Trading Metrics calculated at close of trading on 27-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,308.75 |
4,345.25 |
36.50 |
0.8% |
4,666.00 |
High |
4,446.25 |
4,422.00 |
-24.25 |
-0.5% |
4,671.75 |
Low |
4,294.25 |
4,263.25 |
-31.00 |
-0.7% |
4,381.25 |
Close |
4,341.50 |
4,317.75 |
-23.75 |
-0.5% |
4,390.00 |
Range |
152.00 |
158.75 |
6.75 |
4.4% |
290.50 |
ATR |
95.43 |
99.96 |
4.52 |
4.7% |
0.00 |
Volume |
2,423,103 |
2,295,458 |
-127,645 |
-5.3% |
9,322,398 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,810.50 |
4,723.00 |
4,405.00 |
|
R3 |
4,651.75 |
4,564.25 |
4,361.50 |
|
R2 |
4,493.00 |
4,493.00 |
4,346.75 |
|
R1 |
4,405.50 |
4,405.50 |
4,332.25 |
4,370.00 |
PP |
4,334.25 |
4,334.25 |
4,334.25 |
4,316.50 |
S1 |
4,246.75 |
4,246.75 |
4,303.25 |
4,211.00 |
S2 |
4,175.50 |
4,175.50 |
4,288.75 |
|
S3 |
4,016.75 |
4,088.00 |
4,274.00 |
|
S4 |
3,858.00 |
3,929.25 |
4,230.50 |
|
|
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 |
4,487.00 |
4,212.75 |
274.25 |
6.4% |
152.25 |
3.5% |
38% |
False |
False |
2,812,168 |
10 |
4,736.25 |
4,212.75 |
523.50 |
12.1% |
127.00 |
2.9% |
20% |
False |
False |
2,420,635 |
20 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
92.75 |
2.1% |
18% |
False |
False |
1,975,574 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
84.50 |
2.0% |
18% |
False |
False |
1,550,401 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
72.75 |
1.7% |
18% |
False |
False |
1,036,186 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
66.50 |
1.5% |
18% |
False |
False |
777,997 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
66.00 |
1.5% |
18% |
False |
False |
622,776 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.8% |
60.75 |
1.4% |
18% |
False |
False |
519,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,096.75 |
2.618 |
4,837.50 |
1.618 |
4,678.75 |
1.000 |
4,580.75 |
0.618 |
4,520.00 |
HIGH |
4,422.00 |
0.618 |
4,361.25 |
0.500 |
4,342.50 |
0.382 |
4,324.00 |
LOW |
4,263.25 |
0.618 |
4,165.25 |
1.000 |
4,104.50 |
1.618 |
4,006.50 |
2.618 |
3,847.75 |
4.250 |
3,588.50 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,342.50 |
4,354.75 |
PP |
4,334.25 |
4,342.50 |
S1 |
4,326.00 |
4,330.00 |
|