| 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 |
114.584 |
114.325 |
-0.259 |
-0.2% |
115.596 |
| High |
114.783 |
114.544 |
-0.239 |
-0.2% |
115.851 |
| Low |
114.208 |
113.963 |
-0.245 |
-0.2% |
113.487 |
| Close |
114.326 |
114.061 |
-0.265 |
-0.2% |
114.183 |
| Range |
0.575 |
0.581 |
0.006 |
1.0% |
2.364 |
| ATR |
0.656 |
0.650 |
-0.005 |
-0.8% |
0.000 |
| Volume |
189,964 |
190,640 |
676 |
0.4% |
859,842 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.932 |
115.578 |
114.381 |
|
| R3 |
115.351 |
114.997 |
114.221 |
|
| R2 |
114.770 |
114.770 |
114.168 |
|
| R1 |
114.416 |
114.416 |
114.114 |
114.303 |
| PP |
114.189 |
114.189 |
114.189 |
114.133 |
| S1 |
113.835 |
113.835 |
114.008 |
113.722 |
| S2 |
113.608 |
113.608 |
113.954 |
|
| S3 |
113.027 |
113.254 |
113.901 |
|
| S4 |
112.446 |
112.673 |
113.741 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.599 |
120.255 |
115.483 |
|
| R3 |
119.235 |
117.891 |
114.833 |
|
| R2 |
116.871 |
116.871 |
114.616 |
|
| R1 |
115.527 |
115.527 |
114.400 |
115.017 |
| PP |
114.507 |
114.507 |
114.507 |
114.252 |
| S1 |
113.163 |
113.163 |
113.966 |
112.653 |
| S2 |
112.143 |
112.143 |
113.750 |
|
| S3 |
109.779 |
110.799 |
113.533 |
|
| S4 |
107.415 |
108.435 |
112.883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.055 |
113.487 |
1.568 |
1.4% |
0.647 |
0.6% |
37% |
False |
False |
190,936 |
| 10 |
116.182 |
113.487 |
2.695 |
2.4% |
0.676 |
0.6% |
21% |
False |
False |
179,314 |
| 20 |
116.342 |
113.487 |
2.855 |
2.5% |
0.573 |
0.5% |
20% |
False |
False |
151,655 |
| 40 |
116.342 |
112.537 |
3.805 |
3.3% |
0.674 |
0.6% |
40% |
False |
False |
176,091 |
| 60 |
116.342 |
112.537 |
3.805 |
3.3% |
0.683 |
0.6% |
40% |
False |
False |
173,804 |
| 80 |
116.342 |
110.824 |
5.518 |
4.8% |
0.681 |
0.6% |
59% |
False |
False |
170,695 |
| 100 |
116.342 |
109.113 |
7.229 |
6.3% |
0.646 |
0.6% |
68% |
False |
False |
161,510 |
| 120 |
116.342 |
108.722 |
7.620 |
6.7% |
0.625 |
0.5% |
70% |
False |
False |
156,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.013 |
|
2.618 |
116.065 |
|
1.618 |
115.484 |
|
1.000 |
115.125 |
|
0.618 |
114.903 |
|
HIGH |
114.544 |
|
0.618 |
114.322 |
|
0.500 |
114.254 |
|
0.382 |
114.185 |
|
LOW |
113.963 |
|
0.618 |
113.604 |
|
1.000 |
113.382 |
|
1.618 |
113.023 |
|
2.618 |
112.442 |
|
4.250 |
111.494 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114.254 |
114.509 |
| PP |
114.189 |
114.360 |
| S1 |
114.125 |
114.210 |
|