| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
13,944.25 |
14,210.25 |
266.00 |
1.9% |
15,608.50 |
| High |
14,634.00 |
14,406.25 |
-227.75 |
-1.6% |
15,646.75 |
| Low |
13,944.25 |
13,847.00 |
-97.25 |
-0.7% |
14,407.50 |
| Close |
14,158.50 |
13,986.75 |
-171.75 |
-1.2% |
14,424.75 |
| Range |
689.75 |
559.25 |
-130.50 |
-18.9% |
1,239.25 |
| ATR |
443.35 |
451.63 |
8.28 |
1.9% |
0.00 |
| Volume |
2,530 |
2,260 |
-270 |
-10.7% |
7,277 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,757.75 |
15,431.50 |
14,294.25 |
|
| R3 |
15,198.50 |
14,872.25 |
14,140.50 |
|
| R2 |
14,639.25 |
14,639.25 |
14,089.25 |
|
| R1 |
14,313.00 |
14,313.00 |
14,038.00 |
14,196.50 |
| PP |
14,080.00 |
14,080.00 |
14,080.00 |
14,021.75 |
| S1 |
13,753.75 |
13,753.75 |
13,935.50 |
13,637.25 |
| S2 |
13,520.75 |
13,520.75 |
13,884.25 |
|
| S3 |
12,961.50 |
13,194.50 |
13,833.00 |
|
| S4 |
12,402.25 |
12,635.25 |
13,679.25 |
|
|
| 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 |
14,853.25 |
13,708.25 |
1,145.00 |
8.2% |
633.00 |
4.5% |
24% |
False |
False |
2,719 |
| 10 |
15,973.00 |
13,708.25 |
2,264.75 |
16.2% |
550.75 |
3.9% |
12% |
False |
False |
2,204 |
| 20 |
16,561.00 |
13,708.25 |
2,852.75 |
20.4% |
433.50 |
3.1% |
10% |
False |
False |
1,814 |
| 40 |
16,654.00 |
13,708.25 |
2,945.75 |
21.1% |
391.00 |
2.8% |
9% |
False |
False |
1,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,783.00 |
|
2.618 |
15,870.25 |
|
1.618 |
15,311.00 |
|
1.000 |
14,965.50 |
|
0.618 |
14,751.75 |
|
HIGH |
14,406.25 |
|
0.618 |
14,192.50 |
|
0.500 |
14,126.50 |
|
0.382 |
14,060.75 |
|
LOW |
13,847.00 |
|
0.618 |
13,501.50 |
|
1.000 |
13,287.75 |
|
1.618 |
12,942.25 |
|
2.618 |
12,383.00 |
|
4.250 |
11,470.25 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,126.50 |
14,240.50 |
| PP |
14,080.00 |
14,156.00 |
| S1 |
14,033.50 |
14,071.25 |
|