Trading Metrics calculated at close of trading on 20-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,571.25 |
4,519.75 |
-51.50 |
-1.1% |
4,664.00 |
High |
4,595.25 |
4,586.25 |
-9.00 |
-0.2% |
4,731.50 |
Low |
4,510.75 |
4,431.00 |
-79.75 |
-1.8% |
4,565.75 |
Close |
4,516.75 |
4,467.25 |
-49.50 |
-1.1% |
4,647.25 |
Range |
84.50 |
155.25 |
70.75 |
83.7% |
165.75 |
ATR |
69.11 |
75.26 |
6.15 |
8.9% |
0.00 |
Volume |
3,450 |
1,844 |
-1,606 |
-46.6% |
6,152 |
|
Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,960.50 |
4,869.25 |
4,552.75 |
|
R3 |
4,805.25 |
4,714.00 |
4,510.00 |
|
R2 |
4,650.00 |
4,650.00 |
4,495.75 |
|
R1 |
4,558.75 |
4,558.75 |
4,481.50 |
4,526.75 |
PP |
4,494.75 |
4,494.75 |
4,494.75 |
4,479.00 |
S1 |
4,403.50 |
4,403.50 |
4,453.00 |
4,371.50 |
S2 |
4,339.50 |
4,339.50 |
4,438.75 |
|
S3 |
4,184.25 |
4,248.25 |
4,424.50 |
|
S4 |
4,029.00 |
4,093.00 |
4,381.75 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.50 |
5,062.00 |
4,738.50 |
|
R3 |
4,979.75 |
4,896.25 |
4,692.75 |
|
R2 |
4,814.00 |
4,814.00 |
4,677.75 |
|
R1 |
4,730.50 |
4,730.50 |
4,662.50 |
4,689.50 |
PP |
4,648.25 |
4,648.25 |
4,648.25 |
4,627.50 |
S1 |
4,564.75 |
4,564.75 |
4,632.00 |
4,523.50 |
S2 |
4,482.50 |
4,482.50 |
4,616.75 |
|
S3 |
4,316.75 |
4,399.00 |
4,601.75 |
|
S4 |
4,151.00 |
4,233.25 |
4,556.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,728.00 |
4,431.00 |
297.00 |
6.6% |
100.75 |
2.3% |
12% |
False |
True |
1,818 |
10 |
4,731.50 |
4,431.00 |
300.50 |
6.7% |
84.00 |
1.9% |
12% |
False |
True |
1,585 |
20 |
4,800.00 |
4,431.00 |
369.00 |
8.3% |
66.25 |
1.5% |
10% |
False |
True |
1,172 |
40 |
4,800.00 |
4,431.00 |
369.00 |
8.3% |
75.00 |
1.7% |
10% |
False |
True |
862 |
60 |
4,800.00 |
4,431.00 |
369.00 |
8.3% |
61.25 |
1.4% |
10% |
False |
True |
594 |
80 |
4,800.00 |
4,244.00 |
556.00 |
12.4% |
59.25 |
1.3% |
40% |
False |
False |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,246.00 |
2.618 |
4,992.75 |
1.618 |
4,837.50 |
1.000 |
4,741.50 |
0.618 |
4,682.25 |
HIGH |
4,586.25 |
0.618 |
4,527.00 |
0.500 |
4,508.50 |
0.382 |
4,490.25 |
LOW |
4,431.00 |
0.618 |
4,335.00 |
1.000 |
4,275.75 |
1.618 |
4,179.75 |
2.618 |
4,024.50 |
4.250 |
3,771.25 |
|
|
Fisher Pivots for day following 20-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,508.50 |
4,547.25 |
PP |
4,494.75 |
4,520.50 |
S1 |
4,481.00 |
4,494.00 |
|