| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,828.0 |
1,823.5 |
-4.5 |
-0.2% |
1,798.0 |
| High |
1,830.6 |
1,831.5 |
0.9 |
0.0% |
1,831.5 |
| Low |
1,814.3 |
1,816.8 |
2.5 |
0.1% |
1,792.0 |
| Close |
1,823.9 |
1,819.0 |
-4.9 |
-0.3% |
1,819.0 |
| Range |
16.3 |
14.7 |
-1.6 |
-9.8% |
39.5 |
| ATR |
20.4 |
20.0 |
-0.4 |
-2.0% |
0.0 |
| Volume |
86,513 |
25,159 |
-61,354 |
-70.9% |
237,682 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.5 |
1,857.5 |
1,827.1 |
|
| R3 |
1,851.8 |
1,842.8 |
1,823.0 |
|
| R2 |
1,837.1 |
1,837.1 |
1,821.7 |
|
| R1 |
1,828.1 |
1,828.1 |
1,820.3 |
1,825.3 |
| PP |
1,822.4 |
1,822.4 |
1,822.4 |
1,821.0 |
| S1 |
1,813.4 |
1,813.4 |
1,817.7 |
1,810.6 |
| S2 |
1,807.7 |
1,807.7 |
1,816.3 |
|
| S3 |
1,793.0 |
1,798.7 |
1,815.0 |
|
| S4 |
1,778.3 |
1,784.0 |
1,810.9 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.7 |
1,915.3 |
1,840.7 |
|
| R3 |
1,893.2 |
1,875.8 |
1,829.9 |
|
| R2 |
1,853.7 |
1,853.7 |
1,826.2 |
|
| R1 |
1,836.3 |
1,836.3 |
1,822.6 |
1,845.0 |
| PP |
1,814.2 |
1,814.2 |
1,814.2 |
1,818.5 |
| S1 |
1,796.8 |
1,796.8 |
1,815.4 |
1,805.5 |
| S2 |
1,774.7 |
1,774.7 |
1,811.8 |
|
| S3 |
1,735.2 |
1,757.3 |
1,808.1 |
|
| S4 |
1,695.7 |
1,717.8 |
1,797.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.5 |
1,792.0 |
39.5 |
2.2% |
16.0 |
0.9% |
68% |
True |
False |
47,536 |
| 10 |
1,835.4 |
1,783.8 |
51.6 |
2.8% |
19.8 |
1.1% |
68% |
False |
False |
37,392 |
| 20 |
1,835.4 |
1,783.8 |
51.6 |
2.8% |
18.1 |
1.0% |
68% |
False |
False |
20,746 |
| 40 |
1,875.8 |
1,755.4 |
120.4 |
6.6% |
20.3 |
1.1% |
53% |
False |
False |
12,906 |
| 60 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
20.9 |
1.1% |
50% |
False |
False |
9,712 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.0 |
1.2% |
59% |
False |
False |
7,713 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.0 |
1.2% |
59% |
False |
False |
6,374 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.0% |
21.1 |
1.2% |
68% |
False |
False |
5,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,894.0 |
|
2.618 |
1,870.0 |
|
1.618 |
1,855.3 |
|
1.000 |
1,846.2 |
|
0.618 |
1,840.6 |
|
HIGH |
1,831.5 |
|
0.618 |
1,825.9 |
|
0.500 |
1,824.2 |
|
0.382 |
1,822.4 |
|
LOW |
1,816.8 |
|
0.618 |
1,807.7 |
|
1.000 |
1,802.1 |
|
1.618 |
1,793.0 |
|
2.618 |
1,778.3 |
|
4.250 |
1,754.3 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,824.2 |
1,822.9 |
| PP |
1,822.4 |
1,821.6 |
| S1 |
1,820.7 |
1,820.3 |
|