| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,987.0 |
15,982.0 |
-5.0 |
0.0% |
15,876.0 |
| High |
16,065.0 |
16,078.0 |
13.0 |
0.1% |
16,274.0 |
| Low |
15,938.0 |
15,876.0 |
-62.0 |
-0.4% |
15,844.0 |
| Close |
15,989.0 |
16,000.0 |
11.0 |
0.1% |
15,923.0 |
| Range |
127.0 |
202.0 |
75.0 |
59.1% |
430.0 |
| ATR |
213.0 |
212.2 |
-0.8 |
-0.4% |
0.0 |
| Volume |
67,704 |
70,909 |
3,205 |
4.7% |
356,366 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,590.7 |
16,497.3 |
16,111.1 |
|
| R3 |
16,388.7 |
16,295.3 |
16,055.6 |
|
| R2 |
16,186.7 |
16,186.7 |
16,037.0 |
|
| R1 |
16,093.3 |
16,093.3 |
16,018.5 |
16,140.0 |
| PP |
15,984.7 |
15,984.7 |
15,984.7 |
16,008.0 |
| S1 |
15,891.3 |
15,891.3 |
15,981.5 |
15,938.0 |
| S2 |
15,782.7 |
15,782.7 |
15,963.0 |
|
| S3 |
15,580.7 |
15,689.3 |
15,944.5 |
|
| S4 |
15,378.7 |
15,487.3 |
15,888.9 |
|
|
| 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 |
16,078.0 |
15,711.0 |
367.0 |
2.3% |
204.8 |
1.3% |
79% |
True |
False |
73,280 |
| 10 |
16,274.0 |
15,711.0 |
563.0 |
3.5% |
183.5 |
1.1% |
51% |
False |
False |
64,968 |
| 20 |
16,274.0 |
15,046.0 |
1,228.0 |
7.7% |
196.2 |
1.2% |
78% |
False |
False |
58,509 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
223.7 |
1.4% |
79% |
False |
False |
31,583 |
| 60 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
176.7 |
1.1% |
79% |
False |
False |
21,165 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.3% |
174.1 |
1.1% |
81% |
False |
False |
15,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,936.5 |
|
2.618 |
16,606.8 |
|
1.618 |
16,404.8 |
|
1.000 |
16,280.0 |
|
0.618 |
16,202.8 |
|
HIGH |
16,078.0 |
|
0.618 |
16,000.8 |
|
0.500 |
15,977.0 |
|
0.382 |
15,953.2 |
|
LOW |
15,876.0 |
|
0.618 |
15,751.2 |
|
1.000 |
15,674.0 |
|
1.618 |
15,549.2 |
|
2.618 |
15,347.2 |
|
4.250 |
15,017.5 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,992.3 |
15,982.0 |
| PP |
15,984.7 |
15,964.0 |
| S1 |
15,977.0 |
15,946.0 |
|