| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,245.9 |
2,247.6 |
1.7 |
0.1% |
2,238.0 |
| High |
2,258.8 |
2,284.4 |
25.6 |
1.1% |
2,275.2 |
| Low |
2,231.4 |
2,244.2 |
12.8 |
0.6% |
2,222.7 |
| Close |
2,242.8 |
2,269.4 |
26.6 |
1.2% |
2,242.8 |
| Range |
27.4 |
40.2 |
12.8 |
46.7% |
52.5 |
| ATR |
49.2 |
48.7 |
-0.5 |
-1.1% |
0.0 |
| Volume |
134,759 |
222,614 |
87,855 |
65.2% |
665,405 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.6 |
2,368.2 |
2,291.5 |
|
| R3 |
2,346.4 |
2,328.0 |
2,280.5 |
|
| R2 |
2,306.2 |
2,306.2 |
2,276.8 |
|
| R1 |
2,287.8 |
2,287.8 |
2,273.1 |
2,297.0 |
| PP |
2,266.0 |
2,266.0 |
2,266.0 |
2,270.6 |
| S1 |
2,247.6 |
2,247.6 |
2,265.7 |
2,256.8 |
| S2 |
2,225.8 |
2,225.8 |
2,262.0 |
|
| S3 |
2,185.6 |
2,207.4 |
2,258.3 |
|
| S4 |
2,145.4 |
2,167.2 |
2,247.3 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.4 |
2,376.1 |
2,271.7 |
|
| R3 |
2,351.9 |
2,323.6 |
2,257.2 |
|
| R2 |
2,299.4 |
2,299.4 |
2,252.4 |
|
| R1 |
2,271.1 |
2,271.1 |
2,247.6 |
2,285.3 |
| PP |
2,246.9 |
2,246.9 |
2,246.9 |
2,254.0 |
| S1 |
2,218.6 |
2,218.6 |
2,238.0 |
2,232.8 |
| S2 |
2,194.4 |
2,194.4 |
2,233.2 |
|
| S3 |
2,141.9 |
2,166.1 |
2,228.4 |
|
| S4 |
2,089.4 |
2,113.6 |
2,213.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,284.4 |
2,229.8 |
54.6 |
2.4% |
31.9 |
1.4% |
73% |
True |
False |
151,409 |
| 10 |
2,284.4 |
2,102.3 |
182.1 |
8.0% |
39.9 |
1.8% |
92% |
True |
False |
170,063 |
| 20 |
2,284.4 |
2,102.3 |
182.1 |
8.0% |
50.9 |
2.2% |
92% |
True |
False |
186,347 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
52.8 |
2.3% |
47% |
False |
False |
93,618 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
47.2 |
2.1% |
47% |
False |
False |
62,460 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
15.7% |
45.7 |
2.0% |
47% |
False |
False |
46,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.3 |
|
2.618 |
2,389.6 |
|
1.618 |
2,349.4 |
|
1.000 |
2,324.6 |
|
0.618 |
2,309.2 |
|
HIGH |
2,284.4 |
|
0.618 |
2,269.0 |
|
0.500 |
2,264.3 |
|
0.382 |
2,259.6 |
|
LOW |
2,244.2 |
|
0.618 |
2,219.4 |
|
1.000 |
2,204.0 |
|
1.618 |
2,179.2 |
|
2.618 |
2,139.0 |
|
4.250 |
2,073.4 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.7 |
2,265.6 |
| PP |
2,266.0 |
2,261.7 |
| S1 |
2,264.3 |
2,257.9 |
|