Trading Metrics calculated at close of trading on 24-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,454.25 |
4,389.00 |
-65.25 |
-1.5% |
4,666.00 |
High |
4,487.00 |
4,427.50 |
-59.50 |
-1.3% |
4,671.75 |
Low |
4,381.25 |
4,212.75 |
-168.50 |
-3.8% |
4,381.25 |
Close |
4,390.00 |
4,403.75 |
13.75 |
0.3% |
4,390.00 |
Range |
105.75 |
214.75 |
109.00 |
103.1% |
290.50 |
ATR |
78.32 |
88.07 |
9.74 |
12.4% |
0.00 |
Volume |
3,012,106 |
3,846,785 |
834,679 |
27.7% |
9,322,398 |
|
Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,992.25 |
4,912.75 |
4,521.75 |
|
R3 |
4,777.50 |
4,698.00 |
4,462.75 |
|
R2 |
4,562.75 |
4,562.75 |
4,443.00 |
|
R1 |
4,483.25 |
4,483.25 |
4,423.50 |
4,523.00 |
PP |
4,348.00 |
4,348.00 |
4,348.00 |
4,368.00 |
S1 |
4,268.50 |
4,268.50 |
4,384.00 |
4,308.25 |
S2 |
4,133.25 |
4,133.25 |
4,364.50 |
|
S3 |
3,918.50 |
4,053.75 |
4,344.75 |
|
S4 |
3,703.75 |
3,839.00 |
4,285.75 |
|
|
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 |
4,212.75 |
459.00 |
10.4% |
135.00 |
3.1% |
42% |
False |
True |
2,633,836 |
10 |
4,739.50 |
4,212.75 |
526.75 |
12.0% |
106.25 |
2.4% |
36% |
False |
True |
2,254,860 |
20 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
77.00 |
1.7% |
32% |
False |
True |
1,751,938 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
81.75 |
1.9% |
32% |
False |
True |
1,371,815 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
67.50 |
1.5% |
32% |
False |
True |
916,535 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
64.50 |
1.5% |
32% |
False |
True |
688,062 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
62.50 |
1.4% |
32% |
False |
True |
550,769 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
57.50 |
1.3% |
32% |
False |
True |
459,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,340.25 |
2.618 |
4,989.75 |
1.618 |
4,775.00 |
1.000 |
4,642.25 |
0.618 |
4,560.25 |
HIGH |
4,427.50 |
0.618 |
4,345.50 |
0.500 |
4,320.00 |
0.382 |
4,294.75 |
LOW |
4,212.75 |
0.618 |
4,080.00 |
1.000 |
3,998.00 |
1.618 |
3,865.25 |
2.618 |
3,650.50 |
4.250 |
3,300.00 |
|
|
Fisher Pivots for day following 24-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,376.00 |
4,403.75 |
PP |
4,348.00 |
4,403.50 |
S1 |
4,320.00 |
4,403.50 |
|