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 |
7,350.5 |
7,349.5 |
-1.0 |
0.0% |
7,497.5 |
High |
7,468.0 |
7,537.0 |
69.0 |
0.9% |
7,577.5 |
Low |
7,335.0 |
7,263.5 |
-71.5 |
-1.0% |
7,366.5 |
Close |
7,420.5 |
7,488.5 |
68.0 |
0.9% |
7,430.0 |
Range |
133.0 |
273.5 |
140.5 |
105.6% |
211.0 |
ATR |
107.9 |
119.7 |
11.8 |
11.0% |
0.0 |
Volume |
122,209 |
147,931 |
25,722 |
21.0% |
487,260 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,250.0 |
8,143.0 |
7,639.0 |
|
R3 |
7,976.5 |
7,869.5 |
7,563.5 |
|
R2 |
7,703.0 |
7,703.0 |
7,538.5 |
|
R1 |
7,596.0 |
7,596.0 |
7,513.5 |
7,649.5 |
PP |
7,429.5 |
7,429.5 |
7,429.5 |
7,456.5 |
S1 |
7,322.5 |
7,322.5 |
7,463.5 |
7,376.0 |
S2 |
7,156.0 |
7,156.0 |
7,438.5 |
|
S3 |
6,882.5 |
7,049.0 |
7,413.5 |
|
S4 |
6,609.0 |
6,775.5 |
7,338.0 |
|
|
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 |
7,537.0 |
7,168.5 |
368.5 |
4.9% |
186.0 |
2.5% |
87% |
True |
False |
143,599 |
10 |
7,577.5 |
7,168.5 |
409.0 |
5.5% |
136.5 |
1.8% |
78% |
False |
False |
114,989 |
20 |
7,577.5 |
7,168.5 |
409.0 |
5.5% |
103.0 |
1.4% |
78% |
False |
False |
98,072 |
40 |
7,577.5 |
6,920.0 |
657.5 |
8.8% |
92.5 |
1.2% |
86% |
False |
False |
88,095 |
60 |
7,577.5 |
6,920.0 |
657.5 |
8.8% |
76.0 |
1.0% |
86% |
False |
False |
58,735 |
80 |
7,577.5 |
6,895.5 |
682.0 |
9.1% |
59.0 |
0.8% |
87% |
False |
False |
44,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,699.5 |
2.618 |
8,253.0 |
1.618 |
7,979.5 |
1.000 |
7,810.5 |
0.618 |
7,706.0 |
HIGH |
7,537.0 |
0.618 |
7,432.5 |
0.500 |
7,400.0 |
0.382 |
7,368.0 |
LOW |
7,263.5 |
0.618 |
7,094.5 |
1.000 |
6,990.0 |
1.618 |
6,821.0 |
2.618 |
6,547.5 |
4.250 |
6,101.0 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
7,459.0 |
7,456.5 |
PP |
7,429.5 |
7,424.0 |
S1 |
7,400.0 |
7,392.0 |
|