Trading Metrics calculated at close of trading on 28-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,138.5 |
4,163.5 |
25.0 |
0.6% |
4,183.5 |
High |
4,196.0 |
4,175.0 |
-21.0 |
-0.5% |
4,215.5 |
Low |
4,027.5 |
4,060.5 |
33.0 |
0.8% |
3,990.5 |
Close |
4,163.0 |
4,127.0 |
-36.0 |
-0.9% |
4,127.0 |
Range |
168.5 |
114.5 |
-54.0 |
-32.0% |
225.0 |
ATR |
90.5 |
92.2 |
1.7 |
1.9% |
0.0 |
Volume |
1,060,755 |
1,024,617 |
-36,138 |
-3.4% |
5,718,967 |
|
Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.3 |
4,410.2 |
4,190.0 |
|
R3 |
4,349.8 |
4,295.7 |
4,158.5 |
|
R2 |
4,235.3 |
4,235.3 |
4,148.0 |
|
R1 |
4,181.2 |
4,181.2 |
4,137.5 |
4,151.0 |
PP |
4,120.8 |
4,120.8 |
4,120.8 |
4,105.8 |
S1 |
4,066.7 |
4,066.7 |
4,116.5 |
4,036.5 |
S2 |
4,006.3 |
4,006.3 |
4,106.0 |
|
S3 |
3,891.8 |
3,952.2 |
4,095.5 |
|
S4 |
3,777.3 |
3,837.7 |
4,064.0 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,786.0 |
4,681.5 |
4,250.8 |
|
R3 |
4,561.0 |
4,456.5 |
4,188.9 |
|
R2 |
4,336.0 |
4,336.0 |
4,168.3 |
|
R1 |
4,231.5 |
4,231.5 |
4,147.6 |
4,171.3 |
PP |
4,111.0 |
4,111.0 |
4,111.0 |
4,080.9 |
S1 |
4,006.5 |
4,006.5 |
4,106.4 |
3,946.3 |
S2 |
3,886.0 |
3,886.0 |
4,085.8 |
|
S3 |
3,661.0 |
3,781.5 |
4,065.1 |
|
S4 |
3,436.0 |
3,556.5 |
4,003.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,215.5 |
3,990.5 |
225.0 |
5.5% |
142.1 |
3.4% |
61% |
False |
False |
1,143,793 |
10 |
4,298.5 |
3,990.5 |
308.0 |
7.5% |
104.9 |
2.5% |
44% |
False |
False |
958,370 |
20 |
4,381.5 |
3,990.5 |
391.0 |
9.5% |
80.3 |
1.9% |
35% |
False |
False |
743,143 |
40 |
4,381.5 |
3,990.5 |
391.0 |
9.5% |
74.8 |
1.8% |
35% |
False |
False |
617,189 |
60 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
66.3 |
1.6% |
36% |
False |
False |
414,615 |
80 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
57.8 |
1.4% |
36% |
False |
False |
311,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,661.6 |
2.618 |
4,474.8 |
1.618 |
4,360.3 |
1.000 |
4,289.5 |
0.618 |
4,245.8 |
HIGH |
4,175.0 |
0.618 |
4,131.3 |
0.500 |
4,117.8 |
0.382 |
4,104.2 |
LOW |
4,060.5 |
0.618 |
3,989.7 |
1.000 |
3,946.0 |
1.618 |
3,875.2 |
2.618 |
3,760.7 |
4.250 |
3,573.9 |
|
|
Fisher Pivots for day following 28-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,123.9 |
4,121.9 |
PP |
4,120.8 |
4,116.8 |
S1 |
4,117.8 |
4,111.8 |
|