| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
4,349.5 |
4,316.5 |
-33.0 |
-0.8% |
4,250.0 |
| High |
4,381.5 |
4,335.5 |
-46.0 |
-1.0% |
4,306.0 |
| Low |
4,320.0 |
4,283.0 |
-37.0 |
-0.9% |
4,219.0 |
| Close |
4,379.5 |
4,309.5 |
-70.0 |
-1.6% |
4,287.5 |
| Range |
61.5 |
52.5 |
-9.0 |
-14.6% |
87.0 |
| ATR |
63.4 |
65.7 |
2.4 |
3.7% |
0.0 |
| Volume |
485,904 |
699,349 |
213,445 |
43.9% |
1,263,562 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,466.8 |
4,440.7 |
4,338.4 |
|
| R3 |
4,414.3 |
4,388.2 |
4,323.9 |
|
| R2 |
4,361.8 |
4,361.8 |
4,319.1 |
|
| R1 |
4,335.7 |
4,335.7 |
4,314.3 |
4,322.5 |
| PP |
4,309.3 |
4,309.3 |
4,309.3 |
4,302.8 |
| S1 |
4,283.2 |
4,283.2 |
4,304.7 |
4,270.0 |
| S2 |
4,256.8 |
4,256.8 |
4,299.9 |
|
| S3 |
4,204.3 |
4,230.7 |
4,295.1 |
|
| S4 |
4,151.8 |
4,178.2 |
4,280.6 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,531.8 |
4,496.7 |
4,335.4 |
|
| R3 |
4,444.8 |
4,409.7 |
4,311.4 |
|
| R2 |
4,357.8 |
4,357.8 |
4,303.5 |
|
| R1 |
4,322.7 |
4,322.7 |
4,295.5 |
4,340.3 |
| PP |
4,270.8 |
4,270.8 |
4,270.8 |
4,279.6 |
| S1 |
4,235.7 |
4,235.7 |
4,279.5 |
4,253.3 |
| S2 |
4,183.8 |
4,183.8 |
4,271.6 |
|
| S3 |
4,096.8 |
4,148.7 |
4,263.6 |
|
| S4 |
4,009.8 |
4,061.7 |
4,239.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,381.5 |
4,277.0 |
104.5 |
2.4% |
46.9 |
1.1% |
31% |
False |
False |
436,108 |
| 10 |
4,381.5 |
4,203.5 |
178.0 |
4.1% |
48.5 |
1.1% |
60% |
False |
False |
384,199 |
| 20 |
4,381.5 |
4,026.0 |
355.5 |
8.2% |
59.5 |
1.4% |
80% |
False |
False |
574,218 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
62.0 |
1.4% |
80% |
False |
False |
304,487 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
50.8 |
1.2% |
80% |
False |
False |
204,190 |
| 80 |
4,392.5 |
3,935.0 |
457.5 |
10.6% |
51.2 |
1.2% |
82% |
False |
False |
153,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,558.6 |
|
2.618 |
4,472.9 |
|
1.618 |
4,420.4 |
|
1.000 |
4,388.0 |
|
0.618 |
4,367.9 |
|
HIGH |
4,335.5 |
|
0.618 |
4,315.4 |
|
0.500 |
4,309.3 |
|
0.382 |
4,303.1 |
|
LOW |
4,283.0 |
|
0.618 |
4,250.6 |
|
1.000 |
4,230.5 |
|
1.618 |
4,198.1 |
|
2.618 |
4,145.6 |
|
4.250 |
4,059.9 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,309.4 |
4,332.3 |
| PP |
4,309.3 |
4,324.7 |
| S1 |
4,309.3 |
4,317.1 |
|