| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,172.8 |
2,168.5 |
-4.3 |
-0.2% |
2,247.6 |
| High |
2,184.1 |
2,194.0 |
9.9 |
0.5% |
2,288.6 |
| Low |
2,125.9 |
2,144.5 |
18.6 |
0.9% |
2,173.2 |
| Close |
2,168.0 |
2,190.4 |
22.4 |
1.0% |
2,175.9 |
| Range |
58.2 |
49.5 |
-8.7 |
-14.9% |
115.4 |
| ATR |
50.8 |
50.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
310,296 |
200,103 |
-110,193 |
-35.5% |
1,151,467 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.8 |
2,307.1 |
2,217.6 |
|
| R3 |
2,275.3 |
2,257.6 |
2,204.0 |
|
| R2 |
2,225.8 |
2,225.8 |
2,199.5 |
|
| R1 |
2,208.1 |
2,208.1 |
2,194.9 |
2,217.0 |
| PP |
2,176.3 |
2,176.3 |
2,176.3 |
2,180.7 |
| S1 |
2,158.6 |
2,158.6 |
2,185.9 |
2,167.5 |
| S2 |
2,126.8 |
2,126.8 |
2,181.3 |
|
| S3 |
2,077.3 |
2,109.1 |
2,176.8 |
|
| S4 |
2,027.8 |
2,059.6 |
2,163.2 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.8 |
2,482.7 |
2,239.4 |
|
| R3 |
2,443.4 |
2,367.3 |
2,207.6 |
|
| R2 |
2,328.0 |
2,328.0 |
2,197.1 |
|
| R1 |
2,251.9 |
2,251.9 |
2,186.5 |
2,232.3 |
| PP |
2,212.6 |
2,212.6 |
2,212.6 |
2,202.7 |
| S1 |
2,136.5 |
2,136.5 |
2,165.3 |
2,116.9 |
| S2 |
2,097.2 |
2,097.2 |
2,154.7 |
|
| S3 |
1,981.8 |
2,021.1 |
2,144.2 |
|
| S4 |
1,866.4 |
1,905.7 |
2,112.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,276.4 |
2,125.9 |
150.5 |
6.9% |
58.0 |
2.6% |
43% |
False |
False |
251,374 |
| 10 |
2,288.6 |
2,125.9 |
162.7 |
7.4% |
45.3 |
2.1% |
40% |
False |
False |
205,091 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.5% |
50.0 |
2.3% |
47% |
False |
False |
221,143 |
| 40 |
2,425.1 |
2,102.3 |
322.8 |
14.7% |
55.0 |
2.5% |
27% |
False |
False |
129,571 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
49.6 |
2.3% |
25% |
False |
False |
86,418 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
47.6 |
2.2% |
25% |
False |
False |
64,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.4 |
|
2.618 |
2,323.6 |
|
1.618 |
2,274.1 |
|
1.000 |
2,243.5 |
|
0.618 |
2,224.6 |
|
HIGH |
2,194.0 |
|
0.618 |
2,175.1 |
|
0.500 |
2,169.3 |
|
0.382 |
2,163.4 |
|
LOW |
2,144.5 |
|
0.618 |
2,113.9 |
|
1.000 |
2,095.0 |
|
1.618 |
2,064.4 |
|
2.618 |
2,014.9 |
|
4.250 |
1,934.1 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.4 |
2,184.6 |
| PP |
2,176.3 |
2,178.7 |
| S1 |
2,169.3 |
2,172.9 |
|