| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,189.3 |
2,207.7 |
18.4 |
0.8% |
2,247.6 |
| High |
2,220.5 |
2,219.8 |
-0.7 |
0.0% |
2,288.6 |
| Low |
2,173.7 |
2,173.2 |
-0.5 |
0.0% |
2,173.2 |
| Close |
2,202.7 |
2,175.9 |
-26.8 |
-1.2% |
2,175.9 |
| Range |
46.8 |
46.6 |
-0.2 |
-0.4% |
115.4 |
| ATR |
50.6 |
50.3 |
-0.3 |
-0.6% |
0.0 |
| Volume |
267,822 |
230,479 |
-37,343 |
-13.9% |
1,151,467 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,329.4 |
2,299.3 |
2,201.5 |
|
| R3 |
2,282.8 |
2,252.7 |
2,188.7 |
|
| R2 |
2,236.2 |
2,236.2 |
2,184.4 |
|
| R1 |
2,206.1 |
2,206.1 |
2,180.2 |
2,197.9 |
| PP |
2,189.6 |
2,189.6 |
2,189.6 |
2,185.5 |
| S1 |
2,159.5 |
2,159.5 |
2,171.6 |
2,151.3 |
| S2 |
2,143.0 |
2,143.0 |
2,167.4 |
|
| S3 |
2,096.4 |
2,112.9 |
2,163.1 |
|
| S4 |
2,049.8 |
2,066.3 |
2,150.3 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.8 |
2,482.7 |
2,239.4 |
|
| R3 |
2,443.4 |
2,367.3 |
2,207.6 |
|
| R2 |
2,328.0 |
2,328.0 |
2,197.1 |
|
| R1 |
2,251.9 |
2,251.9 |
2,186.5 |
2,232.3 |
| PP |
2,212.6 |
2,212.6 |
2,212.6 |
2,202.7 |
| S1 |
2,136.5 |
2,136.5 |
2,165.3 |
2,116.9 |
| S2 |
2,097.2 |
2,097.2 |
2,154.7 |
|
| S3 |
1,981.8 |
2,021.1 |
2,144.2 |
|
| S4 |
1,866.4 |
1,905.7 |
2,112.4 |
|
|
| 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 |
2,173.2 |
115.4 |
5.3% |
52.1 |
2.4% |
2% |
False |
True |
230,293 |
| 10 |
2,288.6 |
2,173.2 |
115.4 |
5.3% |
41.7 |
1.9% |
2% |
False |
True |
181,687 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.6% |
50.1 |
2.3% |
40% |
False |
False |
226,995 |
| 40 |
2,425.1 |
2,102.3 |
322.8 |
14.8% |
53.5 |
2.5% |
23% |
False |
False |
116,820 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
49.0 |
2.2% |
21% |
False |
False |
77,913 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
46.7 |
2.1% |
21% |
False |
False |
58,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,417.9 |
|
2.618 |
2,341.8 |
|
1.618 |
2,295.2 |
|
1.000 |
2,266.4 |
|
0.618 |
2,248.6 |
|
HIGH |
2,219.8 |
|
0.618 |
2,202.0 |
|
0.500 |
2,196.5 |
|
0.382 |
2,191.0 |
|
LOW |
2,173.2 |
|
0.618 |
2,144.4 |
|
1.000 |
2,126.6 |
|
1.618 |
2,097.8 |
|
2.618 |
2,051.2 |
|
4.250 |
1,975.2 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.5 |
2,224.8 |
| PP |
2,189.6 |
2,208.5 |
| S1 |
2,182.8 |
2,192.2 |
|