| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,840.6 |
1,835.2 |
-5.4 |
-0.3% |
1,818.7 |
| High |
1,843.7 |
1,844.9 |
1.2 |
0.1% |
1,848.5 |
| Low |
1,828.4 |
1,829.3 |
0.9 |
0.0% |
1,804.7 |
| Close |
1,831.8 |
1,841.7 |
9.9 |
0.5% |
1,831.8 |
| Range |
15.3 |
15.6 |
0.3 |
2.0% |
43.8 |
| ATR |
20.3 |
20.0 |
-0.3 |
-1.7% |
0.0 |
| Volume |
225,249 |
244,325 |
19,076 |
8.5% |
1,140,544 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.4 |
1,879.2 |
1,850.3 |
|
| R3 |
1,869.8 |
1,863.6 |
1,846.0 |
|
| R2 |
1,854.2 |
1,854.2 |
1,844.6 |
|
| R1 |
1,848.0 |
1,848.0 |
1,843.1 |
1,851.1 |
| PP |
1,838.6 |
1,838.6 |
1,838.6 |
1,840.2 |
| S1 |
1,832.4 |
1,832.4 |
1,840.3 |
1,835.5 |
| S2 |
1,823.0 |
1,823.0 |
1,838.8 |
|
| S3 |
1,807.4 |
1,816.8 |
1,837.4 |
|
| S4 |
1,791.8 |
1,801.2 |
1,833.1 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.7 |
1,939.6 |
1,855.9 |
|
| R3 |
1,915.9 |
1,895.8 |
1,843.8 |
|
| R2 |
1,872.1 |
1,872.1 |
1,839.8 |
|
| R1 |
1,852.0 |
1,852.0 |
1,835.8 |
1,862.1 |
| PP |
1,828.3 |
1,828.3 |
1,828.3 |
1,833.4 |
| S1 |
1,808.2 |
1,808.2 |
1,827.8 |
1,818.3 |
| S2 |
1,784.5 |
1,784.5 |
1,823.8 |
|
| S3 |
1,740.7 |
1,764.4 |
1,819.8 |
|
| S4 |
1,696.9 |
1,720.6 |
1,807.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,848.5 |
1,804.7 |
43.8 |
2.4% |
19.3 |
1.0% |
84% |
False |
False |
276,973 |
| 10 |
1,848.5 |
1,789.3 |
59.2 |
3.2% |
17.8 |
1.0% |
89% |
False |
False |
232,550 |
| 20 |
1,848.5 |
1,781.3 |
67.2 |
3.6% |
19.1 |
1.0% |
90% |
False |
False |
192,796 |
| 40 |
1,848.5 |
1,753.0 |
95.5 |
5.2% |
19.9 |
1.1% |
93% |
False |
False |
169,216 |
| 60 |
1,881.9 |
1,753.0 |
128.9 |
7.0% |
21.5 |
1.2% |
69% |
False |
False |
129,504 |
| 80 |
1,881.9 |
1,724.5 |
157.4 |
8.5% |
21.6 |
1.2% |
74% |
False |
False |
98,400 |
| 100 |
1,881.9 |
1,723.7 |
158.2 |
8.6% |
21.9 |
1.2% |
75% |
False |
False |
79,243 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.0% |
22.3 |
1.2% |
80% |
False |
False |
66,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,911.2 |
|
2.618 |
1,885.7 |
|
1.618 |
1,870.1 |
|
1.000 |
1,860.5 |
|
0.618 |
1,854.5 |
|
HIGH |
1,844.9 |
|
0.618 |
1,838.9 |
|
0.500 |
1,837.1 |
|
0.382 |
1,835.3 |
|
LOW |
1,829.3 |
|
0.618 |
1,819.7 |
|
1.000 |
1,813.7 |
|
1.618 |
1,804.1 |
|
2.618 |
1,788.5 |
|
4.250 |
1,763.0 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.2 |
1,840.6 |
| PP |
1,838.6 |
1,839.5 |
| S1 |
1,837.1 |
1,838.5 |
|