| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,084.0 |
16,048.0 |
-36.0 |
-0.2% |
15,876.0 |
| High |
16,144.0 |
16,070.0 |
-74.0 |
-0.5% |
16,274.0 |
| Low |
15,954.0 |
15,848.0 |
-106.0 |
-0.7% |
15,844.0 |
| Close |
16,034.0 |
15,923.0 |
-111.0 |
-0.7% |
15,923.0 |
| Range |
190.0 |
222.0 |
32.0 |
16.8% |
430.0 |
| ATR |
214.9 |
215.4 |
0.5 |
0.2% |
0.0 |
| Volume |
87,100 |
73,086 |
-14,014 |
-16.1% |
356,366 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,613.0 |
16,490.0 |
16,045.1 |
|
| R3 |
16,391.0 |
16,268.0 |
15,984.1 |
|
| R2 |
16,169.0 |
16,169.0 |
15,963.7 |
|
| R1 |
16,046.0 |
16,046.0 |
15,943.4 |
15,996.5 |
| PP |
15,947.0 |
15,947.0 |
15,947.0 |
15,922.3 |
| S1 |
15,824.0 |
15,824.0 |
15,902.7 |
15,774.5 |
| S2 |
15,725.0 |
15,725.0 |
15,882.3 |
|
| S3 |
15,503.0 |
15,602.0 |
15,862.0 |
|
| S4 |
15,281.0 |
15,380.0 |
15,800.9 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,303.7 |
17,043.3 |
16,159.5 |
|
| R3 |
16,873.7 |
16,613.3 |
16,041.3 |
|
| R2 |
16,443.7 |
16,443.7 |
16,001.8 |
|
| R1 |
16,183.3 |
16,183.3 |
15,962.4 |
16,313.5 |
| PP |
16,013.7 |
16,013.7 |
16,013.7 |
16,078.8 |
| S1 |
15,753.3 |
15,753.3 |
15,883.6 |
15,883.5 |
| S2 |
15,583.7 |
15,583.7 |
15,844.2 |
|
| S3 |
15,153.7 |
15,323.3 |
15,804.8 |
|
| S4 |
14,723.7 |
14,893.3 |
15,686.5 |
|
|
| 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% |
206.6 |
1.3% |
18% |
False |
False |
71,273 |
| 10 |
16,274.0 |
15,652.0 |
622.0 |
3.9% |
170.1 |
1.1% |
44% |
False |
False |
51,453 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.7% |
196.3 |
1.2% |
71% |
False |
False |
48,201 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
210.0 |
1.3% |
73% |
False |
False |
24,277 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
168.9 |
1.1% |
73% |
False |
False |
16,295 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.4% |
175.9 |
1.1% |
76% |
False |
False |
12,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,013.5 |
|
2.618 |
16,651.2 |
|
1.618 |
16,429.2 |
|
1.000 |
16,292.0 |
|
0.618 |
16,207.2 |
|
HIGH |
16,070.0 |
|
0.618 |
15,985.2 |
|
0.500 |
15,959.0 |
|
0.382 |
15,932.8 |
|
LOW |
15,848.0 |
|
0.618 |
15,710.8 |
|
1.000 |
15,626.0 |
|
1.618 |
15,488.8 |
|
2.618 |
15,266.8 |
|
4.250 |
14,904.5 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,959.0 |
16,061.0 |
| PP |
15,947.0 |
16,015.0 |
| S1 |
15,935.0 |
15,969.0 |
|