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 |
1,855.2 |
1,826.5 |
-28.7 |
-1.5% |
1,825.0 |
High |
1,855.6 |
1,826.5 |
-29.1 |
-1.6% |
1,855.1 |
Low |
1,822.2 |
1,798.2 |
-24.0 |
-1.3% |
1,812.3 |
Close |
1,836.9 |
1,800.4 |
-36.5 |
-2.0% |
1,838.8 |
Range |
33.4 |
28.3 |
-5.1 |
-15.3% |
42.8 |
ATR |
19.1 |
20.5 |
1.4 |
7.3% |
0.0 |
Volume |
3,434 |
4,609 |
1,175 |
34.2% |
7,898 |
|
Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.3 |
1,875.1 |
1,816.0 |
|
R3 |
1,865.0 |
1,846.8 |
1,808.2 |
|
R2 |
1,836.7 |
1,836.7 |
1,805.6 |
|
R1 |
1,818.5 |
1,818.5 |
1,803.0 |
1,813.5 |
PP |
1,808.4 |
1,808.4 |
1,808.4 |
1,805.8 |
S1 |
1,790.2 |
1,790.2 |
1,797.8 |
1,785.2 |
S2 |
1,780.1 |
1,780.1 |
1,795.2 |
|
S3 |
1,751.8 |
1,761.9 |
1,792.6 |
|
S4 |
1,723.5 |
1,733.6 |
1,784.8 |
|
|
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 |
1,798.2 |
62.2 |
3.5% |
20.9 |
1.2% |
4% |
False |
True |
2,028 |
10 |
1,860.4 |
1,798.2 |
62.2 |
3.5% |
19.2 |
1.1% |
4% |
False |
True |
2,178 |
20 |
1,860.4 |
1,789.2 |
71.2 |
4.0% |
18.8 |
1.0% |
16% |
False |
False |
2,533 |
40 |
1,860.4 |
1,763.2 |
97.2 |
5.4% |
17.0 |
0.9% |
38% |
False |
False |
1,662 |
60 |
1,882.5 |
1,763.2 |
119.3 |
6.6% |
18.1 |
1.0% |
31% |
False |
False |
1,293 |
80 |
1,882.5 |
1,758.0 |
124.5 |
6.9% |
16.6 |
0.9% |
34% |
False |
False |
1,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.8 |
2.618 |
1,900.6 |
1.618 |
1,872.3 |
1.000 |
1,854.8 |
0.618 |
1,844.0 |
HIGH |
1,826.5 |
0.618 |
1,815.7 |
0.500 |
1,812.4 |
0.382 |
1,809.0 |
LOW |
1,798.2 |
0.618 |
1,780.7 |
1.000 |
1,769.9 |
1.618 |
1,752.4 |
2.618 |
1,724.1 |
4.250 |
1,677.9 |
|
|
Fisher Pivots for day following 27-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,812.4 |
1,829.3 |
PP |
1,808.4 |
1,819.7 |
S1 |
1,804.4 |
1,810.0 |
|