Trading Metrics calculated at close of trading on 27-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
15,179.0 |
15,408.0 |
229.0 |
1.5% |
15,929.0 |
High |
15,547.0 |
15,577.0 |
30.0 |
0.2% |
15,955.0 |
Low |
15,125.0 |
15,037.0 |
-88.0 |
-0.6% |
15,437.0 |
Close |
15,453.0 |
15,479.0 |
26.0 |
0.2% |
15,571.0 |
Range |
422.0 |
540.0 |
118.0 |
28.0% |
518.0 |
ATR |
283.8 |
302.1 |
18.3 |
6.4% |
0.0 |
Volume |
93,746 |
106,594 |
12,848 |
13.7% |
386,415 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,984.3 |
16,771.7 |
15,776.0 |
|
R3 |
16,444.3 |
16,231.7 |
15,627.5 |
|
R2 |
15,904.3 |
15,904.3 |
15,578.0 |
|
R1 |
15,691.7 |
15,691.7 |
15,528.5 |
15,798.0 |
PP |
15,364.3 |
15,364.3 |
15,364.3 |
15,417.5 |
S1 |
15,151.7 |
15,151.7 |
15,429.5 |
15,258.0 |
S2 |
14,824.3 |
14,824.3 |
15,380.0 |
|
S3 |
14,284.3 |
14,611.7 |
15,330.5 |
|
S4 |
13,744.3 |
14,071.7 |
15,182.0 |
|
|
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 |
15,735.0 |
14,829.0 |
906.0 |
5.9% |
459.0 |
3.0% |
72% |
False |
False |
121,449 |
10 |
16,078.0 |
14,829.0 |
1,249.0 |
8.1% |
340.6 |
2.2% |
52% |
False |
False |
101,934 |
20 |
16,274.0 |
14,829.0 |
1,445.0 |
9.3% |
257.7 |
1.7% |
45% |
False |
False |
81,740 |
40 |
16,274.0 |
14,829.0 |
1,445.0 |
9.3% |
242.8 |
1.6% |
45% |
False |
False |
55,258 |
60 |
16,284.0 |
14,829.0 |
1,455.0 |
9.4% |
214.6 |
1.4% |
45% |
False |
False |
36,918 |
80 |
16,284.0 |
14,794.0 |
1,490.0 |
9.6% |
192.1 |
1.2% |
46% |
False |
False |
27,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,872.0 |
2.618 |
16,990.7 |
1.618 |
16,450.7 |
1.000 |
16,117.0 |
0.618 |
15,910.7 |
HIGH |
15,577.0 |
0.618 |
15,370.7 |
0.500 |
15,307.0 |
0.382 |
15,243.3 |
LOW |
15,037.0 |
0.618 |
14,703.3 |
1.000 |
14,497.0 |
1.618 |
14,163.3 |
2.618 |
13,623.3 |
4.250 |
12,742.0 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
15,421.7 |
15,410.8 |
PP |
15,364.3 |
15,342.7 |
S1 |
15,307.0 |
15,274.5 |
|