Trading Metrics calculated at close of trading on 05-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
16,503.15 |
16,187.98 |
-315.17 |
-1.9% |
16,361.07 |
High |
16,507.59 |
16,249.23 |
-258.36 |
-1.6% |
16,607.19 |
Low |
16,151.90 |
15,763.84 |
-388.06 |
-2.4% |
16,317.26 |
Close |
16,279.73 |
15,771.78 |
-507.95 |
-3.1% |
16,320.08 |
Range |
355.69 |
485.39 |
129.70 |
36.5% |
289.93 |
ATR |
266.68 |
284.48 |
17.80 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,384.45 |
17,063.51 |
16,038.74 |
|
R3 |
16,899.06 |
16,578.12 |
15,905.26 |
|
R2 |
16,413.67 |
16,413.67 |
15,860.77 |
|
R1 |
16,092.73 |
16,092.73 |
15,816.27 |
16,010.51 |
PP |
15,928.28 |
15,928.28 |
15,928.28 |
15,887.17 |
S1 |
15,607.34 |
15,607.34 |
15,727.29 |
15,525.12 |
S2 |
15,442.89 |
15,442.89 |
15,682.79 |
|
S3 |
14,957.50 |
15,121.95 |
15,638.30 |
|
S4 |
14,472.11 |
14,636.56 |
15,504.82 |
|
|
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 |
15,763.84 |
805.78 |
5.1% |
268.09 |
1.7% |
1% |
False |
True |
|
10 |
16,607.19 |
15,763.84 |
843.35 |
5.3% |
225.53 |
1.4% |
1% |
False |
True |
|
20 |
16,607.19 |
15,508.74 |
1,098.45 |
7.0% |
264.10 |
1.7% |
24% |
False |
False |
|
40 |
16,764.86 |
15,508.74 |
1,256.12 |
8.0% |
267.43 |
1.7% |
21% |
False |
False |
|
60 |
16,764.86 |
14,636.33 |
2,128.53 |
13.5% |
229.89 |
1.5% |
53% |
False |
False |
|
80 |
16,764.86 |
14,384.93 |
2,379.93 |
15.1% |
224.12 |
1.4% |
58% |
False |
False |
|
100 |
16,764.86 |
14,384.93 |
2,379.93 |
15.1% |
207.90 |
1.3% |
58% |
False |
False |
|
120 |
16,764.86 |
14,384.93 |
2,379.93 |
15.1% |
196.13 |
1.2% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,312.14 |
2.618 |
17,519.98 |
1.618 |
17,034.59 |
1.000 |
16,734.62 |
0.618 |
16,549.20 |
HIGH |
16,249.23 |
0.618 |
16,063.81 |
0.500 |
16,006.54 |
0.382 |
15,949.26 |
LOW |
15,763.84 |
0.618 |
15,463.87 |
1.000 |
15,278.45 |
1.618 |
14,978.48 |
2.618 |
14,493.09 |
4.250 |
13,700.93 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
16,006.54 |
16,135.72 |
PP |
15,928.28 |
16,014.40 |
S1 |
15,850.03 |
15,893.09 |
|