Trading Metrics calculated at close of trading on 04-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
16,395.51 |
16,503.15 |
107.64 |
0.7% |
16,361.07 |
High |
16,504.14 |
16,507.59 |
3.45 |
0.0% |
16,607.19 |
Low |
16,306.64 |
16,151.90 |
-154.74 |
-0.9% |
16,317.26 |
Close |
16,501.77 |
16,279.73 |
-222.04 |
-1.3% |
16,320.08 |
Range |
197.50 |
355.69 |
158.19 |
80.1% |
289.93 |
ATR |
259.83 |
266.68 |
6.85 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,380.14 |
17,185.63 |
16,475.36 |
|
R3 |
17,024.45 |
16,829.94 |
16,377.54 |
|
R2 |
16,668.76 |
16,668.76 |
16,344.94 |
|
R1 |
16,474.25 |
16,474.25 |
16,312.33 |
16,393.66 |
PP |
16,313.07 |
16,313.07 |
16,313.07 |
16,272.78 |
S1 |
16,118.56 |
16,118.56 |
16,247.13 |
16,037.97 |
S2 |
15,957.38 |
15,957.38 |
16,214.52 |
|
S3 |
15,601.69 |
15,762.87 |
16,181.92 |
|
S4 |
15,246.00 |
15,407.18 |
16,084.10 |
|
|
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 |
16,569.62 |
16,151.90 |
417.72 |
2.6% |
201.56 |
1.2% |
31% |
False |
True |
|
10 |
16,607.19 |
15,617.48 |
989.71 |
6.1% |
214.43 |
1.3% |
67% |
False |
False |
|
20 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
250.45 |
1.5% |
70% |
False |
False |
|
40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.7% |
257.50 |
1.6% |
61% |
False |
False |
|
60 |
16,764.86 |
14,636.33 |
2,128.53 |
13.1% |
225.11 |
1.4% |
77% |
False |
False |
|
80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
220.68 |
1.4% |
80% |
False |
False |
|
100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
203.76 |
1.3% |
80% |
False |
False |
|
120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
193.83 |
1.2% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,019.27 |
2.618 |
17,438.79 |
1.618 |
17,083.10 |
1.000 |
16,863.28 |
0.618 |
16,727.41 |
HIGH |
16,507.59 |
0.618 |
16,371.72 |
0.500 |
16,329.75 |
0.382 |
16,287.77 |
LOW |
16,151.90 |
0.618 |
15,932.08 |
1.000 |
15,796.21 |
1.618 |
15,576.39 |
2.618 |
15,220.70 |
4.250 |
14,640.22 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
16,329.75 |
16,329.75 |
PP |
16,313.07 |
16,313.07 |
S1 |
16,296.40 |
16,296.40 |
|