| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
36,722.60 |
36,409.05 |
-313.55 |
-0.9% |
35,954.48 |
| High |
36,952.65 |
36,464.19 |
-488.46 |
-1.3% |
36,679.44 |
| Low |
36,400.39 |
36,200.68 |
-199.71 |
-0.5% |
35,954.48 |
| Close |
36,407.11 |
36,236.47 |
-170.64 |
-0.5% |
36,338.30 |
| Range |
552.26 |
263.51 |
-288.75 |
-52.3% |
724.96 |
| ATR |
393.00 |
383.75 |
-9.25 |
-2.4% |
0.00 |
| Volume |
468,455,424 |
390,187,536 |
-78,267,888 |
-16.7% |
1,129,610,517 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,090.98 |
36,927.23 |
36,381.40 |
|
| R3 |
36,827.47 |
36,663.72 |
36,308.94 |
|
| R2 |
36,563.96 |
36,563.96 |
36,284.78 |
|
| R1 |
36,400.21 |
36,400.21 |
36,260.63 |
36,350.33 |
| PP |
36,300.45 |
36,300.45 |
36,300.45 |
36,275.51 |
| S1 |
36,136.70 |
36,136.70 |
36,212.31 |
36,086.82 |
| S2 |
36,036.94 |
36,036.94 |
36,188.16 |
|
| S3 |
35,773.43 |
35,873.19 |
36,164.00 |
|
| S4 |
35,509.92 |
35,609.68 |
36,091.54 |
|
|
| 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 |
36,200.68 |
751.97 |
2.1% |
328.99 |
0.9% |
5% |
False |
True |
371,973,486 |
| 10 |
36,952.65 |
35,782.42 |
1,170.23 |
3.2% |
298.26 |
0.8% |
39% |
False |
False |
302,220,653 |
| 20 |
36,952.65 |
34,665.50 |
2,287.15 |
6.3% |
351.94 |
1.0% |
69% |
False |
False |
367,225,139 |
| 40 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
379.04 |
1.0% |
76% |
False |
False |
380,418,229 |
| 60 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
334.51 |
0.9% |
76% |
False |
False |
311,289,281 |
| 80 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
364.08 |
1.0% |
79% |
False |
False |
236,930,045 |
| 100 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
345.13 |
1.0% |
79% |
False |
False |
189,544,036 |
| 120 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
330.45 |
0.9% |
79% |
False |
False |
157,953,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,584.11 |
|
2.618 |
37,154.06 |
|
1.618 |
36,890.55 |
|
1.000 |
36,727.70 |
|
0.618 |
36,627.04 |
|
HIGH |
36,464.19 |
|
0.618 |
36,363.53 |
|
0.500 |
36,332.44 |
|
0.382 |
36,301.34 |
|
LOW |
36,200.68 |
|
0.618 |
36,037.83 |
|
1.000 |
35,937.17 |
|
1.618 |
35,774.32 |
|
2.618 |
35,510.81 |
|
4.250 |
35,080.76 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
36,332.44 |
36,576.67 |
| PP |
36,300.45 |
36,463.27 |
| S1 |
36,268.46 |
36,349.87 |
|