| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,876.0 |
16,030.0 |
154.0 |
1.0% |
15,747.0 |
| High |
16,059.0 |
16,190.0 |
131.0 |
0.8% |
15,965.0 |
| Low |
15,844.0 |
15,995.0 |
151.0 |
1.0% |
15,652.0 |
| Close |
16,030.0 |
16,119.0 |
89.0 |
0.6% |
15,856.0 |
| Range |
215.0 |
195.0 |
-20.0 |
-9.3% |
313.0 |
| ATR |
209.2 |
208.2 |
-1.0 |
-0.5% |
0.0 |
| Volume |
61,201 |
62,773 |
1,572 |
2.6% |
158,173 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,686.3 |
16,597.7 |
16,226.3 |
|
| R3 |
16,491.3 |
16,402.7 |
16,172.6 |
|
| R2 |
16,296.3 |
16,296.3 |
16,154.8 |
|
| R1 |
16,207.7 |
16,207.7 |
16,136.9 |
16,252.0 |
| PP |
16,101.3 |
16,101.3 |
16,101.3 |
16,123.5 |
| S1 |
16,012.7 |
16,012.7 |
16,101.1 |
16,057.0 |
| S2 |
15,906.3 |
15,906.3 |
16,083.3 |
|
| S3 |
15,711.3 |
15,817.7 |
16,065.4 |
|
| S4 |
15,516.3 |
15,622.7 |
16,011.8 |
|
|
| 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 |
16,190.0 |
15,787.0 |
403.0 |
2.5% |
139.6 |
0.9% |
82% |
True |
False |
40,532 |
| 10 |
16,190.0 |
15,288.0 |
902.0 |
5.6% |
168.2 |
1.0% |
92% |
True |
False |
42,870 |
| 20 |
16,190.0 |
15,046.0 |
1,144.0 |
7.1% |
199.1 |
1.2% |
94% |
True |
False |
36,729 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
200.0 |
1.2% |
88% |
False |
False |
18,473 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
166.0 |
1.0% |
88% |
False |
False |
12,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,018.8 |
|
2.618 |
16,700.5 |
|
1.618 |
16,505.5 |
|
1.000 |
16,385.0 |
|
0.618 |
16,310.5 |
|
HIGH |
16,190.0 |
|
0.618 |
16,115.5 |
|
0.500 |
16,092.5 |
|
0.382 |
16,069.5 |
|
LOW |
15,995.0 |
|
0.618 |
15,874.5 |
|
1.000 |
15,800.0 |
|
1.618 |
15,679.5 |
|
2.618 |
15,484.5 |
|
4.250 |
15,166.3 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,110.2 |
16,085.0 |
| PP |
16,101.3 |
16,051.0 |
| S1 |
16,092.5 |
16,017.0 |
|