| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
36,175.21 |
36,058.85 |
-116.36 |
-0.3% |
36,321.59 |
| High |
36,175.21 |
36,271.47 |
96.26 |
0.3% |
36,952.65 |
| Low |
35,639.91 |
35,769.38 |
129.47 |
0.4% |
36,111.53 |
| Close |
36,068.87 |
36,252.02 |
183.15 |
0.5% |
36,231.66 |
| Range |
535.30 |
502.09 |
-33.21 |
-6.2% |
841.12 |
| ATR |
391.15 |
399.08 |
7.92 |
2.0% |
0.00 |
| Volume |
440,304,751 |
363,192,772 |
-77,111,979 |
-17.5% |
2,003,077,671 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,603.89 |
37,430.05 |
36,528.17 |
|
| R3 |
37,101.80 |
36,927.96 |
36,390.09 |
|
| R2 |
36,599.71 |
36,599.71 |
36,344.07 |
|
| R1 |
36,425.87 |
36,425.87 |
36,298.04 |
36,512.79 |
| PP |
36,097.62 |
36,097.62 |
36,097.62 |
36,141.09 |
| S1 |
35,923.78 |
35,923.78 |
36,206.00 |
36,010.70 |
| S2 |
35,595.53 |
35,595.53 |
36,159.97 |
|
| S3 |
35,093.44 |
35,421.69 |
36,113.95 |
|
| S4 |
34,591.35 |
34,919.60 |
35,975.87 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,955.31 |
38,434.60 |
36,694.28 |
|
| R3 |
38,114.19 |
37,593.48 |
36,462.97 |
|
| R2 |
37,273.07 |
37,273.07 |
36,385.87 |
|
| R1 |
36,752.36 |
36,752.36 |
36,308.76 |
36,592.16 |
| PP |
36,431.95 |
36,431.95 |
36,431.95 |
36,351.84 |
| S1 |
35,911.24 |
35,911.24 |
36,154.56 |
35,751.04 |
| S2 |
35,590.83 |
35,590.83 |
36,077.45 |
|
| S3 |
34,749.71 |
35,070.12 |
36,000.35 |
|
| S4 |
33,908.59 |
34,229.00 |
35,769.04 |
|
|
| 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 |
35,639.91 |
1,312.74 |
3.6% |
424.89 |
1.2% |
47% |
False |
False |
404,712,769 |
| 10 |
36,952.65 |
35,639.91 |
1,312.74 |
3.6% |
343.63 |
0.9% |
47% |
False |
False |
344,683,693 |
| 20 |
36,952.65 |
34,665.50 |
2,287.15 |
6.3% |
371.93 |
1.0% |
69% |
False |
False |
367,180,910 |
| 40 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
393.19 |
1.1% |
76% |
False |
False |
388,365,835 |
| 60 |
36,952.65 |
34,006.98 |
2,945.67 |
8.1% |
337.80 |
0.9% |
76% |
False |
False |
325,062,342 |
| 80 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
367.66 |
1.0% |
79% |
False |
False |
251,491,556 |
| 100 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
347.22 |
1.0% |
79% |
False |
False |
201,193,245 |
| 120 |
36,952.65 |
33,613.03 |
3,339.62 |
9.2% |
332.11 |
0.9% |
79% |
False |
False |
167,661,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38,405.35 |
|
2.618 |
37,585.94 |
|
1.618 |
37,083.85 |
|
1.000 |
36,773.56 |
|
0.618 |
36,581.76 |
|
HIGH |
36,271.47 |
|
0.618 |
36,079.67 |
|
0.500 |
36,020.43 |
|
0.382 |
35,961.18 |
|
LOW |
35,769.38 |
|
0.618 |
35,459.09 |
|
1.000 |
35,267.29 |
|
1.618 |
34,957.00 |
|
2.618 |
34,454.91 |
|
4.250 |
33,635.50 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
36,174.82 |
36,171.81 |
| PP |
36,097.62 |
36,091.59 |
| S1 |
36,020.43 |
36,011.38 |
|