| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
115.299 |
116.105 |
0.806 |
0.7% |
114.368 |
| High |
116.342 |
116.241 |
-0.101 |
-0.1% |
115.203 |
| Low |
115.220 |
115.620 |
0.400 |
0.3% |
114.307 |
| Close |
116.105 |
116.080 |
-0.025 |
0.0% |
115.106 |
| Range |
1.122 |
0.621 |
-0.501 |
-44.7% |
0.896 |
| ATR |
0.589 |
0.591 |
0.002 |
0.4% |
0.000 |
| Volume |
166,483 |
166,780 |
297 |
0.2% |
535,880 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.843 |
117.583 |
116.422 |
|
| R3 |
117.222 |
116.962 |
116.251 |
|
| R2 |
116.601 |
116.601 |
116.194 |
|
| R1 |
116.341 |
116.341 |
116.137 |
116.161 |
| PP |
115.980 |
115.980 |
115.980 |
115.890 |
| S1 |
115.720 |
115.720 |
116.023 |
115.540 |
| S2 |
115.359 |
115.359 |
115.966 |
|
| S3 |
114.738 |
115.099 |
115.909 |
|
| S4 |
114.117 |
114.478 |
115.738 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.560 |
117.229 |
115.599 |
|
| R3 |
116.664 |
116.333 |
115.352 |
|
| R2 |
115.768 |
115.768 |
115.270 |
|
| R1 |
115.437 |
115.437 |
115.188 |
115.603 |
| PP |
114.872 |
114.872 |
114.872 |
114.955 |
| S1 |
114.541 |
114.541 |
115.024 |
114.707 |
| S2 |
113.976 |
113.976 |
114.942 |
|
| S3 |
113.080 |
113.645 |
114.860 |
|
| S4 |
112.184 |
112.749 |
114.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.342 |
114.902 |
1.440 |
1.2% |
0.532 |
0.5% |
82% |
False |
False |
131,682 |
| 10 |
116.342 |
113.948 |
2.394 |
2.1% |
0.470 |
0.4% |
89% |
False |
False |
123,996 |
| 20 |
116.342 |
113.143 |
3.199 |
2.8% |
0.520 |
0.4% |
92% |
False |
False |
145,220 |
| 40 |
116.342 |
112.537 |
3.805 |
3.3% |
0.693 |
0.6% |
93% |
False |
False |
174,620 |
| 60 |
116.342 |
112.537 |
3.805 |
3.3% |
0.675 |
0.6% |
93% |
False |
False |
169,863 |
| 80 |
116.342 |
109.113 |
7.229 |
6.2% |
0.671 |
0.6% |
96% |
False |
False |
164,461 |
| 100 |
116.342 |
109.113 |
7.229 |
6.2% |
0.629 |
0.5% |
96% |
False |
False |
157,756 |
| 120 |
116.342 |
108.722 |
7.620 |
6.6% |
0.618 |
0.5% |
97% |
False |
False |
154,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.880 |
|
2.618 |
117.867 |
|
1.618 |
117.246 |
|
1.000 |
116.862 |
|
0.618 |
116.625 |
|
HIGH |
116.241 |
|
0.618 |
116.004 |
|
0.500 |
115.931 |
|
0.382 |
115.857 |
|
LOW |
115.620 |
|
0.618 |
115.236 |
|
1.000 |
114.999 |
|
1.618 |
114.615 |
|
2.618 |
113.994 |
|
4.250 |
112.981 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116.030 |
115.936 |
| PP |
115.980 |
115.791 |
| S1 |
115.931 |
115.647 |
|