| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,732.0 |
15,514.0 |
-218.0 |
-1.4% |
15,929.0 |
| High |
15,735.0 |
15,580.0 |
-155.0 |
-1.0% |
15,955.0 |
| Low |
15,437.0 |
14,829.0 |
-608.0 |
-3.9% |
15,437.0 |
| Close |
15,571.0 |
15,027.0 |
-544.0 |
-3.5% |
15,571.0 |
| Range |
298.0 |
751.0 |
453.0 |
152.0% |
518.0 |
| ATR |
235.6 |
272.4 |
36.8 |
15.6% |
0.0 |
| Volume |
126,247 |
167,265 |
41,018 |
32.5% |
386,415 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,398.3 |
16,963.7 |
15,440.1 |
|
| R3 |
16,647.3 |
16,212.7 |
15,233.5 |
|
| R2 |
15,896.3 |
15,896.3 |
15,164.7 |
|
| R1 |
15,461.7 |
15,461.7 |
15,095.8 |
15,303.5 |
| PP |
15,145.3 |
15,145.3 |
15,145.3 |
15,066.3 |
| S1 |
14,710.7 |
14,710.7 |
14,958.2 |
14,552.5 |
| S2 |
14,394.3 |
14,394.3 |
14,889.3 |
|
| S3 |
13,643.3 |
13,959.7 |
14,820.5 |
|
| S4 |
12,892.3 |
13,208.7 |
14,614.0 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,208.3 |
16,907.7 |
15,855.9 |
|
| R3 |
16,690.3 |
16,389.7 |
15,713.5 |
|
| R2 |
16,172.3 |
16,172.3 |
15,666.0 |
|
| R1 |
15,871.7 |
15,871.7 |
15,618.5 |
15,763.0 |
| PP |
15,654.3 |
15,654.3 |
15,654.3 |
15,600.0 |
| S1 |
15,353.7 |
15,353.7 |
15,523.5 |
15,245.0 |
| S2 |
15,136.3 |
15,136.3 |
15,476.0 |
|
| S3 |
14,618.3 |
14,835.7 |
15,428.6 |
|
| S4 |
14,100.3 |
14,317.7 |
15,286.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,955.0 |
14,829.0 |
1,126.0 |
7.5% |
363.6 |
2.4% |
18% |
False |
True |
110,736 |
| 10 |
16,078.0 |
14,829.0 |
1,249.0 |
8.3% |
276.0 |
1.8% |
16% |
False |
True |
92,801 |
| 20 |
16,274.0 |
14,829.0 |
1,445.0 |
9.6% |
223.1 |
1.5% |
14% |
False |
True |
72,127 |
| 40 |
16,274.0 |
14,829.0 |
1,445.0 |
9.6% |
250.9 |
1.7% |
14% |
False |
True |
47,435 |
| 60 |
16,284.0 |
14,829.0 |
1,455.0 |
9.7% |
200.1 |
1.3% |
14% |
False |
True |
31,691 |
| 80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.9% |
183.3 |
1.2% |
16% |
False |
False |
23,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,771.8 |
|
2.618 |
17,546.1 |
|
1.618 |
16,795.1 |
|
1.000 |
16,331.0 |
|
0.618 |
16,044.1 |
|
HIGH |
15,580.0 |
|
0.618 |
15,293.1 |
|
0.500 |
15,204.5 |
|
0.382 |
15,115.9 |
|
LOW |
14,829.0 |
|
0.618 |
14,364.9 |
|
1.000 |
14,078.0 |
|
1.618 |
13,613.9 |
|
2.618 |
12,862.9 |
|
4.250 |
11,637.3 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,204.5 |
15,370.5 |
| PP |
15,145.3 |
15,256.0 |
| S1 |
15,086.2 |
15,141.5 |
|