| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,045.50 |
14,713.25 |
-332.25 |
-2.2% |
15,608.50 |
| High |
15,337.00 |
14,853.25 |
-483.75 |
-3.2% |
15,646.75 |
| Low |
14,648.25 |
14,407.50 |
-240.75 |
-1.6% |
14,407.50 |
| Close |
14,839.00 |
14,424.75 |
-414.25 |
-2.8% |
14,424.75 |
| Range |
688.75 |
445.75 |
-243.00 |
-35.3% |
1,239.25 |
| ATR |
369.73 |
375.16 |
5.43 |
1.5% |
0.00 |
| Volume |
1,414 |
2,494 |
1,080 |
76.4% |
7,277 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,899.00 |
15,607.75 |
14,670.00 |
|
| R3 |
15,453.25 |
15,162.00 |
14,547.25 |
|
| R2 |
15,007.50 |
15,007.50 |
14,506.50 |
|
| R1 |
14,716.25 |
14,716.25 |
14,465.50 |
14,639.00 |
| PP |
14,561.75 |
14,561.75 |
14,561.75 |
14,523.25 |
| S1 |
14,270.50 |
14,270.50 |
14,384.00 |
14,193.25 |
| S2 |
14,116.00 |
14,116.00 |
14,343.00 |
|
| S3 |
13,670.25 |
13,824.75 |
14,302.25 |
|
| S4 |
13,224.50 |
13,379.00 |
14,179.50 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,544.00 |
17,723.75 |
15,106.25 |
|
| R3 |
17,304.75 |
16,484.50 |
14,765.50 |
|
| R2 |
16,065.50 |
16,065.50 |
14,652.00 |
|
| R1 |
15,245.25 |
15,245.25 |
14,538.25 |
15,035.75 |
| PP |
14,826.25 |
14,826.25 |
14,826.25 |
14,721.50 |
| S1 |
14,006.00 |
14,006.00 |
14,311.25 |
13,796.50 |
| S2 |
13,587.00 |
13,587.00 |
14,197.50 |
|
| S3 |
12,347.75 |
12,766.75 |
14,084.00 |
|
| S4 |
11,108.50 |
11,527.50 |
13,743.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,646.75 |
14,407.50 |
1,239.25 |
8.6% |
454.25 |
3.1% |
1% |
False |
True |
1,959 |
| 10 |
16,007.50 |
14,407.50 |
1,600.00 |
11.1% |
424.50 |
2.9% |
1% |
False |
True |
1,911 |
| 20 |
16,654.00 |
14,407.50 |
2,246.50 |
15.6% |
340.50 |
2.4% |
1% |
False |
True |
1,404 |
| 40 |
16,654.00 |
14,407.50 |
2,246.50 |
15.6% |
354.25 |
2.5% |
1% |
False |
True |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,747.75 |
|
2.618 |
16,020.25 |
|
1.618 |
15,574.50 |
|
1.000 |
15,299.00 |
|
0.618 |
15,128.75 |
|
HIGH |
14,853.25 |
|
0.618 |
14,683.00 |
|
0.500 |
14,630.50 |
|
0.382 |
14,577.75 |
|
LOW |
14,407.50 |
|
0.618 |
14,132.00 |
|
1.000 |
13,961.75 |
|
1.618 |
13,686.25 |
|
2.618 |
13,240.50 |
|
4.250 |
12,513.00 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,630.50 |
14,888.50 |
| PP |
14,561.75 |
14,733.75 |
| S1 |
14,493.25 |
14,579.25 |
|