Trading Metrics calculated at close of trading on 14-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,719.25 |
4,655.00 |
-64.25 |
-1.4% |
4,671.25 |
High |
4,736.25 |
4,667.00 |
-69.25 |
-1.5% |
4,739.50 |
Low |
4,642.50 |
4,606.00 |
-36.50 |
-0.8% |
4,572.75 |
Close |
4,652.00 |
4,654.75 |
2.75 |
0.1% |
4,654.75 |
Range |
93.75 |
61.00 |
-32.75 |
-34.9% |
166.75 |
ATR |
65.88 |
65.53 |
-0.35 |
-0.5% |
0.00 |
Volume |
1,824,612 |
2,010,610 |
185,998 |
10.2% |
9,379,422 |
|
Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,825.50 |
4,801.25 |
4,688.25 |
|
R3 |
4,764.50 |
4,740.25 |
4,671.50 |
|
R2 |
4,703.50 |
4,703.50 |
4,666.00 |
|
R1 |
4,679.25 |
4,679.25 |
4,660.25 |
4,661.00 |
PP |
4,642.50 |
4,642.50 |
4,642.50 |
4,633.50 |
S1 |
4,618.25 |
4,618.25 |
4,649.25 |
4,600.00 |
S2 |
4,581.50 |
4,581.50 |
4,643.50 |
|
S3 |
4,520.50 |
4,557.25 |
4,638.00 |
|
S4 |
4,459.50 |
4,496.25 |
4,621.25 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,156.00 |
5,072.00 |
4,746.50 |
|
R3 |
4,989.25 |
4,905.25 |
4,700.50 |
|
R2 |
4,822.50 |
4,822.50 |
4,685.25 |
|
R1 |
4,738.50 |
4,738.50 |
4,670.00 |
4,697.00 |
PP |
4,655.75 |
4,655.75 |
4,655.75 |
4,635.00 |
S1 |
4,571.75 |
4,571.75 |
4,639.50 |
4,530.50 |
S2 |
4,489.00 |
4,489.00 |
4,624.25 |
|
S3 |
4,322.25 |
4,405.00 |
4,609.00 |
|
S4 |
4,155.50 |
4,238.25 |
4,563.00 |
|
|
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% |
77.75 |
1.7% |
49% |
False |
False |
1,875,884 |
10 |
4,808.25 |
4,572.75 |
235.50 |
5.1% |
68.00 |
1.5% |
35% |
False |
False |
1,743,232 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.2% |
61.75 |
1.3% |
47% |
False |
False |
1,500,796 |
40 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
71.00 |
1.5% |
52% |
False |
False |
1,043,708 |
60 |
4,808.25 |
4,485.75 |
322.50 |
6.9% |
59.00 |
1.3% |
52% |
False |
False |
697,444 |
80 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
59.75 |
1.3% |
72% |
False |
False |
523,605 |
100 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
57.25 |
1.2% |
72% |
False |
False |
419,086 |
120 |
4,808.25 |
4,252.75 |
555.50 |
11.9% |
53.50 |
1.2% |
72% |
False |
False |
349,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,926.25 |
2.618 |
4,826.75 |
1.618 |
4,765.75 |
1.000 |
4,728.00 |
0.618 |
4,704.75 |
HIGH |
4,667.00 |
0.618 |
4,643.75 |
0.500 |
4,636.50 |
0.382 |
4,629.25 |
LOW |
4,606.00 |
0.618 |
4,568.25 |
1.000 |
4,545.00 |
1.618 |
4,507.25 |
2.618 |
4,446.25 |
4.250 |
4,346.75 |
|
|
Fisher Pivots for day following 14-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,648.75 |
4,672.75 |
PP |
4,642.50 |
4,666.75 |
S1 |
4,636.50 |
4,660.75 |
|