Trading Metrics calculated at close of trading on 28-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,345.25 |
4,348.00 |
2.75 |
0.1% |
4,389.00 |
High |
4,422.00 |
4,426.00 |
4.00 |
0.1% |
4,446.25 |
Low |
4,263.25 |
4,266.25 |
3.00 |
0.1% |
4,212.75 |
Close |
4,317.75 |
4,423.25 |
105.50 |
2.4% |
4,423.25 |
Range |
158.75 |
159.75 |
1.00 |
0.6% |
233.50 |
ATR |
99.96 |
104.23 |
4.27 |
4.3% |
0.00 |
Volume |
2,295,458 |
2,251,268 |
-44,190 |
-1.9% |
13,300,006 |
|
Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,851.00 |
4,797.00 |
4,511.00 |
|
R3 |
4,691.25 |
4,637.25 |
4,467.25 |
|
R2 |
4,531.50 |
4,531.50 |
4,452.50 |
|
R1 |
4,477.50 |
4,477.50 |
4,438.00 |
4,504.50 |
PP |
4,371.75 |
4,371.75 |
4,371.75 |
4,385.50 |
S1 |
4,317.75 |
4,317.75 |
4,408.50 |
4,344.75 |
S2 |
4,212.00 |
4,212.00 |
4,394.00 |
|
S3 |
4,052.25 |
4,158.00 |
4,379.25 |
|
S4 |
3,892.50 |
3,998.25 |
4,335.50 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,061.25 |
4,975.75 |
4,551.75 |
|
R3 |
4,827.75 |
4,742.25 |
4,487.50 |
|
R2 |
4,594.25 |
4,594.25 |
4,466.00 |
|
R1 |
4,508.75 |
4,508.75 |
4,444.75 |
4,551.50 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,382.00 |
S1 |
4,275.25 |
4,275.25 |
4,401.75 |
4,318.00 |
S2 |
4,127.25 |
4,127.25 |
4,380.50 |
|
S3 |
3,893.75 |
4,041.75 |
4,359.00 |
|
S4 |
3,660.25 |
3,808.25 |
4,294.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,446.25 |
4,212.75 |
233.50 |
5.3% |
163.00 |
3.7% |
90% |
False |
False |
2,660,001 |
10 |
4,671.75 |
4,212.75 |
459.00 |
10.4% |
133.50 |
3.0% |
46% |
False |
False |
2,463,301 |
20 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
99.25 |
2.2% |
35% |
False |
False |
2,050,440 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
84.75 |
1.9% |
35% |
False |
False |
1,605,825 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
75.00 |
1.7% |
35% |
False |
False |
1,073,616 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
67.25 |
1.5% |
35% |
False |
False |
806,113 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
67.25 |
1.5% |
35% |
False |
False |
645,286 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.5% |
62.00 |
1.4% |
35% |
False |
False |
537,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,105.00 |
2.618 |
4,844.25 |
1.618 |
4,684.50 |
1.000 |
4,585.75 |
0.618 |
4,524.75 |
HIGH |
4,426.00 |
0.618 |
4,365.00 |
0.500 |
4,346.00 |
0.382 |
4,327.25 |
LOW |
4,266.25 |
0.618 |
4,167.50 |
1.000 |
4,106.50 |
1.618 |
4,007.75 |
2.618 |
3,848.00 |
4.250 |
3,587.25 |
|
|
Fisher Pivots for day following 28-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,397.50 |
4,400.50 |
PP |
4,371.75 |
4,377.50 |
S1 |
4,346.00 |
4,354.75 |
|