Trading Metrics calculated at close of trading on 04-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,771.00 |
4,785.25 |
14.25 |
0.3% |
4,717.00 |
High |
4,791.25 |
4,808.25 |
17.00 |
0.4% |
4,799.75 |
Low |
4,747.50 |
4,764.50 |
17.00 |
0.4% |
4,713.25 |
Close |
4,786.00 |
4,784.25 |
-1.75 |
0.0% |
4,758.50 |
Range |
43.75 |
43.75 |
0.00 |
0.0% |
86.50 |
ATR |
60.17 |
59.00 |
-1.17 |
-1.9% |
0.00 |
Volume |
1,322,362 |
1,392,809 |
70,447 |
5.3% |
4,437,266 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,917.00 |
4,894.25 |
4,808.25 |
|
R3 |
4,873.25 |
4,850.50 |
4,796.25 |
|
R2 |
4,829.50 |
4,829.50 |
4,792.25 |
|
R1 |
4,806.75 |
4,806.75 |
4,788.25 |
4,796.25 |
PP |
4,785.75 |
4,785.75 |
4,785.75 |
4,780.50 |
S1 |
4,763.00 |
4,763.00 |
4,780.25 |
4,752.50 |
S2 |
4,742.00 |
4,742.00 |
4,776.25 |
|
S3 |
4,698.25 |
4,719.25 |
4,772.25 |
|
S4 |
4,654.50 |
4,675.50 |
4,760.25 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.75 |
4,974.00 |
4,806.00 |
|
R3 |
4,930.25 |
4,887.50 |
4,782.25 |
|
R2 |
4,843.75 |
4,843.75 |
4,774.25 |
|
R1 |
4,801.00 |
4,801.00 |
4,766.50 |
4,822.50 |
PP |
4,757.25 |
4,757.25 |
4,757.25 |
4,767.75 |
S1 |
4,714.50 |
4,714.50 |
4,750.50 |
4,736.00 |
S2 |
4,670.75 |
4,670.75 |
4,742.75 |
|
S3 |
4,584.25 |
4,628.00 |
4,734.75 |
|
S4 |
4,497.75 |
4,541.50 |
4,711.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,808.25 |
4,747.50 |
60.75 |
1.3% |
34.75 |
0.7% |
60% |
True |
False |
1,059,843 |
10 |
4,808.25 |
4,565.75 |
242.50 |
5.1% |
46.50 |
1.0% |
90% |
True |
False |
1,072,902 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.0% |
62.00 |
1.3% |
92% |
True |
False |
1,334,906 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.7% |
63.00 |
1.3% |
93% |
True |
False |
676,385 |
60 |
4,808.25 |
4,311.00 |
497.25 |
10.4% |
55.75 |
1.2% |
95% |
True |
False |
452,396 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.6% |
59.00 |
1.2% |
96% |
True |
False |
339,846 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.6% |
55.00 |
1.1% |
96% |
True |
False |
271,934 |
120 |
4,808.25 |
4,206.75 |
601.50 |
12.6% |
52.00 |
1.1% |
96% |
True |
False |
226,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.25 |
2.618 |
4,922.75 |
1.618 |
4,879.00 |
1.000 |
4,852.00 |
0.618 |
4,835.25 |
HIGH |
4,808.25 |
0.618 |
4,791.50 |
0.500 |
4,786.50 |
0.382 |
4,781.25 |
LOW |
4,764.50 |
0.618 |
4,737.50 |
1.000 |
4,720.75 |
1.618 |
4,693.75 |
2.618 |
4,650.00 |
4.250 |
4,578.50 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,786.50 |
4,782.00 |
PP |
4,785.75 |
4,780.00 |
S1 |
4,785.00 |
4,778.00 |
|