| 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 |
2,267.2 |
2,189.3 |
-77.9 |
-3.4% |
2,238.0 |
| High |
2,276.4 |
2,220.5 |
-55.9 |
-2.5% |
2,275.2 |
| Low |
2,187.5 |
2,173.7 |
-13.8 |
-0.6% |
2,222.7 |
| Close |
2,190.6 |
2,202.7 |
12.1 |
0.6% |
2,242.8 |
| Range |
88.9 |
46.8 |
-42.1 |
-47.4% |
52.5 |
| ATR |
50.8 |
50.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
248,172 |
267,822 |
19,650 |
7.9% |
665,405 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,339.4 |
2,317.8 |
2,228.4 |
|
| R3 |
2,292.6 |
2,271.0 |
2,215.6 |
|
| R2 |
2,245.8 |
2,245.8 |
2,211.3 |
|
| R1 |
2,224.2 |
2,224.2 |
2,207.0 |
2,235.0 |
| PP |
2,199.0 |
2,199.0 |
2,199.0 |
2,204.4 |
| S1 |
2,177.4 |
2,177.4 |
2,198.4 |
2,188.2 |
| S2 |
2,152.2 |
2,152.2 |
2,194.1 |
|
| S3 |
2,105.4 |
2,130.6 |
2,189.8 |
|
| S4 |
2,058.6 |
2,083.8 |
2,177.0 |
|
|
| 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 |
2,173.7 |
114.9 |
5.2% |
48.2 |
2.2% |
25% |
False |
True |
211,149 |
| 10 |
2,288.6 |
2,173.7 |
114.9 |
5.2% |
39.6 |
1.8% |
25% |
False |
True |
172,188 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.5% |
50.8 |
2.3% |
54% |
False |
False |
220,134 |
| 40 |
2,428.7 |
2,102.3 |
326.4 |
14.8% |
53.6 |
2.4% |
31% |
False |
False |
111,061 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
48.5 |
2.2% |
28% |
False |
False |
74,079 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
46.5 |
2.1% |
28% |
False |
False |
55,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.4 |
|
2.618 |
2,343.0 |
|
1.618 |
2,296.2 |
|
1.000 |
2,267.3 |
|
0.618 |
2,249.4 |
|
HIGH |
2,220.5 |
|
0.618 |
2,202.6 |
|
0.500 |
2,197.1 |
|
0.382 |
2,191.6 |
|
LOW |
2,173.7 |
|
0.618 |
2,144.8 |
|
1.000 |
2,126.9 |
|
1.618 |
2,098.0 |
|
2.618 |
2,051.2 |
|
4.250 |
1,974.8 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.8 |
2,231.2 |
| PP |
2,199.0 |
2,221.7 |
| S1 |
2,197.1 |
2,212.2 |
|