Trading Metrics calculated at close of trading on 21-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,526.00 |
4,454.25 |
-71.75 |
-1.6% |
4,666.00 |
High |
4,594.25 |
4,487.00 |
-107.25 |
-2.3% |
4,671.75 |
Low |
4,437.75 |
4,381.25 |
-56.50 |
-1.3% |
4,381.25 |
Close |
4,474.75 |
4,390.00 |
-84.75 |
-1.9% |
4,390.00 |
Range |
156.50 |
105.75 |
-50.75 |
-32.4% |
290.50 |
ATR |
76.21 |
78.32 |
2.11 |
2.8% |
0.00 |
Volume |
2,040,704 |
3,012,106 |
971,402 |
47.6% |
9,322,398 |
|
Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,736.75 |
4,669.00 |
4,448.25 |
|
R3 |
4,631.00 |
4,563.25 |
4,419.00 |
|
R2 |
4,525.25 |
4,525.25 |
4,409.50 |
|
R1 |
4,457.50 |
4,457.50 |
4,399.75 |
4,438.50 |
PP |
4,419.50 |
4,419.50 |
4,419.50 |
4,410.00 |
S1 |
4,351.75 |
4,351.75 |
4,380.25 |
4,332.75 |
S2 |
4,313.75 |
4,313.75 |
4,370.50 |
|
S3 |
4,208.00 |
4,246.00 |
4,361.00 |
|
S4 |
4,102.25 |
4,140.25 |
4,331.75 |
|
|
Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,352.50 |
5,161.75 |
4,549.75 |
|
R3 |
5,062.00 |
4,871.25 |
4,470.00 |
|
R2 |
4,771.50 |
4,771.50 |
4,443.25 |
|
R1 |
4,580.75 |
4,580.75 |
4,416.75 |
4,531.00 |
PP |
4,481.00 |
4,481.00 |
4,481.00 |
4,456.00 |
S1 |
4,290.25 |
4,290.25 |
4,363.25 |
4,240.50 |
S2 |
4,190.50 |
4,190.50 |
4,336.75 |
|
S3 |
3,900.00 |
3,999.75 |
4,310.00 |
|
S4 |
3,609.50 |
3,709.25 |
4,230.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,671.75 |
4,381.25 |
290.50 |
6.6% |
104.25 |
2.4% |
3% |
False |
True |
2,266,601 |
10 |
4,739.50 |
4,381.25 |
358.25 |
8.2% |
90.00 |
2.1% |
2% |
False |
True |
2,032,026 |
20 |
4,808.25 |
4,381.25 |
427.00 |
9.7% |
68.50 |
1.6% |
2% |
False |
True |
1,608,500 |
40 |
4,808.25 |
4,381.25 |
427.00 |
9.7% |
77.75 |
1.8% |
2% |
False |
True |
1,275,909 |
60 |
4,808.25 |
4,381.25 |
427.00 |
9.7% |
64.50 |
1.5% |
2% |
False |
True |
852,536 |
80 |
4,808.25 |
4,252.75 |
555.50 |
12.7% |
62.25 |
1.4% |
25% |
False |
False |
640,003 |
100 |
4,808.25 |
4,252.75 |
555.50 |
12.7% |
60.50 |
1.4% |
25% |
False |
False |
512,303 |
120 |
4,808.25 |
4,252.75 |
555.50 |
12.7% |
56.25 |
1.3% |
25% |
False |
False |
426,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.50 |
2.618 |
4,763.75 |
1.618 |
4,658.00 |
1.000 |
4,592.75 |
0.618 |
4,552.25 |
HIGH |
4,487.00 |
0.618 |
4,446.50 |
0.500 |
4,434.00 |
0.382 |
4,421.75 |
LOW |
4,381.25 |
0.618 |
4,316.00 |
1.000 |
4,275.50 |
1.618 |
4,210.25 |
2.618 |
4,104.50 |
4.250 |
3,931.75 |
|
|
Fisher Pivots for day following 21-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,434.00 |
4,492.00 |
PP |
4,419.50 |
4,458.00 |
S1 |
4,404.75 |
4,424.00 |
|