Trading Metrics calculated at close of trading on 20-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,577.75 |
4,526.00 |
-51.75 |
-1.1% |
4,671.25 |
High |
4,603.00 |
4,594.25 |
-8.75 |
-0.2% |
4,739.50 |
Low |
4,517.25 |
4,437.75 |
-79.50 |
-1.8% |
4,572.75 |
Close |
4,524.25 |
4,474.75 |
-49.50 |
-1.1% |
4,654.75 |
Range |
85.75 |
156.50 |
70.75 |
82.5% |
166.75 |
ATR |
70.04 |
76.21 |
6.18 |
8.8% |
0.00 |
Volume |
2,001,348 |
2,040,704 |
39,356 |
2.0% |
9,379,422 |
|
Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,971.75 |
4,879.75 |
4,560.75 |
|
R3 |
4,815.25 |
4,723.25 |
4,517.75 |
|
R2 |
4,658.75 |
4,658.75 |
4,503.50 |
|
R1 |
4,566.75 |
4,566.75 |
4,489.00 |
4,534.50 |
PP |
4,502.25 |
4,502.25 |
4,502.25 |
4,486.00 |
S1 |
4,410.25 |
4,410.25 |
4,460.50 |
4,378.00 |
S2 |
4,345.75 |
4,345.75 |
4,446.00 |
|
S3 |
4,189.25 |
4,253.75 |
4,431.75 |
|
S4 |
4,032.75 |
4,097.25 |
4,388.75 |
|
|
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 |
4,736.25 |
4,437.75 |
298.50 |
6.7% |
101.75 |
2.3% |
12% |
False |
True |
2,029,102 |
10 |
4,739.50 |
4,437.75 |
301.75 |
6.7% |
84.75 |
1.9% |
12% |
False |
True |
1,917,107 |
20 |
4,808.25 |
4,437.75 |
370.50 |
8.3% |
66.75 |
1.5% |
10% |
False |
True |
1,513,129 |
40 |
4,808.25 |
4,437.75 |
370.50 |
8.3% |
76.25 |
1.7% |
10% |
False |
True |
1,200,858 |
60 |
4,808.25 |
4,437.75 |
370.50 |
8.3% |
63.25 |
1.4% |
10% |
False |
True |
802,400 |
80 |
4,808.25 |
4,252.75 |
555.50 |
12.4% |
62.25 |
1.4% |
40% |
False |
False |
602,380 |
100 |
4,808.25 |
4,252.75 |
555.50 |
12.4% |
59.75 |
1.3% |
40% |
False |
False |
482,183 |
120 |
4,808.25 |
4,252.75 |
555.50 |
12.4% |
55.75 |
1.2% |
40% |
False |
False |
401,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,259.50 |
2.618 |
5,004.00 |
1.618 |
4,847.50 |
1.000 |
4,750.75 |
0.618 |
4,691.00 |
HIGH |
4,594.25 |
0.618 |
4,534.50 |
0.500 |
4,516.00 |
0.382 |
4,497.50 |
LOW |
4,437.75 |
0.618 |
4,341.00 |
1.000 |
4,281.25 |
1.618 |
4,184.50 |
2.618 |
4,028.00 |
4.250 |
3,772.50 |
|
|
Fisher Pivots for day following 20-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,516.00 |
4,554.75 |
PP |
4,502.25 |
4,528.00 |
S1 |
4,488.50 |
4,501.50 |
|