Trading Metrics calculated at close of trading on 12-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,663.50 |
4,704.00 |
40.50 |
0.9% |
4,771.00 |
High |
4,707.50 |
4,739.50 |
32.00 |
0.7% |
4,808.25 |
Low |
4,627.25 |
4,695.00 |
67.75 |
1.5% |
4,653.75 |
Close |
4,705.00 |
4,716.25 |
11.25 |
0.2% |
4,667.75 |
Range |
80.25 |
44.50 |
-35.75 |
-44.5% |
154.50 |
ATR |
65.21 |
63.73 |
-1.48 |
-2.3% |
0.00 |
Volume |
1,729,004 |
1,583,216 |
-145,788 |
-8.4% |
8,052,905 |
|
Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,850.50 |
4,827.75 |
4,740.75 |
|
R3 |
4,806.00 |
4,783.25 |
4,728.50 |
|
R2 |
4,761.50 |
4,761.50 |
4,724.50 |
|
R1 |
4,738.75 |
4,738.75 |
4,720.25 |
4,750.00 |
PP |
4,717.00 |
4,717.00 |
4,717.00 |
4,722.50 |
S1 |
4,694.25 |
4,694.25 |
4,712.25 |
4,705.50 |
S2 |
4,672.50 |
4,672.50 |
4,708.00 |
|
S3 |
4,628.00 |
4,649.75 |
4,704.00 |
|
S4 |
4,583.50 |
4,605.25 |
4,691.75 |
|
|
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 |
4,739.50 |
4,572.75 |
166.75 |
3.5% |
68.00 |
1.4% |
86% |
True |
False |
1,805,111 |
10 |
4,808.25 |
4,572.75 |
235.50 |
5.0% |
58.50 |
1.2% |
61% |
False |
False |
1,530,512 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.1% |
64.50 |
1.4% |
68% |
False |
False |
1,521,396 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.8% |
68.50 |
1.5% |
71% |
False |
False |
947,961 |
60 |
4,808.25 |
4,464.75 |
343.50 |
7.3% |
57.75 |
1.2% |
73% |
False |
False |
633,600 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.8% |
59.75 |
1.3% |
83% |
False |
False |
475,728 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.8% |
56.25 |
1.2% |
83% |
False |
False |
380,739 |
120 |
4,808.25 |
4,252.75 |
555.50 |
11.8% |
53.00 |
1.1% |
83% |
False |
False |
317,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,928.50 |
2.618 |
4,856.00 |
1.618 |
4,811.50 |
1.000 |
4,784.00 |
0.618 |
4,767.00 |
HIGH |
4,739.50 |
0.618 |
4,722.50 |
0.500 |
4,717.25 |
0.382 |
4,712.00 |
LOW |
4,695.00 |
0.618 |
4,667.50 |
1.000 |
4,650.50 |
1.618 |
4,623.00 |
2.618 |
4,578.50 |
4.250 |
4,506.00 |
|
|
Fisher Pivots for day following 12-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,717.25 |
4,696.25 |
PP |
4,717.00 |
4,676.25 |
S1 |
4,716.50 |
4,656.00 |
|