| 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 |
36,385.85 |
36,321.59 |
-64.26 |
-0.2% |
35,954.48 |
| High |
36,484.94 |
36,595.82 |
110.88 |
0.3% |
36,679.44 |
| Low |
36,303.97 |
36,246.45 |
-57.52 |
-0.2% |
35,954.48 |
| Close |
36,338.30 |
36,585.06 |
246.76 |
0.7% |
36,338.30 |
| Range |
180.97 |
349.37 |
168.40 |
93.1% |
724.96 |
| ATR |
385.73 |
383.14 |
-2.60 |
-0.7% |
0.00 |
| Volume |
218,213,126 |
347,927,078 |
129,713,952 |
59.4% |
1,129,610,517 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,523.89 |
37,403.84 |
36,777.21 |
|
| R3 |
37,174.52 |
37,054.47 |
36,681.14 |
|
| R2 |
36,825.15 |
36,825.15 |
36,649.11 |
|
| R1 |
36,705.10 |
36,705.10 |
36,617.09 |
36,765.13 |
| PP |
36,475.78 |
36,475.78 |
36,475.78 |
36,505.79 |
| S1 |
36,355.73 |
36,355.73 |
36,553.03 |
36,415.76 |
| S2 |
36,126.41 |
36,126.41 |
36,521.01 |
|
| S3 |
35,777.04 |
36,006.36 |
36,488.98 |
|
| S4 |
35,427.67 |
35,656.99 |
36,392.91 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,498.95 |
38,143.59 |
36,737.03 |
|
| R3 |
37,773.99 |
37,418.63 |
36,537.66 |
|
| R2 |
37,049.03 |
37,049.03 |
36,471.21 |
|
| R1 |
36,693.67 |
36,693.67 |
36,404.75 |
36,871.35 |
| PP |
36,324.07 |
36,324.07 |
36,324.07 |
36,412.92 |
| S1 |
35,968.71 |
35,968.71 |
36,271.85 |
36,146.39 |
| S2 |
35,599.11 |
35,599.11 |
36,205.39 |
|
| S3 |
34,874.15 |
35,243.75 |
36,138.94 |
|
| S4 |
34,149.19 |
34,518.79 |
35,939.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,679.44 |
36,246.45 |
432.99 |
1.2% |
247.46 |
0.7% |
78% |
False |
True |
245,455,322 |
| 10 |
36,679.44 |
34,665.50 |
2,013.94 |
5.5% |
319.56 |
0.9% |
95% |
False |
False |
275,776,171 |
| 20 |
36,679.44 |
34,633.43 |
2,046.01 |
5.6% |
364.04 |
1.0% |
95% |
False |
False |
367,003,462 |
| 40 |
36,679.44 |
34,006.98 |
2,672.46 |
7.3% |
370.42 |
1.0% |
96% |
False |
False |
370,350,598 |
| 60 |
36,679.44 |
34,006.98 |
2,672.46 |
7.3% |
331.40 |
0.9% |
96% |
False |
False |
289,727,160 |
| 80 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
365.88 |
1.0% |
97% |
False |
False |
220,758,455 |
| 100 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
340.88 |
0.9% |
97% |
False |
False |
176,606,764 |
| 120 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
333.30 |
0.9% |
97% |
False |
False |
147,172,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38,080.64 |
|
2.618 |
37,510.47 |
|
1.618 |
37,161.10 |
|
1.000 |
36,945.19 |
|
0.618 |
36,811.73 |
|
HIGH |
36,595.82 |
|
0.618 |
36,462.36 |
|
0.500 |
36,421.14 |
|
0.382 |
36,379.91 |
|
LOW |
36,246.45 |
|
0.618 |
36,030.54 |
|
1.000 |
35,897.08 |
|
1.618 |
35,681.17 |
|
2.618 |
35,331.80 |
|
4.250 |
34,761.63 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
36,530.42 |
36,544.36 |
| PP |
36,475.78 |
36,503.65 |
| S1 |
36,421.14 |
36,462.95 |
|