| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,856.0 |
15,876.0 |
20.0 |
0.1% |
15,747.0 |
| High |
15,856.0 |
16,059.0 |
203.0 |
1.3% |
15,965.0 |
| Low |
15,856.0 |
15,844.0 |
-12.0 |
-0.1% |
15,652.0 |
| Close |
15,856.0 |
16,030.0 |
174.0 |
1.1% |
15,856.0 |
| Range |
0.0 |
215.0 |
215.0 |
|
313.0 |
| ATR |
208.8 |
209.2 |
0.4 |
0.2% |
0.0 |
| Volume |
0 |
61,201 |
61,201 |
|
158,173 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,622.7 |
16,541.3 |
16,148.3 |
|
| R3 |
16,407.7 |
16,326.3 |
16,089.1 |
|
| R2 |
16,192.7 |
16,192.7 |
16,069.4 |
|
| R1 |
16,111.3 |
16,111.3 |
16,049.7 |
16,152.0 |
| PP |
15,977.7 |
15,977.7 |
15,977.7 |
15,998.0 |
| S1 |
15,896.3 |
15,896.3 |
16,010.3 |
15,937.0 |
| S2 |
15,762.7 |
15,762.7 |
15,990.6 |
|
| S3 |
15,547.7 |
15,681.3 |
15,970.9 |
|
| S4 |
15,332.7 |
15,466.3 |
15,911.8 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,763.3 |
16,622.7 |
16,028.2 |
|
| R3 |
16,450.3 |
16,309.7 |
15,942.1 |
|
| R2 |
16,137.3 |
16,137.3 |
15,913.4 |
|
| R1 |
15,996.7 |
15,996.7 |
15,884.7 |
16,067.0 |
| PP |
15,824.3 |
15,824.3 |
15,824.3 |
15,859.5 |
| S1 |
15,683.7 |
15,683.7 |
15,827.3 |
15,754.0 |
| S2 |
15,511.3 |
15,511.3 |
15,798.6 |
|
| S3 |
15,198.3 |
15,370.7 |
15,769.9 |
|
| S4 |
14,885.3 |
15,057.7 |
15,683.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,059.0 |
15,787.0 |
272.0 |
1.7% |
130.0 |
0.8% |
89% |
True |
False |
36,287 |
| 10 |
16,059.0 |
15,046.0 |
1,013.0 |
6.3% |
185.4 |
1.2% |
97% |
True |
False |
44,644 |
| 20 |
16,059.0 |
15,046.0 |
1,013.0 |
6.3% |
202.3 |
1.3% |
97% |
True |
False |
33,605 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
196.1 |
1.2% |
81% |
False |
False |
16,905 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
164.4 |
1.0% |
81% |
False |
False |
11,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,972.8 |
|
2.618 |
16,621.9 |
|
1.618 |
16,406.9 |
|
1.000 |
16,274.0 |
|
0.618 |
16,191.9 |
|
HIGH |
16,059.0 |
|
0.618 |
15,976.9 |
|
0.500 |
15,951.5 |
|
0.382 |
15,926.1 |
|
LOW |
15,844.0 |
|
0.618 |
15,711.1 |
|
1.000 |
15,629.0 |
|
1.618 |
15,496.1 |
|
2.618 |
15,281.1 |
|
4.250 |
14,930.3 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,003.8 |
15,996.8 |
| PP |
15,977.7 |
15,963.7 |
| S1 |
15,951.5 |
15,930.5 |
|