| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,176.5 |
2,157.0 |
-19.5 |
-0.9% |
2,172.8 |
| High |
2,197.5 |
2,163.3 |
-34.2 |
-1.6% |
2,209.3 |
| Low |
2,148.8 |
2,120.2 |
-28.6 |
-1.3% |
2,120.2 |
| Close |
2,155.5 |
2,157.7 |
2.2 |
0.1% |
2,157.7 |
| Range |
48.7 |
43.1 |
-5.6 |
-11.5% |
89.1 |
| ATR |
50.4 |
49.9 |
-0.5 |
-1.0% |
0.0 |
| Volume |
225,874 |
250,546 |
24,672 |
10.9% |
1,190,749 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.4 |
2,260.1 |
2,181.4 |
|
| R3 |
2,233.3 |
2,217.0 |
2,169.6 |
|
| R2 |
2,190.2 |
2,190.2 |
2,165.6 |
|
| R1 |
2,173.9 |
2,173.9 |
2,161.7 |
2,182.1 |
| PP |
2,147.1 |
2,147.1 |
2,147.1 |
2,151.1 |
| S1 |
2,130.8 |
2,130.8 |
2,153.7 |
2,139.0 |
| S2 |
2,104.0 |
2,104.0 |
2,149.8 |
|
| S3 |
2,060.9 |
2,087.7 |
2,145.8 |
|
| S4 |
2,017.8 |
2,044.6 |
2,134.0 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.7 |
2,382.8 |
2,206.7 |
|
| R3 |
2,340.6 |
2,293.7 |
2,182.2 |
|
| R2 |
2,251.5 |
2,251.5 |
2,174.0 |
|
| R1 |
2,204.6 |
2,204.6 |
2,165.9 |
2,183.5 |
| PP |
2,162.4 |
2,162.4 |
2,162.4 |
2,151.9 |
| S1 |
2,115.5 |
2,115.5 |
2,149.5 |
2,094.4 |
| S2 |
2,073.3 |
2,073.3 |
2,141.4 |
|
| S3 |
1,984.2 |
2,026.4 |
2,133.2 |
|
| S4 |
1,895.1 |
1,937.3 |
2,108.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,209.3 |
2,120.2 |
89.1 |
4.1% |
49.5 |
2.3% |
42% |
False |
True |
238,149 |
| 10 |
2,288.6 |
2,120.2 |
168.4 |
7.8% |
50.8 |
2.4% |
22% |
False |
True |
234,221 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.6% |
46.9 |
2.2% |
30% |
False |
False |
207,720 |
| 40 |
2,384.1 |
2,102.3 |
281.8 |
13.1% |
56.1 |
2.6% |
20% |
False |
False |
146,549 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.5% |
50.2 |
2.3% |
16% |
False |
False |
97,753 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.5% |
47.0 |
2.2% |
16% |
False |
False |
73,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,346.5 |
|
2.618 |
2,276.1 |
|
1.618 |
2,233.0 |
|
1.000 |
2,206.4 |
|
0.618 |
2,189.9 |
|
HIGH |
2,163.3 |
|
0.618 |
2,146.8 |
|
0.500 |
2,141.8 |
|
0.382 |
2,136.7 |
|
LOW |
2,120.2 |
|
0.618 |
2,093.6 |
|
1.000 |
2,077.1 |
|
1.618 |
2,050.5 |
|
2.618 |
2,007.4 |
|
4.250 |
1,937.0 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.4 |
2,164.8 |
| PP |
2,147.1 |
2,162.4 |
| S1 |
2,141.8 |
2,160.1 |
|