| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,119.0 |
16,084.0 |
-35.0 |
-0.2% |
15,747.0 |
| High |
16,274.0 |
16,144.0 |
-130.0 |
-0.8% |
15,965.0 |
| Low |
16,063.0 |
15,954.0 |
-109.0 |
-0.7% |
15,652.0 |
| Close |
16,253.0 |
16,034.0 |
-219.0 |
-1.3% |
15,856.0 |
| Range |
211.0 |
190.0 |
-21.0 |
-10.0% |
313.0 |
| ATR |
208.4 |
214.9 |
6.5 |
3.1% |
0.0 |
| Volume |
72,206 |
87,100 |
14,894 |
20.6% |
158,173 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,614.0 |
16,514.0 |
16,138.5 |
|
| R3 |
16,424.0 |
16,324.0 |
16,086.3 |
|
| R2 |
16,234.0 |
16,234.0 |
16,068.8 |
|
| R1 |
16,134.0 |
16,134.0 |
16,051.4 |
16,089.0 |
| PP |
16,044.0 |
16,044.0 |
16,044.0 |
16,021.5 |
| S1 |
15,944.0 |
15,944.0 |
16,016.6 |
15,899.0 |
| S2 |
15,854.0 |
15,854.0 |
15,999.2 |
|
| S3 |
15,664.0 |
15,754.0 |
15,981.8 |
|
| S4 |
15,474.0 |
15,564.0 |
15,929.5 |
|
|
| 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 |
15,844.0 |
430.0 |
2.7% |
162.2 |
1.0% |
44% |
False |
False |
56,656 |
| 10 |
16,274.0 |
15,590.0 |
684.0 |
4.3% |
165.3 |
1.0% |
65% |
False |
False |
48,464 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.7% |
192.3 |
1.2% |
80% |
False |
False |
44,629 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
206.0 |
1.3% |
82% |
False |
False |
22,453 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.4% |
168.0 |
1.0% |
82% |
False |
False |
15,078 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.3% |
173.1 |
1.1% |
83% |
False |
False |
11,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,951.5 |
|
2.618 |
16,641.4 |
|
1.618 |
16,451.4 |
|
1.000 |
16,334.0 |
|
0.618 |
16,261.4 |
|
HIGH |
16,144.0 |
|
0.618 |
16,071.4 |
|
0.500 |
16,049.0 |
|
0.382 |
16,026.6 |
|
LOW |
15,954.0 |
|
0.618 |
15,836.6 |
|
1.000 |
15,764.0 |
|
1.618 |
15,646.6 |
|
2.618 |
15,456.6 |
|
4.250 |
15,146.5 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,049.0 |
16,114.0 |
| PP |
16,044.0 |
16,087.3 |
| S1 |
16,039.0 |
16,060.7 |
|