| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,242.0 |
4,232.5 |
-9.5 |
-0.2% |
4,290.5 |
| High |
4,293.0 |
4,244.0 |
-49.0 |
-1.1% |
4,298.5 |
| Low |
4,230.0 |
4,167.0 |
-63.0 |
-1.5% |
4,167.0 |
| Close |
4,286.5 |
4,214.0 |
-72.5 |
-1.7% |
4,214.0 |
| Range |
63.0 |
77.0 |
14.0 |
22.2% |
131.5 |
| ATR |
66.9 |
70.7 |
3.8 |
5.6% |
0.0 |
| Volume |
662,382 |
1,042,771 |
380,389 |
57.4% |
3,237,257 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,439.3 |
4,403.7 |
4,256.4 |
|
| R3 |
4,362.3 |
4,326.7 |
4,235.2 |
|
| R2 |
4,285.3 |
4,285.3 |
4,228.1 |
|
| R1 |
4,249.7 |
4,249.7 |
4,221.1 |
4,229.0 |
| PP |
4,208.3 |
4,208.3 |
4,208.3 |
4,198.0 |
| S1 |
4,172.7 |
4,172.7 |
4,206.9 |
4,152.0 |
| S2 |
4,131.3 |
4,131.3 |
4,199.9 |
|
| S3 |
4,054.3 |
4,095.7 |
4,192.8 |
|
| S4 |
3,977.3 |
4,018.7 |
4,171.7 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,621.0 |
4,549.0 |
4,286.3 |
|
| R3 |
4,489.5 |
4,417.5 |
4,250.2 |
|
| R2 |
4,358.0 |
4,358.0 |
4,238.1 |
|
| R1 |
4,286.0 |
4,286.0 |
4,226.1 |
4,256.3 |
| PP |
4,226.5 |
4,226.5 |
4,226.5 |
4,211.6 |
| S1 |
4,154.5 |
4,154.5 |
4,201.9 |
4,124.8 |
| S2 |
4,095.0 |
4,095.0 |
4,189.9 |
|
| S3 |
3,963.5 |
4,023.0 |
4,177.8 |
|
| S4 |
3,832.0 |
3,891.5 |
4,141.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,298.5 |
4,167.0 |
131.5 |
3.1% |
67.7 |
1.6% |
36% |
False |
True |
772,947 |
| 10 |
4,326.5 |
4,167.0 |
159.5 |
3.8% |
66.0 |
1.6% |
29% |
False |
True |
696,336 |
| 20 |
4,381.5 |
4,167.0 |
214.5 |
5.1% |
57.2 |
1.4% |
22% |
False |
True |
540,267 |
| 40 |
4,381.5 |
3,980.0 |
401.5 |
9.5% |
70.0 |
1.7% |
58% |
False |
False |
476,241 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.8% |
57.0 |
1.4% |
57% |
False |
False |
319,725 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
10.9% |
53.0 |
1.3% |
61% |
False |
False |
240,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,571.3 |
|
2.618 |
4,445.6 |
|
1.618 |
4,368.6 |
|
1.000 |
4,321.0 |
|
0.618 |
4,291.6 |
|
HIGH |
4,244.0 |
|
0.618 |
4,214.6 |
|
0.500 |
4,205.5 |
|
0.382 |
4,196.4 |
|
LOW |
4,167.0 |
|
0.618 |
4,119.4 |
|
1.000 |
4,090.0 |
|
1.618 |
4,042.4 |
|
2.618 |
3,965.4 |
|
4.250 |
3,839.8 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,211.2 |
4,230.0 |
| PP |
4,208.3 |
4,224.7 |
| S1 |
4,205.5 |
4,219.3 |
|