212.0 |
123.5 |
2.9% |
63.6 |
1.5% |
60% |
False |
False |
661,994 |
20 |
4,381.5 |
4,149.0 |
232.5 |
5.4% |
56.7 |
1.3% |
59% |
False |
False |
507,447 |
40 |
4,381.5 |
3,980.0 |
401.5 |
9.4% |
69.6 |
1.6% |
76% |
False |
False |
450,216 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
56.2 |
1.3% |
74% |
False |
False |
302,348 |
80 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
52.4 |
1.2% |
77% |
False |
False |
227,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,560.8 |
2.618 |
4,457.9 |
1.618 |
4,394.9 |
1.000 |
4,356.0 |
0.618 |
4,331.9 |
HIGH |
4,293.0 |
0.618 |
4,268.9 |
0.500 |
4,261.5 |
0.382 |
4,254.1 |
LOW |
4,230.0 |
0.618 |
4,191.1 |
1.000 |
4,167.0 |
1.618 |
4,128.1 |
2.618 |
4,065.1 |
4.250 |
3,962.3 |
|
|
Fisher Pivots for day following 20-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,278.2 |
4,276.1 |
PP |
4,269.8 |
4,265.7 |
S1 |
4,261.5 |
4,255.3 |
|