| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,416.2200 |
2,356.2850 |
-59.9350 |
-2.5% |
2,621.5560 |
| High |
2,516.2990 |
2,549.8880 |
33.5890 |
1.3% |
2,716.5170 |
| Low |
2,317.1940 |
2,332.4460 |
15.2520 |
0.7% |
2,163.3160 |
| Close |
2,356.2850 |
2,535.8680 |
179.5830 |
7.6% |
2,535.8680 |
| Range |
199.1050 |
217.4420 |
18.3370 |
9.2% |
553.2010 |
| ATR |
259.4330 |
256.4336 |
-2.9994 |
-1.2% |
0.0000 |
| Volume |
726,613 |
572,076 |
-154,537 |
-21.3% |
2,967,956 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.0600 |
3,047.9060 |
2,655.4611 |
|
| R3 |
2,907.6180 |
2,830.4640 |
2,595.6646 |
|
| R2 |
2,690.1760 |
2,690.1760 |
2,575.7324 |
|
| R1 |
2,613.0220 |
2,613.0220 |
2,555.8002 |
2,651.5990 |
| PP |
2,472.7340 |
2,472.7340 |
2,472.7340 |
2,492.0225 |
| S1 |
2,395.5800 |
2,395.5800 |
2,515.9358 |
2,434.1570 |
| S2 |
2,255.2920 |
2,255.2920 |
2,496.0036 |
|
| S3 |
2,037.8500 |
2,178.1380 |
2,476.0715 |
|
| S4 |
1,820.4080 |
1,960.6960 |
2,416.2749 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,131.5033 |
3,886.8867 |
2,840.1286 |
|
| R3 |
3,578.3023 |
3,333.6857 |
2,687.9983 |
|
| R2 |
3,025.1013 |
3,025.1013 |
2,637.2882 |
|
| R1 |
2,780.4847 |
2,780.4847 |
2,586.5781 |
2,626.1925 |
| PP |
2,471.9003 |
2,471.9003 |
2,471.9003 |
2,394.7543 |
| S1 |
2,227.2837 |
2,227.2837 |
2,485.1579 |
2,072.9915 |
| S2 |
1,918.6993 |
1,918.6993 |
2,434.4478 |
|
| S3 |
1,365.4983 |
1,674.0827 |
2,383.7377 |
|
| S4 |
812.2973 |
1,120.8817 |
2,231.6075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.5170 |
2,163.3160 |
553.2010 |
21.8% |
270.6732 |
10.7% |
67% |
False |
False |
593,591 |
| 10 |
3,339.7140 |
2,163.3160 |
1,176.3980 |
46.4% |
251.6208 |
9.9% |
32% |
False |
False |
556,730 |
| 20 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
68.0% |
241.7791 |
9.5% |
22% |
False |
False |
460,836 |
| 40 |
4,652.1610 |
2,163.3160 |
2,488.8450 |
98.1% |
263.8303 |
10.4% |
15% |
False |
False |
412,323 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
106.6% |
281.2631 |
11.1% |
14% |
False |
False |
405,692 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
106.6% |
271.7113 |
10.7% |
14% |
False |
False |
373,927 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
106.6% |
273.7073 |
10.8% |
14% |
False |
False |
472,456 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
106.6% |
270.7493 |
10.7% |
14% |
False |
False |
553,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,474.0165 |
|
2.618 |
3,119.1512 |
|
1.618 |
2,901.7092 |
|
1.000 |
2,767.3300 |
|
0.618 |
2,684.2672 |
|
HIGH |
2,549.8880 |
|
0.618 |
2,466.8252 |
|
0.500 |
2,441.1670 |
|
0.382 |
2,415.5088 |
|
LOW |
2,332.4460 |
|
0.618 |
2,198.0668 |
|
1.000 |
2,115.0040 |
|
1.618 |
1,980.6248 |
|
2.618 |
1,763.1828 |
|
4.250 |
1,408.3175 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.3010 |
2,529.5305 |
| PP |
2,472.7340 |
2,523.1930 |
| S1 |
2,441.1670 |
2,516.8555 |
|