| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,894.0 |
15,857.0 |
-37.0 |
-0.2% |
15,876.0 |
| High |
16,003.0 |
15,995.0 |
-8.0 |
0.0% |
16,274.0 |
| Low |
15,711.0 |
15,814.0 |
103.0 |
0.7% |
15,844.0 |
| Close |
15,801.0 |
15,929.0 |
128.0 |
0.8% |
15,923.0 |
| Range |
292.0 |
181.0 |
-111.0 |
-38.0% |
430.0 |
| ATR |
220.9 |
219.0 |
-1.9 |
-0.9% |
0.0 |
| Volume |
85,369 |
69,333 |
-16,036 |
-18.8% |
356,366 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,455.7 |
16,373.3 |
16,028.6 |
|
| R3 |
16,274.7 |
16,192.3 |
15,978.8 |
|
| R2 |
16,093.7 |
16,093.7 |
15,962.2 |
|
| R1 |
16,011.3 |
16,011.3 |
15,945.6 |
16,052.5 |
| PP |
15,912.7 |
15,912.7 |
15,912.7 |
15,933.3 |
| S1 |
15,830.3 |
15,830.3 |
15,912.4 |
15,871.5 |
| S2 |
15,731.7 |
15,731.7 |
15,895.8 |
|
| S3 |
15,550.7 |
15,649.3 |
15,879.2 |
|
| S4 |
15,369.7 |
15,468.3 |
15,829.5 |
|
|
| 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 |
3.5% |
219.2 |
1.4% |
39% |
False |
False |
77,418 |
| 10 |
16,274.0 |
15,711.0 |
563.0 |
3.5% |
179.4 |
1.1% |
39% |
False |
False |
58,975 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.7% |
202.8 |
1.3% |
72% |
False |
False |
54,995 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
219.6 |
1.4% |
74% |
False |
False |
28,141 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
173.0 |
1.1% |
74% |
False |
False |
18,873 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.4% |
173.7 |
1.1% |
76% |
False |
False |
14,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,764.3 |
|
2.618 |
16,468.9 |
|
1.618 |
16,287.9 |
|
1.000 |
16,176.0 |
|
0.618 |
16,106.9 |
|
HIGH |
15,995.0 |
|
0.618 |
15,925.9 |
|
0.500 |
15,904.5 |
|
0.382 |
15,883.1 |
|
LOW |
15,814.0 |
|
0.618 |
15,702.1 |
|
1.000 |
15,633.0 |
|
1.618 |
15,521.1 |
|
2.618 |
15,340.1 |
|
4.250 |
15,044.8 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,920.8 |
15,916.2 |
| PP |
15,912.7 |
15,903.3 |
| S1 |
15,904.5 |
15,890.5 |
|