| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,411.26 |
16,395.51 |
-15.75 |
-0.1% |
16,361.07 |
| High |
16,464.62 |
16,504.14 |
39.52 |
0.2% |
16,607.19 |
| Low |
16,317.26 |
16,306.64 |
-10.62 |
-0.1% |
16,317.26 |
| Close |
16,320.08 |
16,501.77 |
181.69 |
1.1% |
16,320.08 |
| Range |
147.36 |
197.50 |
50.14 |
34.0% |
289.93 |
| ATR |
264.63 |
259.83 |
-4.79 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,030.02 |
16,963.39 |
16,610.40 |
|
| R3 |
16,832.52 |
16,765.89 |
16,556.08 |
|
| R2 |
16,635.02 |
16,635.02 |
16,537.98 |
|
| R1 |
16,568.39 |
16,568.39 |
16,519.87 |
16,601.71 |
| PP |
16,437.52 |
16,437.52 |
16,437.52 |
16,454.17 |
| S1 |
16,370.89 |
16,370.89 |
16,483.67 |
16,404.21 |
| S2 |
16,240.02 |
16,240.02 |
16,465.56 |
|
| S3 |
16,042.52 |
16,173.39 |
16,447.46 |
|
| S4 |
15,845.02 |
15,975.89 |
16,393.15 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,284.63 |
17,092.29 |
16,479.54 |
|
| R3 |
16,994.70 |
16,802.36 |
16,399.81 |
|
| R2 |
16,704.77 |
16,704.77 |
16,373.23 |
|
| R1 |
16,512.43 |
16,512.43 |
16,346.66 |
16,463.64 |
| PP |
16,414.84 |
16,414.84 |
16,414.84 |
16,390.45 |
| S1 |
16,222.50 |
16,222.50 |
16,293.50 |
16,173.71 |
| S2 |
16,124.91 |
16,124.91 |
16,266.93 |
|
| S3 |
15,834.98 |
15,932.57 |
16,240.35 |
|
| S4 |
15,545.05 |
15,642.64 |
16,160.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,607.19 |
16,306.64 |
300.55 |
1.8% |
160.16 |
1.0% |
65% |
False |
True |
|
| 10 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
193.56 |
1.2% |
90% |
False |
False |
|
| 20 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
249.71 |
1.5% |
90% |
False |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.6% |
252.41 |
1.5% |
79% |
False |
False |
|
| 60 |
16,764.86 |
14,636.33 |
2,128.53 |
12.9% |
221.56 |
1.3% |
88% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
219.24 |
1.3% |
89% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
201.62 |
1.2% |
89% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
192.41 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,343.52 |
|
2.618 |
17,021.20 |
|
1.618 |
16,823.70 |
|
1.000 |
16,701.64 |
|
0.618 |
16,626.20 |
|
HIGH |
16,504.14 |
|
0.618 |
16,428.70 |
|
0.500 |
16,405.39 |
|
0.382 |
16,382.09 |
|
LOW |
16,306.64 |
|
0.618 |
16,184.59 |
|
1.000 |
16,109.14 |
|
1.618 |
15,987.09 |
|
2.618 |
15,789.59 |
|
4.250 |
15,467.27 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,469.64 |
16,480.56 |
| PP |
16,437.52 |
16,459.34 |
| S1 |
16,405.39 |
16,438.13 |
|