| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
2,190.2 |
2,176.5 |
-13.7 |
-0.6% |
2,247.6 |
| High |
2,209.3 |
2,197.5 |
-11.8 |
-0.5% |
2,288.6 |
| Low |
2,161.3 |
2,148.8 |
-12.5 |
-0.6% |
2,173.2 |
| Close |
2,173.1 |
2,155.5 |
-17.6 |
-0.8% |
2,175.9 |
| Range |
48.0 |
48.7 |
0.7 |
1.5% |
115.4 |
| ATR |
50.5 |
50.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
203,930 |
225,874 |
21,944 |
10.8% |
1,151,467 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.4 |
2,283.1 |
2,182.3 |
|
| R3 |
2,264.7 |
2,234.4 |
2,168.9 |
|
| R2 |
2,216.0 |
2,216.0 |
2,164.4 |
|
| R1 |
2,185.7 |
2,185.7 |
2,160.0 |
2,176.5 |
| PP |
2,167.3 |
2,167.3 |
2,167.3 |
2,162.7 |
| S1 |
2,137.0 |
2,137.0 |
2,151.0 |
2,127.8 |
| S2 |
2,118.6 |
2,118.6 |
2,146.6 |
|
| S3 |
2,069.9 |
2,088.3 |
2,142.1 |
|
| S4 |
2,021.2 |
2,039.6 |
2,128.7 |
|
|
| 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 |
2,219.8 |
2,125.9 |
93.9 |
4.4% |
50.2 |
2.3% |
32% |
False |
False |
234,136 |
| 10 |
2,288.6 |
2,125.9 |
162.7 |
7.5% |
49.2 |
2.3% |
18% |
False |
False |
222,642 |
| 20 |
2,288.6 |
2,102.3 |
186.3 |
8.6% |
49.1 |
2.3% |
29% |
False |
False |
209,744 |
| 40 |
2,403.3 |
2,102.3 |
301.0 |
14.0% |
55.9 |
2.6% |
18% |
False |
False |
140,301 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.5% |
50.0 |
2.3% |
15% |
False |
False |
93,577 |
| 80 |
2,458.2 |
2,102.3 |
355.9 |
16.5% |
47.3 |
2.2% |
15% |
False |
False |
70,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.5 |
|
2.618 |
2,325.0 |
|
1.618 |
2,276.3 |
|
1.000 |
2,246.2 |
|
0.618 |
2,227.6 |
|
HIGH |
2,197.5 |
|
0.618 |
2,178.9 |
|
0.500 |
2,173.2 |
|
0.382 |
2,167.4 |
|
LOW |
2,148.8 |
|
0.618 |
2,118.7 |
|
1.000 |
2,100.1 |
|
1.618 |
2,070.0 |
|
2.618 |
2,021.3 |
|
4.250 |
1,941.8 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.2 |
2,176.9 |
| PP |
2,167.3 |
2,169.8 |
| S1 |
2,161.4 |
2,162.6 |
|