| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,851.0 |
1,855.2 |
4.2 |
0.2% |
1,825.0 |
| High |
1,860.4 |
1,855.6 |
-4.8 |
-0.3% |
1,855.1 |
| Low |
1,843.8 |
1,822.2 |
-21.6 |
-1.2% |
1,812.3 |
| Close |
1,859.8 |
1,836.9 |
-22.9 |
-1.2% |
1,838.8 |
| Range |
16.6 |
33.4 |
16.8 |
101.2% |
42.8 |
| ATR |
17.7 |
19.1 |
1.4 |
8.0% |
0.0 |
| Volume |
819 |
3,434 |
2,615 |
319.3% |
7,898 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.4 |
1,921.1 |
1,855.3 |
|
| R3 |
1,905.0 |
1,887.7 |
1,846.1 |
|
| R2 |
1,871.6 |
1,871.6 |
1,843.0 |
|
| R1 |
1,854.3 |
1,854.3 |
1,840.0 |
1,846.3 |
| PP |
1,838.2 |
1,838.2 |
1,838.2 |
1,834.2 |
| S1 |
1,820.9 |
1,820.9 |
1,833.8 |
1,812.9 |
| S2 |
1,804.8 |
1,804.8 |
1,830.8 |
|
| S3 |
1,771.4 |
1,787.5 |
1,827.7 |
|
| S4 |
1,738.0 |
1,754.1 |
1,818.5 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.8 |
1,944.1 |
1,862.3 |
|
| R3 |
1,921.0 |
1,901.3 |
1,850.6 |
|
| R2 |
1,878.2 |
1,878.2 |
1,846.6 |
|
| R1 |
1,858.5 |
1,858.5 |
1,842.7 |
1,868.4 |
| PP |
1,835.4 |
1,835.4 |
1,835.4 |
1,840.3 |
| S1 |
1,815.7 |
1,815.7 |
1,834.9 |
1,825.6 |
| S2 |
1,792.6 |
1,792.6 |
1,831.0 |
|
| S3 |
1,749.8 |
1,772.9 |
1,827.0 |
|
| S4 |
1,707.0 |
1,730.1 |
1,815.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,860.4 |
1,822.2 |
38.2 |
2.1% |
17.4 |
0.9% |
38% |
False |
True |
1,402 |
| 10 |
1,860.4 |
1,812.3 |
48.1 |
2.6% |
17.7 |
1.0% |
51% |
False |
False |
2,045 |
| 20 |
1,860.4 |
1,789.2 |
71.2 |
3.9% |
18.2 |
1.0% |
67% |
False |
False |
2,315 |
| 40 |
1,860.4 |
1,763.2 |
97.2 |
5.3% |
17.2 |
0.9% |
76% |
False |
False |
1,555 |
| 60 |
1,882.5 |
1,763.2 |
119.3 |
6.5% |
17.8 |
1.0% |
62% |
False |
False |
1,219 |
| 80 |
1,882.5 |
1,758.0 |
124.5 |
6.8% |
16.4 |
0.9% |
63% |
False |
False |
962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,997.6 |
|
2.618 |
1,943.0 |
|
1.618 |
1,909.6 |
|
1.000 |
1,889.0 |
|
0.618 |
1,876.2 |
|
HIGH |
1,855.6 |
|
0.618 |
1,842.8 |
|
0.500 |
1,838.9 |
|
0.382 |
1,835.0 |
|
LOW |
1,822.2 |
|
0.618 |
1,801.6 |
|
1.000 |
1,788.8 |
|
1.618 |
1,768.2 |
|
2.618 |
1,734.8 |
|
4.250 |
1,680.3 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,838.9 |
1,841.3 |
| PP |
1,838.2 |
1,839.8 |
| S1 |
1,837.6 |
1,838.4 |
|