| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,060.4 |
2,020.0 |
-40.4 |
-2.0% |
2,162.3 |
| High |
2,104.3 |
2,044.2 |
-60.1 |
-2.9% |
2,168.6 |
| Low |
2,010.6 |
1,982.0 |
-28.6 |
-1.4% |
1,982.0 |
| Close |
2,021.2 |
1,985.4 |
-35.8 |
-1.8% |
1,985.4 |
| Range |
93.7 |
62.2 |
-31.5 |
-33.6% |
186.6 |
| ATR |
55.1 |
55.6 |
0.5 |
0.9% |
0.0 |
| Volume |
296,537 |
458,527 |
161,990 |
54.6% |
1,361,224 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.5 |
2,150.1 |
2,019.6 |
|
| R3 |
2,128.3 |
2,087.9 |
2,002.5 |
|
| R2 |
2,066.1 |
2,066.1 |
1,996.8 |
|
| R1 |
2,025.7 |
2,025.7 |
1,991.1 |
2,014.8 |
| PP |
2,003.9 |
2,003.9 |
2,003.9 |
1,998.4 |
| S1 |
1,963.5 |
1,963.5 |
1,979.7 |
1,952.6 |
| S2 |
1,941.7 |
1,941.7 |
1,974.0 |
|
| S3 |
1,879.5 |
1,901.3 |
1,968.3 |
|
| S4 |
1,817.3 |
1,839.1 |
1,951.2 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.1 |
2,481.9 |
2,088.0 |
|
| R3 |
2,418.5 |
2,295.3 |
2,036.7 |
|
| R2 |
2,231.9 |
2,231.9 |
2,019.6 |
|
| R1 |
2,108.7 |
2,108.7 |
2,002.5 |
2,077.0 |
| PP |
2,045.3 |
2,045.3 |
2,045.3 |
2,029.5 |
| S1 |
1,922.1 |
1,922.1 |
1,968.3 |
1,890.4 |
| S2 |
1,858.7 |
1,858.7 |
1,951.2 |
|
| S3 |
1,672.1 |
1,735.5 |
1,934.1 |
|
| S4 |
1,485.5 |
1,548.9 |
1,882.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.6 |
1,982.0 |
186.6 |
9.4% |
66.5 |
3.3% |
2% |
False |
True |
322,354 |
| 10 |
2,219.8 |
1,982.0 |
237.8 |
12.0% |
58.4 |
2.9% |
1% |
False |
True |
278,245 |
| 20 |
2,288.6 |
1,982.0 |
306.6 |
15.4% |
49.0 |
2.5% |
1% |
False |
True |
225,216 |
| 40 |
2,343.3 |
1,982.0 |
361.3 |
18.2% |
58.9 |
3.0% |
1% |
False |
True |
180,501 |
| 60 |
2,458.2 |
1,982.0 |
476.2 |
24.0% |
52.8 |
2.7% |
1% |
False |
True |
120,435 |
| 80 |
2,458.2 |
1,982.0 |
476.2 |
24.0% |
48.4 |
2.4% |
1% |
False |
True |
90,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.6 |
|
2.618 |
2,207.0 |
|
1.618 |
2,144.8 |
|
1.000 |
2,106.4 |
|
0.618 |
2,082.6 |
|
HIGH |
2,044.2 |
|
0.618 |
2,020.4 |
|
0.500 |
2,013.1 |
|
0.382 |
2,005.8 |
|
LOW |
1,982.0 |
|
0.618 |
1,943.6 |
|
1.000 |
1,919.8 |
|
1.618 |
1,881.4 |
|
2.618 |
1,819.2 |
|
4.250 |
1,717.7 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.1 |
2,045.2 |
| PP |
2,003.9 |
2,025.3 |
| S1 |
1,994.6 |
2,005.3 |
|