| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,168.5 |
2,190.2 |
21.7 |
1.0% |
2,247.6 |
| High |
2,194.0 |
2,209.3 |
15.3 |
0.7% |
2,288.6 |
| Low |
2,144.5 |
2,161.3 |
16.8 |
0.8% |
2,173.2 |
| Close |
2,190.4 |
2,173.1 |
-17.3 |
-0.8% |
2,175.9 |
| Range |
49.5 |
48.0 |
-1.5 |
-3.0% |
115.4 |
| ATR |
50.7 |
50.5 |
-0.2 |
-0.4% |
0.0 |
| Volume |
200,103 |
203,930 |
3,827 |
1.9% |
1,151,467 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.2 |
2,297.2 |
2,199.5 |
|
| R3 |
2,277.2 |
2,249.2 |
2,186.3 |
|
| R2 |
2,229.2 |
2,229.2 |
2,181.9 |
|
| R1 |
2,201.2 |
2,201.2 |
2,177.5 |
2,191.2 |
| PP |
2,181.2 |
2,181.2 |
2,181.2 |
2,176.3 |
| S1 |
2,153.2 |
2,153.2 |
2,168.7 |
2,143.2 |
| S2 |
2,133.2 |
2,133.2 |
2,164.3 |
|
| S3 |
2,085.2 |
2,105.2 |
2,159.9 |
|
| S4 |
2,037.2 |
2,057.2 |
2,146.7 |
|
|
| 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 |
2,220.5 |
2,125.9 |
94.6 |
4.4% |
49.8 |
2.3% |
50% |
False |
False |
242,526 |
| 10 |
2,288.6 |
2,125.9 |
162.7 |
7.5% |
47.8 |
2.2% |
29% |
False |
False |
212,257 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.6% |
50.2 |
2.3% |
38% |
False |
False |
214,682 |
| 40 |
2,407.3 |
2,102.3 |
305.0 |
14.0% |
55.3 |
2.5% |
23% |
False |
False |
134,661 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
49.6 |
2.3% |
20% |
False |
False |
89,813 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.4% |
47.2 |
2.2% |
20% |
False |
False |
67,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.3 |
|
2.618 |
2,335.0 |
|
1.618 |
2,287.0 |
|
1.000 |
2,257.3 |
|
0.618 |
2,239.0 |
|
HIGH |
2,209.3 |
|
0.618 |
2,191.0 |
|
0.500 |
2,185.3 |
|
0.382 |
2,179.6 |
|
LOW |
2,161.3 |
|
0.618 |
2,131.6 |
|
1.000 |
2,113.3 |
|
1.618 |
2,083.6 |
|
2.618 |
2,035.6 |
|
4.250 |
1,957.3 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.3 |
2,171.3 |
| PP |
2,181.2 |
2,169.4 |
| S1 |
2,177.2 |
2,167.6 |
|