| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,247.6 |
2,268.9 |
21.3 |
0.9% |
2,238.0 |
| High |
2,284.4 |
2,288.6 |
4.2 |
0.2% |
2,275.2 |
| Low |
2,244.2 |
2,250.8 |
6.6 |
0.3% |
2,222.7 |
| Close |
2,269.4 |
2,266.5 |
-2.9 |
-0.1% |
2,242.8 |
| Range |
40.2 |
37.8 |
-2.4 |
-6.0% |
52.5 |
| ATR |
48.7 |
47.9 |
-0.8 |
-1.6% |
0.0 |
| Volume |
222,614 |
182,380 |
-40,234 |
-18.1% |
665,405 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.0 |
2,362.1 |
2,287.3 |
|
| R3 |
2,344.2 |
2,324.3 |
2,276.9 |
|
| R2 |
2,306.4 |
2,306.4 |
2,273.4 |
|
| R1 |
2,286.5 |
2,286.5 |
2,270.0 |
2,277.6 |
| PP |
2,268.6 |
2,268.6 |
2,268.6 |
2,264.2 |
| S1 |
2,248.7 |
2,248.7 |
2,263.0 |
2,239.8 |
| S2 |
2,230.8 |
2,230.8 |
2,259.6 |
|
| S3 |
2,193.0 |
2,210.9 |
2,256.1 |
|
| S4 |
2,155.2 |
2,173.1 |
2,245.7 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.4 |
2,376.1 |
2,271.7 |
|
| R3 |
2,351.9 |
2,323.6 |
2,257.2 |
|
| R2 |
2,299.4 |
2,299.4 |
2,252.4 |
|
| R1 |
2,271.1 |
2,271.1 |
2,247.6 |
2,285.3 |
| PP |
2,246.9 |
2,246.9 |
2,246.9 |
2,254.0 |
| S1 |
2,218.6 |
2,218.6 |
2,238.0 |
2,232.8 |
| S2 |
2,194.4 |
2,194.4 |
2,233.2 |
|
| S3 |
2,141.9 |
2,166.1 |
2,228.4 |
|
| S4 |
2,089.4 |
2,113.6 |
2,213.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,288.6 |
2,229.8 |
58.8 |
2.6% |
32.6 |
1.4% |
62% |
True |
False |
158,808 |
| 10 |
2,288.6 |
2,135.0 |
153.6 |
6.8% |
36.5 |
1.6% |
86% |
True |
False |
159,067 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.2% |
49.3 |
2.2% |
88% |
True |
False |
195,241 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
52.5 |
2.3% |
46% |
False |
False |
98,171 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
47.5 |
2.1% |
46% |
False |
False |
65,482 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
45.7 |
2.0% |
46% |
False |
False |
49,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.3 |
|
2.618 |
2,387.6 |
|
1.618 |
2,349.8 |
|
1.000 |
2,326.4 |
|
0.618 |
2,312.0 |
|
HIGH |
2,288.6 |
|
0.618 |
2,274.2 |
|
0.500 |
2,269.7 |
|
0.382 |
2,265.2 |
|
LOW |
2,250.8 |
|
0.618 |
2,227.4 |
|
1.000 |
2,213.0 |
|
1.618 |
2,189.6 |
|
2.618 |
2,151.8 |
|
4.250 |
2,090.2 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.7 |
2,264.3 |
| PP |
2,268.6 |
2,262.2 |
| S1 |
2,267.6 |
2,260.0 |
|