Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
7,430.0 |
7,399.5 |
-30.5 |
-0.4% |
7,402.5 |
High |
7,472.0 |
7,439.0 |
-33.0 |
-0.4% |
7,402.5 |
Low |
7,389.5 |
7,344.5 |
-45.0 |
-0.6% |
7,297.0 |
Close |
7,461.5 |
7,385.5 |
-76.0 |
-1.0% |
7,324.0 |
Range |
82.5 |
94.5 |
12.0 |
14.5% |
105.5 |
ATR |
83.4 |
85.8 |
2.4 |
2.9% |
0.0 |
Volume |
80,573 |
111,786 |
31,213 |
38.7% |
151,492 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,673.0 |
7,624.0 |
7,437.5 |
|
R3 |
7,578.5 |
7,529.5 |
7,411.5 |
|
R2 |
7,484.0 |
7,484.0 |
7,403.0 |
|
R1 |
7,435.0 |
7,435.0 |
7,394.0 |
7,412.0 |
PP |
7,389.5 |
7,389.5 |
7,389.5 |
7,378.5 |
S1 |
7,340.5 |
7,340.5 |
7,377.0 |
7,318.0 |
S2 |
7,295.0 |
7,295.0 |
7,368.0 |
|
S3 |
7,200.5 |
7,246.0 |
7,359.5 |
|
S4 |
7,106.0 |
7,151.5 |
7,333.5 |
|
|
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 |
2.4% |
75.5 |
1.0% |
51% |
False |
False |
76,324 |
10 |
7,472.0 |
7,176.5 |
295.5 |
4.0% |
73.0 |
1.0% |
71% |
False |
False |
67,414 |
20 |
7,472.0 |
7,036.5 |
435.5 |
5.9% |
76.0 |
1.0% |
80% |
False |
False |
97,064 |
40 |
7,472.0 |
6,920.0 |
552.0 |
7.5% |
69.0 |
0.9% |
84% |
False |
False |
48,606 |
60 |
7,472.0 |
6,920.0 |
552.0 |
7.5% |
50.0 |
0.7% |
84% |
False |
False |
32,408 |
80 |
7,472.0 |
6,747.5 |
724.5 |
9.8% |
40.5 |
0.5% |
88% |
False |
False |
24,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,840.5 |
2.618 |
7,686.5 |
1.618 |
7,592.0 |
1.000 |
7,533.5 |
0.618 |
7,497.5 |
HIGH |
7,439.0 |
0.618 |
7,403.0 |
0.500 |
7,392.0 |
0.382 |
7,380.5 |
LOW |
7,344.5 |
0.618 |
7,286.0 |
1.000 |
7,250.0 |
1.618 |
7,191.5 |
2.618 |
7,097.0 |
4.250 |
6,943.0 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
7,392.0 |
7,408.0 |
PP |
7,389.5 |
7,400.5 |
S1 |
7,387.5 |
7,393.0 |
|