Trading Metrics calculated at close of trading on 12-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,803.7 |
1,823.7 |
20.0 |
1.1% |
1,832.9 |
High |
1,825.5 |
1,830.4 |
4.9 |
0.3% |
1,835.4 |
Low |
1,802.3 |
1,816.9 |
14.6 |
0.8% |
1,783.8 |
Close |
1,821.0 |
1,829.8 |
8.8 |
0.5% |
1,799.9 |
Range |
23.2 |
13.5 |
-9.7 |
-41.8% |
51.6 |
ATR |
21.3 |
20.7 |
-0.6 |
-2.6% |
0.0 |
Volume |
40,670 |
45,501 |
4,831 |
11.9% |
136,241 |
|
Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.2 |
1,861.5 |
1,837.2 |
|
R3 |
1,852.7 |
1,848.0 |
1,833.5 |
|
R2 |
1,839.2 |
1,839.2 |
1,832.3 |
|
R1 |
1,834.5 |
1,834.5 |
1,831.0 |
1,836.9 |
PP |
1,825.7 |
1,825.7 |
1,825.7 |
1,826.9 |
S1 |
1,821.0 |
1,821.0 |
1,828.6 |
1,823.4 |
S2 |
1,812.2 |
1,812.2 |
1,827.3 |
|
S3 |
1,798.7 |
1,807.5 |
1,826.1 |
|
S4 |
1,785.2 |
1,794.0 |
1,822.4 |
|
|
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 |
1,830.4 |
1,783.8 |
46.6 |
2.5% |
18.3 |
1.0% |
99% |
True |
False |
46,220 |
10 |
1,835.4 |
1,783.8 |
51.6 |
2.8% |
20.4 |
1.1% |
89% |
False |
False |
27,400 |
20 |
1,835.4 |
1,755.4 |
80.0 |
4.4% |
19.1 |
1.0% |
93% |
False |
False |
15,617 |
40 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
20.7 |
1.1% |
58% |
False |
False |
10,265 |
60 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
21.0 |
1.1% |
58% |
False |
False |
7,897 |
80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.2 |
1.2% |
66% |
False |
False |
6,331 |
100 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.0 |
1.2% |
66% |
False |
False |
5,272 |
120 |
1,883.3 |
1,682.4 |
200.9 |
11.0% |
21.1 |
1.2% |
73% |
False |
False |
4,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.8 |
2.618 |
1,865.7 |
1.618 |
1,852.2 |
1.000 |
1,843.9 |
0.618 |
1,838.7 |
HIGH |
1,830.4 |
0.618 |
1,825.2 |
0.500 |
1,823.7 |
0.382 |
1,822.1 |
LOW |
1,816.9 |
0.618 |
1,808.6 |
1.000 |
1,803.4 |
1.618 |
1,795.1 |
2.618 |
1,781.6 |
4.250 |
1,759.5 |
|
|
Fisher Pivots for day following 12-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,827.8 |
1,823.6 |
PP |
1,825.7 |
1,817.4 |
S1 |
1,823.7 |
1,811.2 |
|