Trading Metrics calculated at close of trading on 24-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,232.5 |
4,183.5 |
-49.0 |
-1.2% |
4,290.5 |
High |
4,244.0 |
4,215.5 |
-28.5 |
-0.7% |
4,298.5 |
Low |
4,167.0 |
3,990.5 |
-176.5 |
-4.2% |
4,167.0 |
Close |
4,214.0 |
4,057.0 |
-157.0 |
-3.7% |
4,214.0 |
Range |
77.0 |
225.0 |
148.0 |
192.2% |
131.5 |
ATR |
70.7 |
81.7 |
11.0 |
15.6% |
0.0 |
Volume |
1,042,771 |
1,584,233 |
541,462 |
51.9% |
3,237,257 |
|
Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,762.7 |
4,634.8 |
4,180.8 |
|
R3 |
4,537.7 |
4,409.8 |
4,118.9 |
|
R2 |
4,312.7 |
4,312.7 |
4,098.3 |
|
R1 |
4,184.8 |
4,184.8 |
4,077.6 |
4,136.3 |
PP |
4,087.7 |
4,087.7 |
4,087.7 |
4,063.4 |
S1 |
3,959.8 |
3,959.8 |
4,036.4 |
3,911.3 |
S2 |
3,862.7 |
3,862.7 |
4,015.8 |
|
S3 |
3,637.7 |
3,734.8 |
3,995.1 |
|
S4 |
3,412.7 |
3,509.8 |
3,933.3 |
|
|
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 |
3,990.5 |
308.0 |
7.6% |
104.6 |
2.6% |
22% |
False |
True |
964,298 |
10 |
4,324.5 |
3,990.5 |
334.0 |
8.2% |
82.2 |
2.0% |
20% |
False |
True |
789,609 |
20 |
4,381.5 |
3,990.5 |
391.0 |
9.6% |
65.7 |
1.6% |
17% |
False |
True |
599,585 |
40 |
4,381.5 |
3,980.0 |
401.5 |
9.9% |
75.1 |
1.9% |
19% |
False |
False |
515,600 |
60 |
4,392.5 |
3,980.0 |
412.5 |
10.2% |
60.4 |
1.5% |
19% |
False |
False |
346,129 |
80 |
4,392.5 |
3,935.0 |
457.5 |
11.3% |
54.8 |
1.4% |
27% |
False |
False |
260,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,171.8 |
2.618 |
4,804.6 |
1.618 |
4,579.6 |
1.000 |
4,440.5 |
0.618 |
4,354.6 |
HIGH |
4,215.5 |
0.618 |
4,129.6 |
0.500 |
4,103.0 |
0.382 |
4,076.5 |
LOW |
3,990.5 |
0.618 |
3,851.5 |
1.000 |
3,765.5 |
1.618 |
3,626.5 |
2.618 |
3,401.5 |
4.250 |
3,034.3 |
|
|
Fisher Pivots for day following 24-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,103.0 |
4,141.8 |
PP |
4,087.7 |
4,113.5 |
S1 |
4,072.3 |
4,085.3 |
|