Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,704.00 |
4,719.25 |
15.25 |
0.3% |
4,771.00 |
High |
4,739.50 |
4,736.25 |
-3.25 |
-0.1% |
4,808.25 |
Low |
4,695.00 |
4,642.50 |
-52.50 |
-1.1% |
4,653.75 |
Close |
4,716.25 |
4,652.00 |
-64.25 |
-1.4% |
4,667.75 |
Range |
44.50 |
93.75 |
49.25 |
110.7% |
154.50 |
ATR |
63.73 |
65.88 |
2.14 |
3.4% |
0.00 |
Volume |
1,583,216 |
1,824,612 |
241,396 |
15.2% |
8,052,905 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,958.25 |
4,898.75 |
4,703.50 |
|
R3 |
4,864.50 |
4,805.00 |
4,677.75 |
|
R2 |
4,770.75 |
4,770.75 |
4,669.25 |
|
R1 |
4,711.25 |
4,711.25 |
4,660.50 |
4,694.00 |
PP |
4,677.00 |
4,677.00 |
4,677.00 |
4,668.25 |
S1 |
4,617.50 |
4,617.50 |
4,643.50 |
4,600.50 |
S2 |
4,583.25 |
4,583.25 |
4,634.75 |
|
S3 |
4,489.50 |
4,523.75 |
4,626.25 |
|
S4 |
4,395.75 |
4,430.00 |
4,600.50 |
|
|
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 |
3.6% |
76.00 |
1.6% |
48% |
False |
False |
1,797,450 |
10 |
4,808.25 |
4,572.75 |
235.50 |
5.1% |
64.75 |
1.4% |
34% |
False |
False |
1,637,580 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.2% |
64.00 |
1.4% |
46% |
False |
False |
1,507,818 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
70.00 |
1.5% |
52% |
False |
False |
993,500 |
60 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
58.50 |
1.3% |
52% |
False |
False |
663,967 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
60.25 |
1.3% |
72% |
False |
False |
498,510 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
56.75 |
1.2% |
72% |
False |
False |
398,982 |
120 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
53.50 |
1.1% |
72% |
False |
False |
332,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,134.75 |
2.618 |
4,981.75 |
1.618 |
4,888.00 |
1.000 |
4,830.00 |
0.618 |
4,794.25 |
HIGH |
4,736.25 |
0.618 |
4,700.50 |
0.500 |
4,689.50 |
0.382 |
4,678.25 |
LOW |
4,642.50 |
0.618 |
4,584.50 |
1.000 |
4,548.75 |
1.618 |
4,490.75 |
2.618 |
4,397.00 |
4.250 |
4,244.00 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,689.50 |
4,683.50 |
PP |
4,677.00 |
4,673.00 |
S1 |
4,664.50 |
4,662.50 |
|