| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,157.0 |
2,162.3 |
5.3 |
0.2% |
2,172.8 |
| High |
2,163.3 |
2,168.6 |
5.3 |
0.2% |
2,209.3 |
| Low |
2,120.2 |
2,089.3 |
-30.9 |
-1.5% |
2,120.2 |
| Close |
2,157.7 |
2,092.1 |
-65.6 |
-3.0% |
2,157.7 |
| Range |
43.1 |
79.3 |
36.2 |
84.0% |
89.1 |
| ATR |
49.9 |
52.0 |
2.1 |
4.2% |
0.0 |
| Volume |
250,546 |
305,851 |
55,305 |
22.1% |
1,190,749 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,354.6 |
2,302.6 |
2,135.7 |
|
| R3 |
2,275.3 |
2,223.3 |
2,113.9 |
|
| R2 |
2,196.0 |
2,196.0 |
2,106.6 |
|
| R1 |
2,144.0 |
2,144.0 |
2,099.4 |
2,130.4 |
| PP |
2,116.7 |
2,116.7 |
2,116.7 |
2,109.8 |
| S1 |
2,064.7 |
2,064.7 |
2,084.8 |
2,051.1 |
| S2 |
2,037.4 |
2,037.4 |
2,077.6 |
|
| S3 |
1,958.1 |
1,985.4 |
2,070.3 |
|
| S4 |
1,878.8 |
1,906.1 |
2,048.5 |
|
|
| 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 |
2,089.3 |
120.0 |
5.7% |
53.7 |
2.6% |
2% |
False |
True |
237,260 |
| 10 |
2,288.6 |
2,089.3 |
199.3 |
9.5% |
54.7 |
2.6% |
1% |
False |
True |
242,545 |
| 20 |
2,288.6 |
2,089.3 |
199.3 |
9.5% |
47.3 |
2.3% |
1% |
False |
True |
206,304 |
| 40 |
2,375.5 |
2,089.3 |
286.2 |
13.7% |
57.0 |
2.7% |
1% |
False |
True |
154,186 |
| 60 |
2,458.2 |
2,089.3 |
368.9 |
17.6% |
51.1 |
2.4% |
1% |
False |
True |
102,849 |
| 80 |
2,458.2 |
2,089.3 |
368.9 |
17.6% |
47.6 |
2.3% |
1% |
False |
True |
77,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.6 |
|
2.618 |
2,376.2 |
|
1.618 |
2,296.9 |
|
1.000 |
2,247.9 |
|
0.618 |
2,217.6 |
|
HIGH |
2,168.6 |
|
0.618 |
2,138.3 |
|
0.500 |
2,129.0 |
|
0.382 |
2,119.6 |
|
LOW |
2,089.3 |
|
0.618 |
2,040.3 |
|
1.000 |
2,010.0 |
|
1.618 |
1,961.0 |
|
2.618 |
1,881.7 |
|
4.250 |
1,752.3 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.0 |
2,143.4 |
| PP |
2,116.7 |
2,126.3 |
| S1 |
2,104.4 |
2,109.2 |
|