| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
14,713.25 |
14,389.75 |
-323.50 |
-2.2% |
15,608.50 |
| High |
14,853.25 |
14,575.75 |
-277.50 |
-1.9% |
15,646.75 |
| Low |
14,407.50 |
13,708.25 |
-699.25 |
-4.9% |
14,407.50 |
| Close |
14,424.75 |
14,499.25 |
74.50 |
0.5% |
14,424.75 |
| Range |
445.75 |
867.50 |
421.75 |
94.6% |
1,239.25 |
| ATR |
375.16 |
410.33 |
35.17 |
9.4% |
0.00 |
| Volume |
2,494 |
4,013 |
1,519 |
60.9% |
7,277 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,863.50 |
16,549.00 |
14,976.50 |
|
| R3 |
15,996.00 |
15,681.50 |
14,737.75 |
|
| R2 |
15,128.50 |
15,128.50 |
14,658.25 |
|
| R1 |
14,814.00 |
14,814.00 |
14,578.75 |
14,971.25 |
| PP |
14,261.00 |
14,261.00 |
14,261.00 |
14,339.75 |
| S1 |
13,946.50 |
13,946.50 |
14,419.75 |
14,103.75 |
| S2 |
13,393.50 |
13,393.50 |
14,340.25 |
|
| S3 |
12,526.00 |
13,079.00 |
14,260.75 |
|
| S4 |
11,658.50 |
12,211.50 |
14,022.00 |
|
|
| 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 |
13,708.25 |
1,938.50 |
13.4% |
567.25 |
3.9% |
41% |
False |
True |
2,258 |
| 10 |
16,007.50 |
13,708.25 |
2,299.25 |
15.9% |
477.50 |
3.3% |
34% |
False |
True |
2,113 |
| 20 |
16,654.00 |
13,708.25 |
2,945.75 |
20.3% |
373.75 |
2.6% |
27% |
False |
True |
1,577 |
| 40 |
16,654.00 |
13,708.25 |
2,945.75 |
20.3% |
370.00 |
2.6% |
27% |
False |
True |
902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,262.50 |
|
2.618 |
16,846.75 |
|
1.618 |
15,979.25 |
|
1.000 |
15,443.25 |
|
0.618 |
15,111.75 |
|
HIGH |
14,575.75 |
|
0.618 |
14,244.25 |
|
0.500 |
14,142.00 |
|
0.382 |
14,039.75 |
|
LOW |
13,708.25 |
|
0.618 |
13,172.25 |
|
1.000 |
12,840.75 |
|
1.618 |
12,304.75 |
|
2.618 |
11,437.25 |
|
4.250 |
10,021.50 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,380.25 |
14,522.50 |
| PP |
14,261.00 |
14,514.75 |
| S1 |
14,142.00 |
14,507.00 |
|