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 |
476.30 |
479.22 |
2.92 |
0.6% |
472.06 |
High |
477.85 |
479.98 |
2.13 |
0.4% |
479.00 |
Low |
473.85 |
475.58 |
1.73 |
0.4% |
472.01 |
Close |
477.71 |
477.55 |
-0.16 |
0.0% |
474.96 |
Range |
4.00 |
4.40 |
0.40 |
10.0% |
6.99 |
ATR |
5.44 |
5.37 |
-0.07 |
-1.4% |
0.00 |
Volume |
72,668,200 |
71,178,600 |
-1,489,600 |
-2.0% |
279,152,400 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490.90 |
488.63 |
479.97 |
|
R3 |
486.50 |
484.23 |
478.76 |
|
R2 |
482.10 |
482.10 |
478.36 |
|
R1 |
479.83 |
479.83 |
477.95 |
478.77 |
PP |
477.70 |
477.70 |
477.70 |
477.17 |
S1 |
475.43 |
475.43 |
477.15 |
474.37 |
S2 |
473.30 |
473.30 |
476.74 |
|
S3 |
468.90 |
471.03 |
476.34 |
|
S4 |
464.50 |
466.63 |
475.13 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
496.29 |
492.62 |
478.80 |
|
R3 |
489.30 |
485.63 |
476.88 |
|
R2 |
482.31 |
482.31 |
476.24 |
|
R1 |
478.64 |
478.64 |
475.60 |
480.48 |
PP |
475.32 |
475.32 |
475.32 |
476.24 |
S1 |
471.65 |
471.65 |
474.32 |
473.49 |
S2 |
468.33 |
468.33 |
473.68 |
|
S3 |
461.34 |
464.66 |
473.04 |
|
S4 |
454.35 |
457.67 |
471.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
479.98 |
473.85 |
6.13 |
1.3% |
3.31 |
0.7% |
60% |
True |
False |
63,783,220 |
10 |
479.98 |
456.31 |
23.67 |
5.0% |
4.03 |
0.8% |
90% |
True |
False |
60,813,530 |
20 |
479.98 |
451.14 |
28.84 |
6.0% |
5.02 |
1.1% |
92% |
True |
False |
78,775,930 |
40 |
479.98 |
448.92 |
31.06 |
6.5% |
5.18 |
1.1% |
92% |
True |
False |
78,455,310 |
60 |
479.98 |
431.54 |
48.44 |
10.1% |
4.55 |
1.0% |
95% |
True |
False |
71,790,778 |
80 |
479.98 |
426.36 |
53.62 |
11.2% |
4.76 |
1.0% |
95% |
True |
False |
78,342,010 |
100 |
479.98 |
426.36 |
53.62 |
11.2% |
4.43 |
0.9% |
95% |
True |
False |
74,991,363 |
120 |
479.98 |
421.97 |
58.01 |
12.1% |
4.24 |
0.9% |
96% |
True |
False |
72,466,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
498.68 |
2.618 |
491.50 |
1.618 |
487.10 |
1.000 |
484.38 |
0.618 |
482.70 |
HIGH |
479.98 |
0.618 |
478.30 |
0.500 |
477.78 |
0.382 |
477.26 |
LOW |
475.58 |
0.618 |
472.86 |
1.000 |
471.18 |
1.618 |
468.46 |
2.618 |
464.06 |
4.250 |
456.88 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
477.78 |
477.34 |
PP |
477.70 |
477.13 |
S1 |
477.63 |
476.92 |
|