Trading Metrics calculated at close of trading on 20-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
3,164.6950 |
3,114.7500 |
-49.9450 |
-1.6% |
3,213.8270 |
High |
3,191.9240 |
3,270.8940 |
78.9700 |
2.5% |
3,411.1670 |
Low |
3,049.8400 |
3,076.8720 |
27.0320 |
0.9% |
2,937.0030 |
Close |
3,114.7380 |
3,076.8720 |
-37.8660 |
-1.2% |
3,332.0050 |
Range |
142.0840 |
194.0220 |
51.9380 |
36.6% |
474.1640 |
ATR |
234.9200 |
231.9988 |
-2.9213 |
-1.2% |
0.0000 |
Volume |
394,219 |
371,773 |
-22,446 |
-5.7% |
1,206,474 |
|
Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,723.6120 |
3,594.2640 |
3,183.5841 |
|
R3 |
3,529.5900 |
3,400.2420 |
3,130.2281 |
|
R2 |
3,335.5680 |
3,335.5680 |
3,112.4427 |
|
R1 |
3,206.2200 |
3,206.2200 |
3,094.6574 |
3,173.8830 |
PP |
3,141.5460 |
3,141.5460 |
3,141.5460 |
3,125.3775 |
S1 |
3,012.1980 |
3,012.1980 |
3,059.0867 |
2,979.8610 |
S2 |
2,947.5240 |
2,947.5240 |
3,041.3013 |
|
S3 |
2,753.5020 |
2,818.1760 |
3,023.5160 |
|
S4 |
2,559.4800 |
2,624.1540 |
2,970.1599 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,649.2170 |
4,464.7750 |
3,592.7952 |
|
R3 |
4,175.0530 |
3,990.6110 |
3,462.4001 |
|
R2 |
3,700.8890 |
3,700.8890 |
3,418.9351 |
|
R1 |
3,516.4470 |
3,516.4470 |
3,375.4700 |
3,608.6680 |
PP |
3,226.7250 |
3,226.7250 |
3,226.7250 |
3,272.8355 |
S1 |
3,042.2830 |
3,042.2830 |
3,288.5400 |
3,134.5040 |
S2 |
2,752.5610 |
2,752.5610 |
3,245.0749 |
|
S3 |
2,278.3970 |
2,568.1190 |
3,201.6099 |
|
S4 |
1,804.2330 |
2,093.9550 |
3,071.2148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,411.1670 |
3,049.8400 |
361.3270 |
11.7% |
162.0978 |
5.3% |
7% |
False |
False |
293,293 |
10 |
3,566.9500 |
2,937.0030 |
629.9470 |
20.5% |
213.5577 |
6.9% |
22% |
False |
False |
393,607 |
20 |
4,149.8130 |
2,937.0030 |
1,212.8100 |
39.4% |
203.8620 |
6.6% |
12% |
False |
False |
355,535 |
40 |
4,780.1300 |
2,937.0030 |
1,843.1270 |
59.9% |
273.2559 |
8.9% |
8% |
False |
False |
382,628 |
60 |
4,865.4260 |
2,937.0030 |
1,928.4230 |
62.7% |
277.7101 |
9.0% |
7% |
False |
False |
377,356 |
80 |
4,865.4260 |
2,787.4490 |
2,077.9770 |
67.5% |
265.1465 |
8.6% |
14% |
False |
False |
371,941 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
71.8% |
276.8548 |
9.0% |
19% |
False |
False |
489,329 |
120 |
4,865.4260 |
2,419.9240 |
2,445.5020 |
79.5% |
267.9983 |
8.7% |
27% |
False |
False |
591,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,095.4875 |
2.618 |
3,778.8436 |
1.618 |
3,584.8216 |
1.000 |
3,464.9160 |
0.618 |
3,390.7996 |
HIGH |
3,270.8940 |
0.618 |
3,196.7776 |
0.500 |
3,173.8830 |
0.382 |
3,150.9884 |
LOW |
3,076.8720 |
0.618 |
2,956.9664 |
1.000 |
2,882.8500 |
1.618 |
2,762.9444 |
2.618 |
2,568.9224 |
4.250 |
2,252.2785 |
|
|
Fisher Pivots for day following 20-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
3,173.8830 |
3,160.3670 |
PP |
3,141.5460 |
3,132.5353 |
S1 |
3,109.2090 |
3,104.7037 |
|