Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,783.50 |
4,692.00 |
-91.50 |
-1.9% |
4,717.00 |
High |
4,788.25 |
4,715.75 |
-72.50 |
-1.5% |
4,799.75 |
Low |
4,689.50 |
4,662.00 |
-27.50 |
-0.6% |
4,713.25 |
Close |
4,692.50 |
4,687.50 |
-5.00 |
-0.1% |
4,758.50 |
Range |
98.75 |
53.75 |
-45.00 |
-45.6% |
86.50 |
ATR |
61.84 |
61.26 |
-0.58 |
-0.9% |
0.00 |
Volume |
1,856,376 |
1,862,918 |
6,542 |
0.4% |
4,437,266 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,849.75 |
4,822.25 |
4,717.00 |
|
R3 |
4,796.00 |
4,768.50 |
4,702.25 |
|
R2 |
4,742.25 |
4,742.25 |
4,697.25 |
|
R1 |
4,714.75 |
4,714.75 |
4,692.50 |
4,701.50 |
PP |
4,688.50 |
4,688.50 |
4,688.50 |
4,681.75 |
S1 |
4,661.00 |
4,661.00 |
4,682.50 |
4,648.00 |
S2 |
4,634.75 |
4,634.75 |
4,677.75 |
|
S3 |
4,581.00 |
4,607.25 |
4,672.75 |
|
S4 |
4,527.25 |
4,553.50 |
4,658.00 |
|
|
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 |
4,662.00 |
146.25 |
3.1% |
53.50 |
1.1% |
17% |
False |
True |
1,477,709 |
10 |
4,808.25 |
4,662.00 |
146.25 |
3.1% |
47.25 |
1.0% |
17% |
False |
True |
1,184,975 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.1% |
62.00 |
1.3% |
58% |
False |
False |
1,508,936 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
65.00 |
1.4% |
63% |
False |
False |
769,223 |
60 |
4,808.25 |
4,313.00 |
495.25 |
10.6% |
56.50 |
1.2% |
76% |
False |
False |
514,347 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
59.75 |
1.3% |
78% |
False |
False |
386,314 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
56.00 |
1.2% |
78% |
False |
False |
309,120 |
120 |
4,808.25 |
4,236.25 |
572.00 |
12.2% |
52.25 |
1.1% |
79% |
False |
False |
257,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,944.25 |
2.618 |
4,856.50 |
1.618 |
4,802.75 |
1.000 |
4,769.50 |
0.618 |
4,749.00 |
HIGH |
4,715.75 |
0.618 |
4,695.25 |
0.500 |
4,689.00 |
0.382 |
4,682.50 |
LOW |
4,662.00 |
0.618 |
4,628.75 |
1.000 |
4,608.25 |
1.618 |
4,575.00 |
2.618 |
4,521.25 |
4.250 |
4,433.50 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,689.00 |
4,735.00 |
PP |
4,688.50 |
4,719.25 |
S1 |
4,688.00 |
4,703.50 |
|