| 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 |
36,636.00 |
36,722.60 |
86.60 |
0.2% |
35,954.48 |
| High |
36,934.84 |
36,952.65 |
17.81 |
0.0% |
36,679.44 |
| Low |
36,636.00 |
36,400.39 |
-235.61 |
-0.6% |
35,954.48 |
| Close |
36,799.65 |
36,407.11 |
-392.54 |
-1.1% |
36,338.30 |
| Range |
298.84 |
552.26 |
253.42 |
84.8% |
724.96 |
| ATR |
380.75 |
393.00 |
12.25 |
3.2% |
0.00 |
| Volume |
435,084,267 |
468,455,424 |
33,371,157 |
7.7% |
1,129,610,517 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,243.50 |
37,877.56 |
36,710.85 |
|
| R3 |
37,691.24 |
37,325.30 |
36,558.98 |
|
| R2 |
37,138.98 |
37,138.98 |
36,508.36 |
|
| R1 |
36,773.04 |
36,773.04 |
36,457.73 |
36,679.88 |
| PP |
36,586.72 |
36,586.72 |
36,586.72 |
36,540.14 |
| S1 |
36,220.78 |
36,220.78 |
36,356.49 |
36,127.62 |
| S2 |
36,034.46 |
36,034.46 |
36,305.86 |
|
| S3 |
35,482.20 |
35,668.52 |
36,255.24 |
|
| S4 |
34,929.94 |
35,116.26 |
36,103.37 |
|
|
| 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 |
36,952.65 |
36,246.45 |
706.20 |
1.9% |
337.75 |
0.9% |
23% |
True |
False |
335,464,911 |
| 10 |
36,952.65 |
35,433.13 |
1,519.52 |
4.2% |
305.06 |
0.8% |
64% |
True |
False |
292,274,428 |
| 20 |
36,952.65 |
34,665.50 |
2,287.15 |
6.3% |
350.65 |
1.0% |
76% |
True |
False |
367,098,318 |
| 40 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
378.55 |
1.0% |
81% |
True |
False |
377,114,122 |
| 60 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
334.99 |
0.9% |
81% |
True |
False |
304,786,155 |
| 80 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
366.79 |
1.0% |
84% |
True |
False |
232,052,701 |
| 100 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
346.48 |
1.0% |
84% |
True |
False |
185,642,161 |
| 120 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
334.81 |
0.9% |
84% |
True |
False |
154,701,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39,299.76 |
|
2.618 |
38,398.47 |
|
1.618 |
37,846.21 |
|
1.000 |
37,504.91 |
|
0.618 |
37,293.95 |
|
HIGH |
36,952.65 |
|
0.618 |
36,741.69 |
|
0.500 |
36,676.52 |
|
0.382 |
36,611.35 |
|
LOW |
36,400.39 |
|
0.618 |
36,059.09 |
|
1.000 |
35,848.13 |
|
1.618 |
35,506.83 |
|
2.618 |
34,954.57 |
|
4.250 |
34,053.29 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
36,676.52 |
36,599.55 |
| PP |
36,586.72 |
36,535.40 |
| S1 |
36,496.91 |
36,471.26 |
|