| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,030.0 |
16,119.0 |
89.0 |
0.6% |
15,747.0 |
| High |
16,190.0 |
16,274.0 |
84.0 |
0.5% |
15,965.0 |
| Low |
15,995.0 |
16,063.0 |
68.0 |
0.4% |
15,652.0 |
| Close |
16,119.0 |
16,253.0 |
134.0 |
0.8% |
15,856.0 |
| Range |
195.0 |
211.0 |
16.0 |
8.2% |
313.0 |
| ATR |
208.2 |
208.4 |
0.2 |
0.1% |
0.0 |
| Volume |
62,773 |
72,206 |
9,433 |
15.0% |
158,173 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,829.7 |
16,752.3 |
16,369.1 |
|
| R3 |
16,618.7 |
16,541.3 |
16,311.0 |
|
| R2 |
16,407.7 |
16,407.7 |
16,291.7 |
|
| R1 |
16,330.3 |
16,330.3 |
16,272.3 |
16,369.0 |
| PP |
16,196.7 |
16,196.7 |
16,196.7 |
16,216.0 |
| S1 |
16,119.3 |
16,119.3 |
16,233.7 |
16,158.0 |
| S2 |
15,985.7 |
15,985.7 |
16,214.3 |
|
| S3 |
15,774.7 |
15,908.3 |
16,195.0 |
|
| S4 |
15,563.7 |
15,697.3 |
16,137.0 |
|
|
| 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 |
16,274.0 |
15,802.0 |
472.0 |
2.9% |
147.2 |
0.9% |
96% |
True |
False |
46,576 |
| 10 |
16,274.0 |
15,409.0 |
865.0 |
5.3% |
168.0 |
1.0% |
98% |
True |
False |
44,385 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.6% |
190.4 |
1.2% |
98% |
True |
False |
40,308 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.3% |
203.2 |
1.3% |
98% |
False |
False |
20,278 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.3% |
167.4 |
1.0% |
98% |
False |
False |
13,627 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.2% |
170.7 |
1.1% |
98% |
False |
False |
10,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,170.8 |
|
2.618 |
16,826.4 |
|
1.618 |
16,615.4 |
|
1.000 |
16,485.0 |
|
0.618 |
16,404.4 |
|
HIGH |
16,274.0 |
|
0.618 |
16,193.4 |
|
0.500 |
16,168.5 |
|
0.382 |
16,143.6 |
|
LOW |
16,063.0 |
|
0.618 |
15,932.6 |
|
1.000 |
15,852.0 |
|
1.618 |
15,721.6 |
|
2.618 |
15,510.6 |
|
4.250 |
15,166.3 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,224.8 |
16,188.3 |
| PP |
16,196.7 |
16,123.7 |
| S1 |
16,168.5 |
16,059.0 |
|