| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,621.5560 |
2,444.4900 |
-177.0660 |
-6.8% |
3,167.3260 |
| High |
2,637.6310 |
2,506.0440 |
-131.5870 |
-5.0% |
3,270.8940 |
| Low |
2,163.3160 |
2,353.4780 |
190.1620 |
8.8% |
2,572.8960 |
| Close |
2,444.5260 |
2,416.0730 |
-28.4530 |
-1.2% |
2,621.1340 |
| Range |
474.3150 |
152.5660 |
-321.7490 |
-67.8% |
697.9980 |
| ATR |
268.8517 |
260.5456 |
-8.3061 |
-3.1% |
0.0000 |
| Volume |
14,165 |
753,111 |
738,946 |
5,216.7% |
2,292,699 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.8963 |
2,802.0507 |
2,499.9843 |
|
| R3 |
2,730.3303 |
2,649.4847 |
2,458.0287 |
|
| R2 |
2,577.7643 |
2,577.7643 |
2,444.0434 |
|
| R1 |
2,496.9187 |
2,496.9187 |
2,430.0582 |
2,461.0585 |
| PP |
2,425.1983 |
2,425.1983 |
2,425.1983 |
2,407.2683 |
| S1 |
2,344.3527 |
2,344.3527 |
2,402.0878 |
2,308.4925 |
| S2 |
2,272.6323 |
2,272.6323 |
2,388.1026 |
|
| S3 |
2,120.0663 |
2,191.7867 |
2,374.1174 |
|
| S4 |
1,967.5003 |
2,039.2207 |
2,332.1617 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,915.6353 |
4,466.3827 |
3,005.0329 |
|
| R3 |
4,217.6373 |
3,768.3847 |
2,813.0835 |
|
| R2 |
3,519.6393 |
3,519.6393 |
2,749.1003 |
|
| R1 |
3,070.3867 |
3,070.3867 |
2,685.1172 |
2,946.0140 |
| PP |
2,821.6413 |
2,821.6413 |
2,821.6413 |
2,759.4550 |
| S1 |
2,372.3887 |
2,372.3887 |
2,557.1509 |
2,248.0160 |
| S2 |
2,123.6433 |
2,123.6433 |
2,493.1677 |
|
| S3 |
1,425.6453 |
1,674.3907 |
2,429.1846 |
|
| S4 |
727.6473 |
976.3927 |
2,237.2351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,270.8940 |
2,163.3160 |
1,107.5780 |
45.8% |
297.9318 |
12.3% |
23% |
False |
False |
533,237 |
| 10 |
3,411.1670 |
2,163.3160 |
1,247.8510 |
51.6% |
237.2760 |
9.8% |
20% |
False |
False |
425,988 |
| 20 |
4,075.5870 |
2,163.3160 |
1,912.2710 |
79.1% |
236.0372 |
9.8% |
13% |
False |
False |
410,959 |
| 40 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
108.3% |
273.5374 |
11.3% |
10% |
False |
False |
391,572 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
281.8623 |
11.7% |
9% |
False |
False |
387,553 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
271.8069 |
11.2% |
9% |
False |
False |
369,878 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
279.7014 |
11.6% |
9% |
False |
False |
480,346 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
111.8% |
271.5388 |
11.2% |
9% |
False |
False |
573,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.4495 |
|
2.618 |
2,905.4618 |
|
1.618 |
2,752.8958 |
|
1.000 |
2,658.6100 |
|
0.618 |
2,600.3298 |
|
HIGH |
2,506.0440 |
|
0.618 |
2,447.7638 |
|
0.500 |
2,429.7610 |
|
0.382 |
2,411.7582 |
|
LOW |
2,353.4780 |
|
0.618 |
2,259.1922 |
|
1.000 |
2,200.9120 |
|
1.618 |
2,106.6262 |
|
2.618 |
1,954.0602 |
|
4.250 |
1,705.0725 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.7610 |
2,631.4420 |
| PP |
2,425.1983 |
2,559.6523 |
| S1 |
2,420.6357 |
2,487.8627 |
|