| 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 |
2,268.9 |
2,267.2 |
-1.7 |
-0.1% |
2,238.0 |
| High |
2,288.6 |
2,276.4 |
-12.2 |
-0.5% |
2,275.2 |
| Low |
2,250.8 |
2,187.5 |
-63.3 |
-2.8% |
2,222.7 |
| Close |
2,266.5 |
2,190.6 |
-75.9 |
-3.3% |
2,242.8 |
| Range |
37.8 |
88.9 |
51.1 |
135.2% |
52.5 |
| ATR |
47.9 |
50.8 |
2.9 |
6.1% |
0.0 |
| Volume |
182,380 |
248,172 |
65,792 |
36.1% |
665,405 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.9 |
2,426.6 |
2,239.5 |
|
| R3 |
2,396.0 |
2,337.7 |
2,215.0 |
|
| R2 |
2,307.1 |
2,307.1 |
2,206.9 |
|
| R1 |
2,248.8 |
2,248.8 |
2,198.7 |
2,233.5 |
| PP |
2,218.2 |
2,218.2 |
2,218.2 |
2,210.5 |
| S1 |
2,159.9 |
2,159.9 |
2,182.5 |
2,144.6 |
| S2 |
2,129.3 |
2,129.3 |
2,174.3 |
|
| S3 |
2,040.4 |
2,071.0 |
2,166.2 |
|
| S4 |
1,951.5 |
1,982.1 |
2,141.7 |
|
|
| 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 |
2,187.5 |
101.1 |
4.6% |
45.8 |
2.1% |
3% |
False |
True |
181,989 |
| 10 |
2,288.6 |
2,187.5 |
101.1 |
4.6% |
38.5 |
1.8% |
3% |
False |
True |
163,271 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.5% |
50.2 |
2.3% |
47% |
False |
False |
207,360 |
| 40 |
2,439.3 |
2,102.3 |
337.0 |
15.4% |
53.2 |
2.4% |
26% |
False |
False |
104,369 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
48.4 |
2.2% |
25% |
False |
False |
69,617 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
46.5 |
2.1% |
25% |
False |
False |
52,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.2 |
|
2.618 |
2,509.1 |
|
1.618 |
2,420.2 |
|
1.000 |
2,365.3 |
|
0.618 |
2,331.3 |
|
HIGH |
2,276.4 |
|
0.618 |
2,242.4 |
|
0.500 |
2,232.0 |
|
0.382 |
2,221.5 |
|
LOW |
2,187.5 |
|
0.618 |
2,132.6 |
|
1.000 |
2,098.6 |
|
1.618 |
2,043.7 |
|
2.618 |
1,954.8 |
|
4.250 |
1,809.7 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.0 |
2,238.1 |
| PP |
2,218.2 |
2,222.2 |
| S1 |
2,204.4 |
2,206.4 |
|