Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,817.0 |
1,813.5 |
-3.5 |
-0.2% |
1,809.0 |
High |
1,832.6 |
1,813.7 |
-18.9 |
-1.0% |
1,833.6 |
Low |
1,811.6 |
1,788.0 |
-23.6 |
-1.3% |
1,791.7 |
Close |
1,827.5 |
1,791.5 |
-36.0 |
-2.0% |
1,831.0 |
Range |
21.0 |
25.7 |
4.7 |
22.4% |
41.9 |
ATR |
20.8 |
22.1 |
1.3 |
6.4% |
0.0 |
Volume |
10,324 |
33,203 |
22,879 |
221.6% |
20,198 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.8 |
1,858.9 |
1,805.6 |
|
R3 |
1,849.1 |
1,833.2 |
1,798.6 |
|
R2 |
1,823.4 |
1,823.4 |
1,796.2 |
|
R1 |
1,807.5 |
1,807.5 |
1,793.9 |
1,802.6 |
PP |
1,797.7 |
1,797.7 |
1,797.7 |
1,795.3 |
S1 |
1,781.8 |
1,781.8 |
1,789.1 |
1,776.9 |
S2 |
1,772.0 |
1,772.0 |
1,786.8 |
|
S3 |
1,746.3 |
1,756.1 |
1,784.4 |
|
S4 |
1,720.6 |
1,730.4 |
1,777.4 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.5 |
1,929.6 |
1,854.0 |
|
R3 |
1,902.6 |
1,887.7 |
1,842.5 |
|
R2 |
1,860.7 |
1,860.7 |
1,838.7 |
|
R1 |
1,845.8 |
1,845.8 |
1,834.8 |
1,853.3 |
PP |
1,818.8 |
1,818.8 |
1,818.8 |
1,822.5 |
S1 |
1,803.9 |
1,803.9 |
1,827.2 |
1,811.4 |
S2 |
1,776.9 |
1,776.9 |
1,823.3 |
|
S3 |
1,735.0 |
1,762.0 |
1,819.5 |
|
S4 |
1,693.1 |
1,720.1 |
1,808.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,835.4 |
1,788.0 |
47.4 |
2.6% |
23.2 |
1.3% |
7% |
False |
True |
13,916 |
10 |
1,835.4 |
1,788.0 |
47.4 |
2.6% |
19.5 |
1.1% |
7% |
False |
True |
8,700 |
20 |
1,835.4 |
1,755.4 |
80.0 |
4.5% |
19.2 |
1.1% |
45% |
False |
False |
6,886 |
40 |
1,883.3 |
1,755.4 |
127.9 |
7.1% |
21.7 |
1.2% |
28% |
False |
False |
5,999 |
60 |
1,883.3 |
1,755.4 |
127.9 |
7.1% |
21.5 |
1.2% |
28% |
False |
False |
4,717 |
80 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
21.7 |
1.2% |
42% |
False |
False |
3,913 |
100 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
20.9 |
1.2% |
42% |
False |
False |
3,331 |
120 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
20.9 |
1.2% |
54% |
False |
False |
2,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,922.9 |
2.618 |
1,881.0 |
1.618 |
1,855.3 |
1.000 |
1,839.4 |
0.618 |
1,829.6 |
HIGH |
1,813.7 |
0.618 |
1,803.9 |
0.500 |
1,800.9 |
0.382 |
1,797.8 |
LOW |
1,788.0 |
0.618 |
1,772.1 |
1.000 |
1,762.3 |
1.618 |
1,746.4 |
2.618 |
1,720.7 |
4.250 |
1,678.8 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,800.9 |
1,810.3 |
PP |
1,797.7 |
1,804.0 |
S1 |
1,794.6 |
1,797.8 |
|