| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,986.6 |
2,033.3 |
46.7 |
2.4% |
2,162.3 |
| High |
2,038.0 |
2,036.0 |
-2.0 |
-0.1% |
2,168.6 |
| Low |
1,925.2 |
1,958.9 |
33.7 |
1.8% |
1,982.0 |
| Close |
2,031.7 |
2,001.3 |
-30.4 |
-1.5% |
1,985.4 |
| Range |
112.8 |
77.1 |
-35.7 |
-31.6% |
186.6 |
| ATR |
59.7 |
61.0 |
1.2 |
2.1% |
0.0 |
| Volume |
528,648 |
353,264 |
-175,384 |
-33.2% |
1,361,224 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.0 |
2,192.8 |
2,043.7 |
|
| R3 |
2,152.9 |
2,115.7 |
2,022.5 |
|
| R2 |
2,075.8 |
2,075.8 |
2,015.4 |
|
| R1 |
2,038.6 |
2,038.6 |
2,008.4 |
2,018.7 |
| PP |
1,998.7 |
1,998.7 |
1,998.7 |
1,988.8 |
| S1 |
1,961.5 |
1,961.5 |
1,994.2 |
1,941.6 |
| S2 |
1,921.6 |
1,921.6 |
1,987.2 |
|
| S3 |
1,844.5 |
1,884.4 |
1,980.1 |
|
| S4 |
1,767.4 |
1,807.3 |
1,958.9 |
|
|
| 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 |
2,108.4 |
1,925.2 |
183.2 |
9.2% |
80.0 |
4.0% |
42% |
False |
False |
387,457 |
| 10 |
2,209.3 |
1,925.2 |
284.1 |
14.2% |
66.9 |
3.3% |
27% |
False |
False |
312,358 |
| 20 |
2,288.6 |
1,925.2 |
363.4 |
18.2% |
55.3 |
2.8% |
21% |
False |
False |
255,989 |
| 40 |
2,288.6 |
1,925.2 |
363.4 |
18.2% |
59.4 |
3.0% |
21% |
False |
False |
202,448 |
| 60 |
2,458.2 |
1,925.2 |
533.0 |
26.6% |
54.4 |
2.7% |
14% |
False |
False |
135,131 |
| 80 |
2,458.2 |
1,925.2 |
533.0 |
26.6% |
49.8 |
2.5% |
14% |
False |
False |
101,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.7 |
|
2.618 |
2,237.8 |
|
1.618 |
2,160.7 |
|
1.000 |
2,113.1 |
|
0.618 |
2,083.6 |
|
HIGH |
2,036.0 |
|
0.618 |
2,006.5 |
|
0.500 |
1,997.5 |
|
0.382 |
1,988.4 |
|
LOW |
1,958.9 |
|
0.618 |
1,911.3 |
|
1.000 |
1,881.8 |
|
1.618 |
1,834.2 |
|
2.618 |
1,757.1 |
|
4.250 |
1,631.2 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.0 |
1,995.8 |
| PP |
1,998.7 |
1,990.2 |
| S1 |
1,997.5 |
1,984.7 |
|