| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
7,460.0 |
7,405.5 |
-54.5 |
-0.7% |
7,497.5 |
| High |
7,476.0 |
7,436.0 |
-40.0 |
-0.5% |
7,577.5 |
| Low |
7,366.5 |
7,168.5 |
-198.0 |
-2.7% |
7,366.5 |
| Close |
7,430.0 |
7,245.0 |
-185.0 |
-2.5% |
7,430.0 |
| Range |
109.5 |
267.5 |
158.0 |
144.3% |
211.0 |
| ATR |
88.6 |
101.3 |
12.8 |
14.4% |
0.0 |
| Volume |
140,254 |
172,762 |
32,508 |
23.2% |
487,260 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,085.5 |
7,933.0 |
7,392.0 |
|
| R3 |
7,818.0 |
7,665.5 |
7,318.5 |
|
| R2 |
7,550.5 |
7,550.5 |
7,294.0 |
|
| R1 |
7,398.0 |
7,398.0 |
7,269.5 |
7,340.5 |
| PP |
7,283.0 |
7,283.0 |
7,283.0 |
7,254.5 |
| S1 |
7,130.5 |
7,130.5 |
7,220.5 |
7,073.0 |
| S2 |
7,015.5 |
7,015.5 |
7,196.0 |
|
| S3 |
6,748.0 |
6,863.0 |
7,171.5 |
|
| S4 |
6,480.5 |
6,595.5 |
7,098.0 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,091.0 |
7,971.5 |
7,546.0 |
|
| R3 |
7,880.0 |
7,760.5 |
7,488.0 |
|
| R2 |
7,669.0 |
7,669.0 |
7,468.5 |
|
| R1 |
7,549.5 |
7,549.5 |
7,449.5 |
7,504.0 |
| PP |
7,458.0 |
7,458.0 |
7,458.0 |
7,435.0 |
| S1 |
7,338.5 |
7,338.5 |
7,410.5 |
7,293.0 |
| S2 |
7,247.0 |
7,247.0 |
7,391.5 |
|
| S3 |
7,036.0 |
7,127.5 |
7,372.0 |
|
| S4 |
6,825.0 |
6,916.5 |
7,314.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,577.5 |
7,168.5 |
409.0 |
5.6% |
136.0 |
1.9% |
19% |
False |
True |
120,797 |
| 10 |
7,577.5 |
7,168.5 |
409.0 |
5.6% |
97.5 |
1.3% |
19% |
False |
True |
99,716 |
| 20 |
7,577.5 |
7,168.5 |
409.0 |
5.6% |
84.5 |
1.2% |
19% |
False |
True |
85,612 |
| 40 |
7,577.5 |
6,920.0 |
657.5 |
9.1% |
86.0 |
1.2% |
49% |
False |
False |
77,973 |
| 60 |
7,577.5 |
6,920.0 |
657.5 |
9.1% |
67.5 |
0.9% |
49% |
False |
False |
51,985 |
| 80 |
7,577.5 |
6,895.5 |
682.0 |
9.4% |
52.0 |
0.7% |
51% |
False |
False |
38,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,573.0 |
|
2.618 |
8,136.5 |
|
1.618 |
7,869.0 |
|
1.000 |
7,703.5 |
|
0.618 |
7,601.5 |
|
HIGH |
7,436.0 |
|
0.618 |
7,334.0 |
|
0.500 |
7,302.0 |
|
0.382 |
7,270.5 |
|
LOW |
7,168.5 |
|
0.618 |
7,003.0 |
|
1.000 |
6,901.0 |
|
1.618 |
6,735.5 |
|
2.618 |
6,468.0 |
|
4.250 |
6,031.5 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,302.0 |
7,373.0 |
| PP |
7,283.0 |
7,330.5 |
| S1 |
7,264.0 |
7,287.5 |
|