| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
114.325 |
114.058 |
-0.267 |
-0.2% |
114.608 |
| High |
114.544 |
114.136 |
-0.408 |
-0.4% |
115.055 |
| Low |
113.963 |
113.605 |
-0.358 |
-0.3% |
113.605 |
| Close |
114.061 |
113.662 |
-0.399 |
-0.3% |
113.662 |
| Range |
0.581 |
0.531 |
-0.050 |
-8.6% |
1.450 |
| ATR |
0.650 |
0.642 |
-0.009 |
-1.3% |
0.000 |
| Volume |
190,640 |
220,323 |
29,683 |
15.6% |
809,337 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.394 |
115.059 |
113.954 |
|
| R3 |
114.863 |
114.528 |
113.808 |
|
| R2 |
114.332 |
114.332 |
113.759 |
|
| R1 |
113.997 |
113.997 |
113.711 |
113.899 |
| PP |
113.801 |
113.801 |
113.801 |
113.752 |
| S1 |
113.466 |
113.466 |
113.613 |
113.368 |
| S2 |
113.270 |
113.270 |
113.565 |
|
| S3 |
112.739 |
112.935 |
113.516 |
|
| S4 |
112.208 |
112.404 |
113.370 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.457 |
117.510 |
114.460 |
|
| R3 |
117.007 |
116.060 |
114.061 |
|
| R2 |
115.557 |
115.557 |
113.928 |
|
| R1 |
114.610 |
114.610 |
113.795 |
114.359 |
| PP |
114.107 |
114.107 |
114.107 |
113.982 |
| S1 |
113.160 |
113.160 |
113.529 |
112.909 |
| S2 |
112.657 |
112.657 |
113.396 |
|
| S3 |
111.207 |
111.710 |
113.263 |
|
| S4 |
109.757 |
110.260 |
112.865 |
|
|
| 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% |
0.613 |
0.5% |
11% |
False |
False |
202,854 |
| 10 |
116.044 |
113.487 |
2.557 |
2.2% |
0.673 |
0.6% |
7% |
False |
False |
182,908 |
| 20 |
116.342 |
113.487 |
2.855 |
2.5% |
0.579 |
0.5% |
6% |
False |
False |
155,815 |
| 40 |
116.342 |
112.537 |
3.805 |
3.3% |
0.670 |
0.6% |
30% |
False |
False |
176,366 |
| 60 |
116.342 |
112.537 |
3.805 |
3.3% |
0.681 |
0.6% |
30% |
False |
False |
175,419 |
| 80 |
116.342 |
110.824 |
5.518 |
4.9% |
0.679 |
0.6% |
51% |
False |
False |
171,207 |
| 100 |
116.342 |
109.113 |
7.229 |
6.4% |
0.649 |
0.6% |
63% |
False |
False |
162,883 |
| 120 |
116.342 |
108.722 |
7.620 |
6.7% |
0.625 |
0.5% |
65% |
False |
False |
157,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.393 |
|
2.618 |
115.526 |
|
1.618 |
114.995 |
|
1.000 |
114.667 |
|
0.618 |
114.464 |
|
HIGH |
114.136 |
|
0.618 |
113.933 |
|
0.500 |
113.871 |
|
0.382 |
113.808 |
|
LOW |
113.605 |
|
0.618 |
113.277 |
|
1.000 |
113.074 |
|
1.618 |
112.746 |
|
2.618 |
112.215 |
|
4.250 |
111.348 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113.871 |
114.194 |
| PP |
113.801 |
114.017 |
| S1 |
113.732 |
113.839 |
|