Trading Metrics calculated at close of trading on 11-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,798.0 |
1,803.7 |
5.7 |
0.3% |
1,832.9 |
High |
1,804.4 |
1,825.5 |
21.1 |
1.2% |
1,835.4 |
Low |
1,792.0 |
1,802.3 |
10.3 |
0.6% |
1,783.8 |
Close |
1,801.3 |
1,821.0 |
19.7 |
1.1% |
1,799.9 |
Range |
12.4 |
23.2 |
10.8 |
87.1% |
51.6 |
ATR |
21.1 |
21.3 |
0.2 |
1.1% |
0.0 |
Volume |
39,839 |
40,670 |
831 |
2.1% |
136,241 |
|
Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.9 |
1,876.6 |
1,833.8 |
|
R3 |
1,862.7 |
1,853.4 |
1,827.4 |
|
R2 |
1,839.5 |
1,839.5 |
1,825.3 |
|
R1 |
1,830.2 |
1,830.2 |
1,823.1 |
1,834.9 |
PP |
1,816.3 |
1,816.3 |
1,816.3 |
1,818.6 |
S1 |
1,807.0 |
1,807.0 |
1,818.9 |
1,811.7 |
S2 |
1,793.1 |
1,793.1 |
1,816.7 |
|
S3 |
1,769.9 |
1,783.8 |
1,814.6 |
|
S4 |
1,746.7 |
1,760.6 |
1,808.2 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.2 |
1,932.1 |
1,828.3 |
|
R3 |
1,909.6 |
1,880.5 |
1,814.1 |
|
R2 |
1,858.0 |
1,858.0 |
1,809.4 |
|
R1 |
1,828.9 |
1,828.9 |
1,804.6 |
1,817.7 |
PP |
1,806.4 |
1,806.4 |
1,806.4 |
1,800.7 |
S1 |
1,777.3 |
1,777.3 |
1,795.2 |
1,766.1 |
S2 |
1,754.8 |
1,754.8 |
1,790.4 |
|
S3 |
1,703.2 |
1,725.7 |
1,785.7 |
|
S4 |
1,651.6 |
1,674.1 |
1,771.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.6 |
1,783.8 |
48.8 |
2.7% |
19.8 |
1.1% |
76% |
False |
False |
39,185 |
10 |
1,835.4 |
1,783.8 |
51.6 |
2.8% |
20.9 |
1.1% |
72% |
False |
False |
23,174 |
20 |
1,835.4 |
1,755.4 |
80.0 |
4.4% |
19.6 |
1.1% |
82% |
False |
False |
13,674 |
40 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
20.7 |
1.1% |
51% |
False |
False |
9,423 |
60 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
21.0 |
1.2% |
51% |
False |
False |
7,160 |
80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.3 |
1.2% |
61% |
False |
False |
5,776 |
100 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.0 |
1.2% |
61% |
False |
False |
4,824 |
120 |
1,883.3 |
1,682.4 |
200.9 |
11.0% |
21.0 |
1.2% |
69% |
False |
False |
4,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,924.1 |
2.618 |
1,886.2 |
1.618 |
1,863.0 |
1.000 |
1,848.7 |
0.618 |
1,839.8 |
HIGH |
1,825.5 |
0.618 |
1,816.6 |
0.500 |
1,813.9 |
0.382 |
1,811.2 |
LOW |
1,802.3 |
0.618 |
1,788.0 |
1.000 |
1,779.1 |
1.618 |
1,764.8 |
2.618 |
1,741.6 |
4.250 |
1,703.7 |
|
|
Fisher Pivots for day following 11-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,818.6 |
1,815.6 |
PP |
1,816.3 |
1,810.1 |
S1 |
1,813.9 |
1,804.7 |
|