| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,183.5 |
4,118.0 |
-65.5 |
-1.6% |
4,290.5 |
| High |
4,215.5 |
4,119.0 |
-96.5 |
-2.3% |
4,298.5 |
| Low |
3,990.5 |
4,028.5 |
38.0 |
1.0% |
4,167.0 |
| Close |
4,057.0 |
4,073.5 |
16.5 |
0.4% |
4,214.0 |
| Range |
225.0 |
90.5 |
-134.5 |
-59.8% |
131.5 |
| ATR |
81.7 |
82.3 |
0.6 |
0.8% |
0.0 |
| Volume |
1,584,233 |
1,084,334 |
-499,899 |
-31.6% |
3,237,257 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,345.2 |
4,299.8 |
4,123.3 |
|
| R3 |
4,254.7 |
4,209.3 |
4,098.4 |
|
| R2 |
4,164.2 |
4,164.2 |
4,090.1 |
|
| R1 |
4,118.8 |
4,118.8 |
4,081.8 |
4,096.3 |
| PP |
4,073.7 |
4,073.7 |
4,073.7 |
4,062.4 |
| S1 |
4,028.3 |
4,028.3 |
4,065.2 |
4,005.8 |
| S2 |
3,983.2 |
3,983.2 |
4,056.9 |
|
| S3 |
3,892.7 |
3,937.8 |
4,048.6 |
|
| S4 |
3,802.2 |
3,847.3 |
4,023.7 |
|
|
| 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 |
4,293.0 |
3,990.5 |
302.5 |
7.4% |
107.0 |
2.6% |
27% |
False |
False |
1,029,200 |
| 10 |
4,324.5 |
3,990.5 |
334.0 |
8.2% |
81.4 |
2.0% |
25% |
False |
False |
829,492 |
| 20 |
4,381.5 |
3,990.5 |
391.0 |
9.6% |
66.6 |
1.6% |
21% |
False |
False |
641,460 |
| 40 |
4,381.5 |
3,980.0 |
401.5 |
9.9% |
72.8 |
1.8% |
23% |
False |
False |
542,303 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
10.1% |
60.7 |
1.5% |
23% |
False |
False |
364,160 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
11.2% |
54.9 |
1.3% |
30% |
False |
False |
273,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,503.6 |
|
2.618 |
4,355.9 |
|
1.618 |
4,265.4 |
|
1.000 |
4,209.5 |
|
0.618 |
4,174.9 |
|
HIGH |
4,119.0 |
|
0.618 |
4,084.4 |
|
0.500 |
4,073.8 |
|
0.382 |
4,063.1 |
|
LOW |
4,028.5 |
|
0.618 |
3,972.6 |
|
1.000 |
3,938.0 |
|
1.618 |
3,882.1 |
|
2.618 |
3,791.6 |
|
4.250 |
3,643.9 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,073.8 |
4,117.3 |
| PP |
4,073.7 |
4,102.7 |
| S1 |
4,073.6 |
4,088.1 |
|