| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,857.0 |
15,987.0 |
130.0 |
0.8% |
15,876.0 |
| High |
15,995.0 |
16,065.0 |
70.0 |
0.4% |
16,274.0 |
| Low |
15,814.0 |
15,938.0 |
124.0 |
0.8% |
15,844.0 |
| Close |
15,929.0 |
15,989.0 |
60.0 |
0.4% |
15,923.0 |
| Range |
181.0 |
127.0 |
-54.0 |
-29.8% |
430.0 |
| ATR |
219.0 |
213.0 |
-5.9 |
-2.7% |
0.0 |
| Volume |
69,333 |
67,704 |
-1,629 |
-2.3% |
356,366 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378.3 |
16,310.7 |
16,058.9 |
|
| R3 |
16,251.3 |
16,183.7 |
16,023.9 |
|
| R2 |
16,124.3 |
16,124.3 |
16,012.3 |
|
| R1 |
16,056.7 |
16,056.7 |
16,000.6 |
16,090.5 |
| PP |
15,997.3 |
15,997.3 |
15,997.3 |
16,014.3 |
| S1 |
15,929.7 |
15,929.7 |
15,977.4 |
15,963.5 |
| S2 |
15,870.3 |
15,870.3 |
15,965.7 |
|
| S3 |
15,743.3 |
15,802.7 |
15,954.1 |
|
| S4 |
15,616.3 |
15,675.7 |
15,919.2 |
|
|
| 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 |
16,144.0 |
15,711.0 |
433.0 |
2.7% |
202.4 |
1.3% |
64% |
False |
False |
76,518 |
| 10 |
16,274.0 |
15,711.0 |
563.0 |
3.5% |
174.8 |
1.1% |
49% |
False |
False |
61,547 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.7% |
195.6 |
1.2% |
77% |
False |
False |
56,397 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
219.8 |
1.4% |
78% |
False |
False |
29,813 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
174.0 |
1.1% |
78% |
False |
False |
19,984 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.3% |
173.1 |
1.1% |
80% |
False |
False |
15,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,604.8 |
|
2.618 |
16,397.5 |
|
1.618 |
16,270.5 |
|
1.000 |
16,192.0 |
|
0.618 |
16,143.5 |
|
HIGH |
16,065.0 |
|
0.618 |
16,016.5 |
|
0.500 |
16,001.5 |
|
0.382 |
15,986.5 |
|
LOW |
15,938.0 |
|
0.618 |
15,859.5 |
|
1.000 |
15,811.0 |
|
1.618 |
15,732.5 |
|
2.618 |
15,605.5 |
|
4.250 |
15,398.3 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,001.5 |
15,955.3 |
| PP |
15,997.3 |
15,921.7 |
| S1 |
15,993.2 |
15,888.0 |
|