Trading Metrics calculated at close of trading on 18-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,655.00 |
4,666.00 |
11.00 |
0.2% |
4,671.25 |
High |
4,667.00 |
4,671.75 |
4.75 |
0.1% |
4,739.50 |
Low |
4,606.00 |
4,560.00 |
-46.00 |
-1.0% |
4,572.75 |
Close |
4,654.75 |
4,571.25 |
-83.50 |
-1.8% |
4,654.75 |
Range |
61.00 |
111.75 |
50.75 |
83.2% |
166.75 |
ATR |
65.53 |
68.83 |
3.30 |
5.0% |
0.00 |
Volume |
2,010,610 |
2,268,240 |
257,630 |
12.8% |
9,379,422 |
|
Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,936.25 |
4,865.50 |
4,632.75 |
|
R3 |
4,824.50 |
4,753.75 |
4,602.00 |
|
R2 |
4,712.75 |
4,712.75 |
4,591.75 |
|
R1 |
4,642.00 |
4,642.00 |
4,581.50 |
4,621.50 |
PP |
4,601.00 |
4,601.00 |
4,601.00 |
4,590.75 |
S1 |
4,530.25 |
4,530.25 |
4,561.00 |
4,509.75 |
S2 |
4,489.25 |
4,489.25 |
4,550.75 |
|
S3 |
4,377.50 |
4,418.50 |
4,540.50 |
|
S4 |
4,265.75 |
4,306.75 |
4,509.75 |
|
|
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 |
4,560.00 |
179.50 |
3.9% |
78.25 |
1.7% |
6% |
False |
True |
1,883,136 |
10 |
4,808.25 |
4,560.00 |
248.25 |
5.4% |
74.75 |
1.6% |
5% |
False |
True |
1,837,820 |
20 |
4,808.25 |
4,520.25 |
288.00 |
6.3% |
63.50 |
1.4% |
18% |
False |
False |
1,490,602 |
40 |
4,808.25 |
4,485.75 |
322.50 |
7.1% |
72.75 |
1.6% |
27% |
False |
False |
1,100,253 |
60 |
4,808.25 |
4,485.75 |
322.50 |
7.1% |
60.50 |
1.3% |
27% |
False |
False |
735,159 |
80 |
4,808.25 |
4,252.75 |
555.50 |
12.2% |
60.50 |
1.3% |
57% |
False |
False |
551,907 |
100 |
4,808.25 |
4,252.75 |
555.50 |
12.2% |
58.25 |
1.3% |
57% |
False |
False |
441,767 |
120 |
4,808.25 |
4,252.75 |
555.50 |
12.2% |
54.25 |
1.2% |
57% |
False |
False |
368,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,146.75 |
2.618 |
4,964.25 |
1.618 |
4,852.50 |
1.000 |
4,783.50 |
0.618 |
4,740.75 |
HIGH |
4,671.75 |
0.618 |
4,629.00 |
0.500 |
4,616.00 |
0.382 |
4,602.75 |
LOW |
4,560.00 |
0.618 |
4,491.00 |
1.000 |
4,448.25 |
1.618 |
4,379.25 |
2.618 |
4,267.50 |
4.250 |
4,085.00 |
|
|
Fisher Pivots for day following 18-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,616.00 |
4,648.00 |
PP |
4,601.00 |
4,622.50 |
S1 |
4,586.00 |
4,597.00 |
|