| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,162.3 |
2,095.9 |
-66.4 |
-3.1% |
2,172.8 |
| High |
2,168.6 |
2,108.4 |
-60.2 |
-2.8% |
2,209.3 |
| Low |
2,089.3 |
2,054.2 |
-35.1 |
-1.7% |
2,120.2 |
| Close |
2,092.1 |
2,059.2 |
-32.9 |
-1.6% |
2,157.7 |
| Range |
79.3 |
54.2 |
-25.1 |
-31.7% |
89.1 |
| ATR |
52.0 |
52.2 |
0.2 |
0.3% |
0.0 |
| Volume |
305,851 |
300,309 |
-5,542 |
-1.8% |
1,190,749 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.5 |
2,202.1 |
2,089.0 |
|
| R3 |
2,182.3 |
2,147.9 |
2,074.1 |
|
| R2 |
2,128.1 |
2,128.1 |
2,069.1 |
|
| R1 |
2,093.7 |
2,093.7 |
2,064.2 |
2,083.8 |
| PP |
2,073.9 |
2,073.9 |
2,073.9 |
2,069.0 |
| S1 |
2,039.5 |
2,039.5 |
2,054.2 |
2,029.6 |
| S2 |
2,019.7 |
2,019.7 |
2,049.3 |
|
| S3 |
1,965.5 |
1,985.3 |
2,044.3 |
|
| S4 |
1,911.3 |
1,931.1 |
2,029.4 |
|
|
| 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 |
2,054.2 |
155.1 |
7.5% |
54.7 |
2.7% |
3% |
False |
True |
257,302 |
| 10 |
2,276.4 |
2,054.2 |
222.2 |
10.8% |
56.3 |
2.7% |
2% |
False |
True |
254,338 |
| 20 |
2,288.6 |
2,054.2 |
234.4 |
11.4% |
46.4 |
2.3% |
2% |
False |
True |
206,702 |
| 40 |
2,370.9 |
2,054.2 |
316.7 |
15.4% |
57.2 |
2.8% |
2% |
False |
True |
161,672 |
| 60 |
2,458.2 |
2,054.2 |
404.0 |
19.6% |
51.4 |
2.5% |
1% |
False |
True |
107,854 |
| 80 |
2,458.2 |
2,054.2 |
404.0 |
19.6% |
47.9 |
2.3% |
1% |
False |
True |
80,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.8 |
|
2.618 |
2,250.3 |
|
1.618 |
2,196.1 |
|
1.000 |
2,162.6 |
|
0.618 |
2,141.9 |
|
HIGH |
2,108.4 |
|
0.618 |
2,087.7 |
|
0.500 |
2,081.3 |
|
0.382 |
2,074.9 |
|
LOW |
2,054.2 |
|
0.618 |
2,020.7 |
|
1.000 |
2,000.0 |
|
1.618 |
1,966.5 |
|
2.618 |
1,912.3 |
|
4.250 |
1,823.9 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.3 |
2,111.4 |
| PP |
2,073.9 |
2,094.0 |
| S1 |
2,066.6 |
2,076.6 |
|