| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,118.0 |
4,089.0 |
-29.0 |
-0.7% |
4,290.5 |
| High |
4,119.0 |
4,186.5 |
67.5 |
1.6% |
4,298.5 |
| Low |
4,028.5 |
4,074.5 |
46.0 |
1.1% |
4,167.0 |
| Close |
4,073.5 |
4,154.0 |
80.5 |
2.0% |
4,214.0 |
| Range |
90.5 |
112.0 |
21.5 |
23.8% |
131.5 |
| ATR |
82.3 |
84.5 |
2.2 |
2.7% |
0.0 |
| Volume |
1,084,334 |
965,028 |
-119,306 |
-11.0% |
3,237,257 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,474.3 |
4,426.2 |
4,215.6 |
|
| R3 |
4,362.3 |
4,314.2 |
4,184.8 |
|
| R2 |
4,250.3 |
4,250.3 |
4,174.5 |
|
| R1 |
4,202.2 |
4,202.2 |
4,164.3 |
4,226.3 |
| PP |
4,138.3 |
4,138.3 |
4,138.3 |
4,150.4 |
| S1 |
4,090.2 |
4,090.2 |
4,143.7 |
4,114.3 |
| S2 |
4,026.3 |
4,026.3 |
4,133.5 |
|
| S3 |
3,914.3 |
3,978.2 |
4,123.2 |
|
| S4 |
3,802.3 |
3,866.2 |
4,092.4 |
|
|
| 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 |
7.3% |
113.5 |
2.7% |
54% |
False |
False |
1,067,749 |
| 10 |
4,324.5 |
3,990.5 |
334.0 |
8.0% |
87.4 |
2.1% |
49% |
False |
False |
866,072 |
| 20 |
4,381.5 |
3,990.5 |
391.0 |
9.4% |
70.4 |
1.7% |
42% |
False |
False |
674,823 |
| 40 |
4,381.5 |
3,980.0 |
401.5 |
9.7% |
74.1 |
1.8% |
43% |
False |
False |
565,690 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.9% |
62.3 |
1.5% |
42% |
False |
False |
379,991 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
55.8 |
1.3% |
48% |
False |
False |
285,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,662.5 |
|
2.618 |
4,479.7 |
|
1.618 |
4,367.7 |
|
1.000 |
4,298.5 |
|
0.618 |
4,255.7 |
|
HIGH |
4,186.5 |
|
0.618 |
4,143.7 |
|
0.500 |
4,130.5 |
|
0.382 |
4,117.3 |
|
LOW |
4,074.5 |
|
0.618 |
4,005.3 |
|
1.000 |
3,962.5 |
|
1.618 |
3,893.3 |
|
2.618 |
3,781.3 |
|
4.250 |
3,598.5 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,146.2 |
4,137.0 |
| PP |
4,138.3 |
4,120.0 |
| S1 |
4,130.5 |
4,103.0 |
|