| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,020.0 |
1,986.6 |
-33.4 |
-1.7% |
2,162.3 |
| High |
2,044.2 |
2,038.0 |
-6.2 |
-0.3% |
2,168.6 |
| Low |
1,982.0 |
1,925.2 |
-56.8 |
-2.9% |
1,982.0 |
| Close |
1,985.4 |
2,031.7 |
46.3 |
2.3% |
1,985.4 |
| Range |
62.2 |
112.8 |
50.6 |
81.4% |
186.6 |
| ATR |
55.6 |
59.7 |
4.1 |
7.3% |
0.0 |
| Volume |
458,527 |
528,648 |
70,121 |
15.3% |
1,361,224 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.7 |
2,297.0 |
2,093.7 |
|
| R3 |
2,223.9 |
2,184.2 |
2,062.7 |
|
| R2 |
2,111.1 |
2,111.1 |
2,052.4 |
|
| R1 |
2,071.4 |
2,071.4 |
2,042.0 |
2,091.3 |
| PP |
1,998.3 |
1,998.3 |
1,998.3 |
2,008.2 |
| S1 |
1,958.6 |
1,958.6 |
2,021.4 |
1,978.5 |
| S2 |
1,885.5 |
1,885.5 |
2,011.0 |
|
| S3 |
1,772.7 |
1,845.8 |
2,000.7 |
|
| S4 |
1,659.9 |
1,733.0 |
1,969.7 |
|
|
| 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 |
1,925.2 |
243.4 |
12.0% |
80.4 |
4.0% |
44% |
False |
True |
377,974 |
| 10 |
2,209.3 |
1,925.2 |
284.1 |
14.0% |
65.0 |
3.2% |
37% |
False |
True |
308,062 |
| 20 |
2,288.6 |
1,925.2 |
363.4 |
17.9% |
53.3 |
2.6% |
29% |
False |
True |
244,874 |
| 40 |
2,343.3 |
1,925.2 |
418.1 |
20.6% |
60.9 |
3.0% |
25% |
False |
True |
193,665 |
| 60 |
2,458.2 |
1,925.2 |
533.0 |
26.2% |
53.9 |
2.7% |
20% |
False |
True |
129,245 |
| 80 |
2,458.2 |
1,925.2 |
533.0 |
26.2% |
49.4 |
2.4% |
20% |
False |
True |
96,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.4 |
|
2.618 |
2,333.3 |
|
1.618 |
2,220.5 |
|
1.000 |
2,150.8 |
|
0.618 |
2,107.7 |
|
HIGH |
2,038.0 |
|
0.618 |
1,994.9 |
|
0.500 |
1,981.6 |
|
0.382 |
1,968.3 |
|
LOW |
1,925.2 |
|
0.618 |
1,855.5 |
|
1.000 |
1,812.4 |
|
1.618 |
1,742.7 |
|
2.618 |
1,629.9 |
|
4.250 |
1,445.8 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.0 |
2,026.1 |
| PP |
1,998.3 |
2,020.4 |
| S1 |
1,981.6 |
2,014.8 |
|