Trading Metrics calculated at close of trading on 10-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,695.00 |
4,671.25 |
-23.75 |
-0.5% |
4,771.00 |
High |
4,705.75 |
4,681.75 |
-24.00 |
-0.5% |
4,808.25 |
Low |
4,653.75 |
4,572.75 |
-81.00 |
-1.7% |
4,653.75 |
Close |
4,667.75 |
4,662.25 |
-5.50 |
-0.1% |
4,667.75 |
Range |
52.00 |
109.00 |
57.00 |
109.6% |
154.50 |
ATR |
60.60 |
64.05 |
3.46 |
5.7% |
0.00 |
Volume |
1,618,440 |
2,231,980 |
613,540 |
37.9% |
8,052,905 |
|
Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,966.00 |
4,923.00 |
4,722.25 |
|
R3 |
4,857.00 |
4,814.00 |
4,692.25 |
|
R2 |
4,748.00 |
4,748.00 |
4,682.25 |
|
R1 |
4,705.00 |
4,705.00 |
4,672.25 |
4,672.00 |
PP |
4,639.00 |
4,639.00 |
4,639.00 |
4,622.50 |
S1 |
4,596.00 |
4,596.00 |
4,652.25 |
4,563.00 |
S2 |
4,530.00 |
4,530.00 |
4,642.25 |
|
S3 |
4,421.00 |
4,487.00 |
4,632.25 |
|
S4 |
4,312.00 |
4,378.00 |
4,602.25 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,173.50 |
5,075.00 |
4,752.75 |
|
R3 |
5,019.00 |
4,920.50 |
4,710.25 |
|
R2 |
4,864.50 |
4,864.50 |
4,696.00 |
|
R1 |
4,766.00 |
4,766.00 |
4,682.00 |
4,738.00 |
PP |
4,710.00 |
4,710.00 |
4,710.00 |
4,696.00 |
S1 |
4,611.50 |
4,611.50 |
4,653.50 |
4,583.50 |
S2 |
4,555.50 |
4,555.50 |
4,639.50 |
|
S3 |
4,401.00 |
4,457.00 |
4,625.25 |
|
S4 |
4,246.50 |
4,302.50 |
4,582.75 |
|
|
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 |
4,572.75 |
235.50 |
5.1% |
71.50 |
1.5% |
38% |
False |
True |
1,792,504 |
10 |
4,808.25 |
4,572.75 |
235.50 |
5.1% |
51.50 |
1.1% |
38% |
False |
True |
1,382,345 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.2% |
65.50 |
1.4% |
49% |
False |
False |
1,588,189 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
67.25 |
1.4% |
55% |
False |
False |
865,324 |
60 |
4,808.25 |
4,419.50 |
388.75 |
8.3% |
57.00 |
1.2% |
62% |
False |
False |
578,452 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
60.50 |
1.3% |
74% |
False |
False |
434,418 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
56.50 |
1.2% |
74% |
False |
False |
347,619 |
120 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
52.50 |
1.1% |
74% |
False |
False |
289,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,145.00 |
2.618 |
4,967.00 |
1.618 |
4,858.00 |
1.000 |
4,790.75 |
0.618 |
4,749.00 |
HIGH |
4,681.75 |
0.618 |
4,640.00 |
0.500 |
4,627.25 |
0.382 |
4,614.50 |
LOW |
4,572.75 |
0.618 |
4,505.50 |
1.000 |
4,463.75 |
1.618 |
4,396.50 |
2.618 |
4,287.50 |
4.250 |
4,109.50 |
|
|
Fisher Pivots for day following 10-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,650.50 |
4,656.25 |
PP |
4,639.00 |
4,650.25 |
S1 |
4,627.25 |
4,644.25 |
|