| 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 |
36,321.59 |
36,636.00 |
314.41 |
0.9% |
35,954.48 |
| High |
36,595.82 |
36,934.84 |
339.02 |
0.9% |
36,679.44 |
| Low |
36,246.45 |
36,636.00 |
389.55 |
1.1% |
35,954.48 |
| Close |
36,585.06 |
36,799.65 |
214.59 |
0.6% |
36,338.30 |
| Range |
349.37 |
298.84 |
-50.53 |
-14.5% |
724.96 |
| ATR |
383.14 |
380.75 |
-2.38 |
-0.6% |
0.00 |
| Volume |
347,927,078 |
435,084,267 |
87,157,189 |
25.1% |
1,129,610,517 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,686.68 |
37,542.01 |
36,964.01 |
|
| R3 |
37,387.84 |
37,243.17 |
36,881.83 |
|
| R2 |
37,089.00 |
37,089.00 |
36,854.44 |
|
| R1 |
36,944.33 |
36,944.33 |
36,827.04 |
37,016.67 |
| PP |
36,790.16 |
36,790.16 |
36,790.16 |
36,826.33 |
| S1 |
36,645.49 |
36,645.49 |
36,772.26 |
36,717.83 |
| S2 |
36,491.32 |
36,491.32 |
36,744.86 |
|
| S3 |
36,192.48 |
36,346.65 |
36,717.47 |
|
| S4 |
35,893.64 |
36,047.81 |
36,635.29 |
|
|
| 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 |
36,934.84 |
36,246.45 |
688.39 |
1.9% |
262.37 |
0.7% |
80% |
True |
False |
284,654,617 |
| 10 |
36,934.84 |
35,069.50 |
1,865.34 |
5.1% |
293.78 |
0.8% |
93% |
True |
False |
280,395,546 |
| 20 |
36,934.84 |
34,665.50 |
2,269.34 |
6.2% |
342.81 |
0.9% |
94% |
True |
False |
367,820,218 |
| 40 |
36,934.84 |
34,006.98 |
2,927.86 |
8.0% |
370.53 |
1.0% |
95% |
True |
False |
372,612,638 |
| 60 |
36,934.84 |
34,006.98 |
2,927.86 |
8.0% |
333.53 |
0.9% |
95% |
True |
False |
296,978,565 |
| 80 |
36,934.84 |
33,613.03 |
3,321.81 |
9.0% |
363.30 |
1.0% |
96% |
True |
False |
226,197,008 |
| 100 |
36,934.84 |
33,613.03 |
3,321.81 |
9.0% |
342.32 |
0.9% |
96% |
True |
False |
180,957,606 |
| 120 |
36,934.84 |
33,613.03 |
3,321.81 |
9.0% |
333.90 |
0.9% |
96% |
True |
False |
150,798,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38,204.91 |
|
2.618 |
37,717.20 |
|
1.618 |
37,418.36 |
|
1.000 |
37,233.68 |
|
0.618 |
37,119.52 |
|
HIGH |
36,934.84 |
|
0.618 |
36,820.68 |
|
0.500 |
36,785.42 |
|
0.382 |
36,750.16 |
|
LOW |
36,636.00 |
|
0.618 |
36,451.32 |
|
1.000 |
36,337.16 |
|
1.618 |
36,152.48 |
|
2.618 |
35,853.64 |
|
4.250 |
35,365.93 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
36,794.91 |
36,729.98 |
| PP |
36,790.16 |
36,660.31 |
| S1 |
36,785.42 |
36,590.65 |
|