| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,095.9 |
2,060.4 |
-35.5 |
-1.7% |
2,172.8 |
| High |
2,108.4 |
2,104.3 |
-4.1 |
-0.2% |
2,209.3 |
| Low |
2,054.2 |
2,010.6 |
-43.6 |
-2.1% |
2,120.2 |
| Close |
2,059.2 |
2,021.2 |
-38.0 |
-1.8% |
2,157.7 |
| Range |
54.2 |
93.7 |
39.5 |
72.9% |
89.1 |
| ATR |
52.2 |
55.1 |
3.0 |
5.7% |
0.0 |
| Volume |
300,309 |
296,537 |
-3,772 |
-1.3% |
1,190,749 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.5 |
2,267.5 |
2,072.7 |
|
| R3 |
2,232.8 |
2,173.8 |
2,047.0 |
|
| R2 |
2,139.1 |
2,139.1 |
2,038.4 |
|
| R1 |
2,080.1 |
2,080.1 |
2,029.8 |
2,062.8 |
| PP |
2,045.4 |
2,045.4 |
2,045.4 |
2,036.7 |
| S1 |
1,986.4 |
1,986.4 |
2,012.6 |
1,969.1 |
| S2 |
1,951.7 |
1,951.7 |
2,004.0 |
|
| S3 |
1,858.0 |
1,892.7 |
1,995.4 |
|
| S4 |
1,764.3 |
1,799.0 |
1,969.7 |
|
|
| 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 |
2,197.5 |
2,010.6 |
186.9 |
9.2% |
63.8 |
3.2% |
6% |
False |
True |
275,823 |
| 10 |
2,220.5 |
2,010.6 |
209.9 |
10.4% |
56.8 |
2.8% |
5% |
False |
True |
259,174 |
| 20 |
2,288.6 |
2,010.6 |
278.0 |
13.8% |
47.6 |
2.4% |
4% |
False |
True |
211,222 |
| 40 |
2,343.5 |
2,010.6 |
332.9 |
16.5% |
58.4 |
2.9% |
3% |
False |
True |
169,074 |
| 60 |
2,458.2 |
2,010.6 |
447.6 |
22.1% |
52.3 |
2.6% |
2% |
False |
True |
112,794 |
| 80 |
2,458.2 |
2,010.6 |
447.6 |
22.1% |
48.4 |
2.4% |
2% |
False |
True |
84,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.5 |
|
2.618 |
2,349.6 |
|
1.618 |
2,255.9 |
|
1.000 |
2,198.0 |
|
0.618 |
2,162.2 |
|
HIGH |
2,104.3 |
|
0.618 |
2,068.5 |
|
0.500 |
2,057.5 |
|
0.382 |
2,046.4 |
|
LOW |
2,010.6 |
|
0.618 |
1,952.7 |
|
1.000 |
1,916.9 |
|
1.618 |
1,859.0 |
|
2.618 |
1,765.3 |
|
4.250 |
1,612.4 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.5 |
2,089.6 |
| PP |
2,045.4 |
2,066.8 |
| S1 |
2,033.3 |
2,044.0 |
|