| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,048.0 |
15,894.0 |
-154.0 |
-1.0% |
15,876.0 |
| High |
16,070.0 |
16,003.0 |
-67.0 |
-0.4% |
16,274.0 |
| Low |
15,848.0 |
15,711.0 |
-137.0 |
-0.9% |
15,844.0 |
| Close |
15,923.0 |
15,801.0 |
-122.0 |
-0.8% |
15,923.0 |
| Range |
222.0 |
292.0 |
70.0 |
31.5% |
430.0 |
| ATR |
215.4 |
220.9 |
5.5 |
2.5% |
0.0 |
| Volume |
73,086 |
85,369 |
12,283 |
16.8% |
356,366 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,714.3 |
16,549.7 |
15,961.6 |
|
| R3 |
16,422.3 |
16,257.7 |
15,881.3 |
|
| R2 |
16,130.3 |
16,130.3 |
15,854.5 |
|
| R1 |
15,965.7 |
15,965.7 |
15,827.8 |
15,902.0 |
| PP |
15,838.3 |
15,838.3 |
15,838.3 |
15,806.5 |
| S1 |
15,673.7 |
15,673.7 |
15,774.2 |
15,610.0 |
| S2 |
15,546.3 |
15,546.3 |
15,747.5 |
|
| S3 |
15,254.3 |
15,381.7 |
15,720.7 |
|
| S4 |
14,962.3 |
15,089.7 |
15,640.4 |
|
|
| 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 |
15,711.0 |
563.0 |
3.6% |
222.0 |
1.4% |
16% |
False |
True |
76,106 |
| 10 |
16,274.0 |
15,711.0 |
563.0 |
3.6% |
176.0 |
1.1% |
16% |
False |
True |
56,197 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.8% |
203.7 |
1.3% |
61% |
False |
False |
52,305 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.6% |
216.4 |
1.4% |
64% |
False |
False |
26,409 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.6% |
171.7 |
1.1% |
64% |
False |
False |
17,717 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.4% |
178.2 |
1.1% |
68% |
False |
False |
13,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,244.0 |
|
2.618 |
16,767.5 |
|
1.618 |
16,475.5 |
|
1.000 |
16,295.0 |
|
0.618 |
16,183.5 |
|
HIGH |
16,003.0 |
|
0.618 |
15,891.5 |
|
0.500 |
15,857.0 |
|
0.382 |
15,822.5 |
|
LOW |
15,711.0 |
|
0.618 |
15,530.5 |
|
1.000 |
15,419.0 |
|
1.618 |
15,238.5 |
|
2.618 |
14,946.5 |
|
4.250 |
14,470.0 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,857.0 |
15,927.5 |
| PP |
15,838.3 |
15,885.3 |
| S1 |
15,819.7 |
15,843.2 |
|