| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,207.7 |
2,172.8 |
-34.9 |
-1.6% |
2,247.6 |
| High |
2,219.8 |
2,184.1 |
-35.7 |
-1.6% |
2,288.6 |
| Low |
2,173.2 |
2,125.9 |
-47.3 |
-2.2% |
2,173.2 |
| Close |
2,175.9 |
2,168.0 |
-7.9 |
-0.4% |
2,175.9 |
| Range |
46.6 |
58.2 |
11.6 |
24.9% |
115.4 |
| ATR |
50.3 |
50.8 |
0.6 |
1.1% |
0.0 |
| Volume |
230,479 |
310,296 |
79,817 |
34.6% |
1,151,467 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.9 |
2,309.2 |
2,200.0 |
|
| R3 |
2,275.7 |
2,251.0 |
2,184.0 |
|
| R2 |
2,217.5 |
2,217.5 |
2,178.7 |
|
| R1 |
2,192.8 |
2,192.8 |
2,173.3 |
2,176.1 |
| PP |
2,159.3 |
2,159.3 |
2,159.3 |
2,151.0 |
| S1 |
2,134.6 |
2,134.6 |
2,162.7 |
2,117.9 |
| S2 |
2,101.1 |
2,101.1 |
2,157.3 |
|
| S3 |
2,042.9 |
2,076.4 |
2,152.0 |
|
| S4 |
1,984.7 |
2,018.2 |
2,136.0 |
|
|
| 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 |
2,125.9 |
162.7 |
7.5% |
55.7 |
2.6% |
26% |
False |
True |
247,829 |
| 10 |
2,288.6 |
2,125.9 |
162.7 |
7.5% |
43.8 |
2.0% |
26% |
False |
True |
199,619 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.6% |
50.6 |
2.3% |
35% |
False |
False |
229,394 |
| 40 |
2,425.1 |
2,102.3 |
322.8 |
14.9% |
54.1 |
2.5% |
20% |
False |
False |
124,571 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
49.4 |
2.3% |
18% |
False |
False |
83,083 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
47.2 |
2.2% |
18% |
False |
False |
62,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.5 |
|
2.618 |
2,336.5 |
|
1.618 |
2,278.3 |
|
1.000 |
2,242.3 |
|
0.618 |
2,220.1 |
|
HIGH |
2,184.1 |
|
0.618 |
2,161.9 |
|
0.500 |
2,155.0 |
|
0.382 |
2,148.1 |
|
LOW |
2,125.9 |
|
0.618 |
2,089.9 |
|
1.000 |
2,067.7 |
|
1.618 |
2,031.7 |
|
2.618 |
1,973.5 |
|
4.250 |
1,878.6 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.7 |
2,173.2 |
| PP |
2,159.3 |
2,171.5 |
| S1 |
2,155.0 |
2,169.7 |
|