Trading Metrics calculated at close of trading on 05-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
7,392.0 |
7,430.0 |
38.0 |
0.5% |
7,402.5 |
High |
7,464.0 |
7,472.0 |
8.0 |
0.1% |
7,402.5 |
Low |
7,367.0 |
7,389.5 |
22.5 |
0.3% |
7,297.0 |
Close |
7,436.5 |
7,461.5 |
25.0 |
0.3% |
7,324.0 |
Range |
97.0 |
82.5 |
-14.5 |
-14.9% |
105.5 |
ATR |
83.5 |
83.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
113,972 |
80,573 |
-33,399 |
-29.3% |
151,492 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,688.5 |
7,657.5 |
7,507.0 |
|
R3 |
7,606.0 |
7,575.0 |
7,484.0 |
|
R2 |
7,523.5 |
7,523.5 |
7,476.5 |
|
R1 |
7,492.5 |
7,492.5 |
7,469.0 |
7,508.0 |
PP |
7,441.0 |
7,441.0 |
7,441.0 |
7,449.0 |
S1 |
7,410.0 |
7,410.0 |
7,454.0 |
7,425.5 |
S2 |
7,358.5 |
7,358.5 |
7,446.5 |
|
S3 |
7,276.0 |
7,327.5 |
7,439.0 |
|
S4 |
7,193.5 |
7,245.0 |
7,416.0 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,657.5 |
7,596.5 |
7,382.0 |
|
R3 |
7,552.0 |
7,491.0 |
7,353.0 |
|
R2 |
7,446.5 |
7,446.5 |
7,343.5 |
|
R1 |
7,385.5 |
7,385.5 |
7,333.5 |
7,363.0 |
PP |
7,341.0 |
7,341.0 |
7,341.0 |
7,330.0 |
S1 |
7,280.0 |
7,280.0 |
7,314.5 |
7,258.0 |
S2 |
7,235.5 |
7,235.5 |
7,304.5 |
|
S3 |
7,130.0 |
7,174.5 |
7,295.0 |
|
S4 |
7,024.5 |
7,069.0 |
7,266.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,472.0 |
7,297.0 |
175.0 |
2.3% |
67.5 |
0.9% |
94% |
True |
False |
69,207 |
10 |
7,472.0 |
7,036.5 |
435.5 |
5.8% |
78.0 |
1.0% |
98% |
True |
False |
66,064 |
20 |
7,472.0 |
7,036.5 |
435.5 |
5.8% |
76.5 |
1.0% |
98% |
True |
False |
91,516 |
40 |
7,472.0 |
6,920.0 |
552.0 |
7.4% |
67.0 |
0.9% |
98% |
True |
False |
45,812 |
60 |
7,472.0 |
6,920.0 |
552.0 |
7.4% |
48.5 |
0.6% |
98% |
True |
False |
30,553 |
80 |
7,472.0 |
6,747.5 |
724.5 |
9.7% |
39.5 |
0.5% |
99% |
True |
False |
22,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,822.5 |
2.618 |
7,688.0 |
1.618 |
7,605.5 |
1.000 |
7,554.5 |
0.618 |
7,523.0 |
HIGH |
7,472.0 |
0.618 |
7,440.5 |
0.500 |
7,431.0 |
0.382 |
7,421.0 |
LOW |
7,389.5 |
0.618 |
7,338.5 |
1.000 |
7,307.0 |
1.618 |
7,256.0 |
2.618 |
7,173.5 |
4.250 |
7,039.0 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
7,451.0 |
7,436.0 |
PP |
7,441.0 |
7,410.0 |
S1 |
7,431.0 |
7,384.5 |
|