| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,033.3 |
1,989.3 |
-44.0 |
-2.2% |
2,162.3 |
| High |
2,036.0 |
2,049.9 |
13.9 |
0.7% |
2,168.6 |
| Low |
1,958.9 |
1,949.7 |
-9.2 |
-0.5% |
1,982.0 |
| Close |
2,001.3 |
1,972.7 |
-28.6 |
-1.4% |
1,985.4 |
| Range |
77.1 |
100.2 |
23.1 |
30.0% |
186.6 |
| ATR |
61.0 |
63.8 |
2.8 |
4.6% |
0.0 |
| Volume |
353,264 |
372,656 |
19,392 |
5.5% |
1,361,224 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.4 |
2,232.2 |
2,027.8 |
|
| R3 |
2,191.2 |
2,132.0 |
2,000.3 |
|
| R2 |
2,091.0 |
2,091.0 |
1,991.1 |
|
| R1 |
2,031.8 |
2,031.8 |
1,981.9 |
2,011.3 |
| PP |
1,990.8 |
1,990.8 |
1,990.8 |
1,980.5 |
| S1 |
1,931.6 |
1,931.6 |
1,963.5 |
1,911.1 |
| S2 |
1,890.6 |
1,890.6 |
1,954.3 |
|
| S3 |
1,790.4 |
1,831.4 |
1,945.1 |
|
| S4 |
1,690.2 |
1,731.2 |
1,917.6 |
|
|
| 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 |
2,104.3 |
1,925.2 |
179.1 |
9.1% |
89.2 |
4.5% |
27% |
False |
False |
401,926 |
| 10 |
2,209.3 |
1,925.2 |
284.1 |
14.4% |
71.9 |
3.6% |
17% |
False |
False |
329,614 |
| 20 |
2,288.6 |
1,925.2 |
363.4 |
18.4% |
58.6 |
3.0% |
13% |
False |
False |
267,352 |
| 40 |
2,288.6 |
1,925.2 |
363.4 |
18.4% |
60.5 |
3.1% |
13% |
False |
False |
211,728 |
| 60 |
2,458.2 |
1,925.2 |
533.0 |
27.0% |
55.7 |
2.8% |
9% |
False |
False |
141,341 |
| 80 |
2,458.2 |
1,925.2 |
533.0 |
27.0% |
50.1 |
2.5% |
9% |
False |
False |
106,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.8 |
|
2.618 |
2,312.2 |
|
1.618 |
2,212.0 |
|
1.000 |
2,150.1 |
|
0.618 |
2,111.8 |
|
HIGH |
2,049.9 |
|
0.618 |
2,011.6 |
|
0.500 |
1,999.8 |
|
0.382 |
1,988.0 |
|
LOW |
1,949.7 |
|
0.618 |
1,887.8 |
|
1.000 |
1,849.5 |
|
1.618 |
1,787.6 |
|
2.618 |
1,687.4 |
|
4.250 |
1,523.9 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.8 |
1,987.6 |
| PP |
1,990.8 |
1,982.6 |
| S1 |
1,981.7 |
1,977.7 |
|