Trading Metrics calculated at close of trading on 27-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,089.0 |
4,138.5 |
49.5 |
1.2% |
4,290.5 |
High |
4,186.5 |
4,196.0 |
9.5 |
0.2% |
4,298.5 |
Low |
4,074.5 |
4,027.5 |
-47.0 |
-1.2% |
4,167.0 |
Close |
4,154.0 |
4,163.0 |
9.0 |
0.2% |
4,214.0 |
Range |
112.0 |
168.5 |
56.5 |
50.4% |
131.5 |
ATR |
84.5 |
90.5 |
6.0 |
7.1% |
0.0 |
Volume |
965,028 |
1,060,755 |
95,727 |
9.9% |
3,237,257 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.3 |
4,567.2 |
4,255.7 |
|
R3 |
4,465.8 |
4,398.7 |
4,209.3 |
|
R2 |
4,297.3 |
4,297.3 |
4,193.9 |
|
R1 |
4,230.2 |
4,230.2 |
4,178.4 |
4,263.8 |
PP |
4,128.8 |
4,128.8 |
4,128.8 |
4,145.6 |
S1 |
4,061.7 |
4,061.7 |
4,147.6 |
4,095.3 |
S2 |
3,960.3 |
3,960.3 |
4,132.1 |
|
S3 |
3,791.8 |
3,893.2 |
4,116.7 |
|
S4 |
3,623.3 |
3,724.7 |
4,070.3 |
|
|
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 |
4,244.0 |
3,990.5 |
253.5 |
6.1% |
134.6 |
3.2% |
68% |
False |
False |
1,147,424 |
10 |
4,324.5 |
3,990.5 |
334.0 |
8.0% |
100.1 |
2.4% |
52% |
False |
False |
906,153 |
20 |
4,381.5 |
3,990.5 |
391.0 |
9.4% |
76.3 |
1.8% |
44% |
False |
False |
710,752 |
40 |
4,381.5 |
3,990.5 |
391.0 |
9.4% |
74.5 |
1.8% |
44% |
False |
False |
591,955 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.9% |
64.6 |
1.6% |
44% |
False |
False |
397,668 |
80 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
57.3 |
1.4% |
50% |
False |
False |
298,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,912.1 |
2.618 |
4,637.1 |
1.618 |
4,468.6 |
1.000 |
4,364.5 |
0.618 |
4,300.1 |
HIGH |
4,196.0 |
0.618 |
4,131.6 |
0.500 |
4,111.8 |
0.382 |
4,091.9 |
LOW |
4,027.5 |
0.618 |
3,923.4 |
1.000 |
3,859.0 |
1.618 |
3,754.9 |
2.618 |
3,586.4 |
4.250 |
3,311.4 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,145.9 |
4,145.9 |
PP |
4,128.8 |
4,128.8 |
S1 |
4,111.8 |
4,111.8 |
|