| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,989.3 |
1,971.4 |
-17.9 |
-0.9% |
2,162.3 |
| High |
2,049.9 |
2,009.6 |
-40.3 |
-2.0% |
2,168.6 |
| Low |
1,949.7 |
1,918.5 |
-31.2 |
-1.6% |
1,982.0 |
| Close |
1,972.7 |
1,928.3 |
-44.4 |
-2.3% |
1,985.4 |
| Range |
100.2 |
91.1 |
-9.1 |
-9.1% |
186.6 |
| ATR |
63.8 |
65.7 |
2.0 |
3.1% |
0.0 |
| Volume |
372,656 |
336,345 |
-36,311 |
-9.7% |
1,361,224 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.4 |
2,168.0 |
1,978.4 |
|
| R3 |
2,134.3 |
2,076.9 |
1,953.4 |
|
| R2 |
2,043.2 |
2,043.2 |
1,945.0 |
|
| R1 |
1,985.8 |
1,985.8 |
1,936.7 |
1,969.0 |
| PP |
1,952.1 |
1,952.1 |
1,952.1 |
1,943.7 |
| S1 |
1,894.7 |
1,894.7 |
1,919.9 |
1,877.9 |
| S2 |
1,861.0 |
1,861.0 |
1,911.6 |
|
| S3 |
1,769.9 |
1,803.6 |
1,903.2 |
|
| S4 |
1,678.8 |
1,712.5 |
1,878.2 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.1 |
2,481.9 |
2,088.0 |
|
| R3 |
2,418.5 |
2,295.3 |
2,036.7 |
|
| R2 |
2,231.9 |
2,231.9 |
2,019.6 |
|
| R1 |
2,108.7 |
2,108.7 |
2,002.5 |
2,077.0 |
| PP |
2,045.3 |
2,045.3 |
2,045.3 |
2,029.5 |
| S1 |
1,922.1 |
1,922.1 |
1,968.3 |
1,890.4 |
| S2 |
1,858.7 |
1,858.7 |
1,951.2 |
|
| S3 |
1,672.1 |
1,735.5 |
1,934.1 |
|
| S4 |
1,485.5 |
1,548.9 |
1,882.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.9 |
1,918.5 |
131.4 |
6.8% |
88.7 |
4.6% |
7% |
False |
True |
409,888 |
| 10 |
2,197.5 |
1,918.5 |
279.0 |
14.5% |
76.2 |
4.0% |
4% |
False |
True |
342,855 |
| 20 |
2,288.6 |
1,918.5 |
370.1 |
19.2% |
62.0 |
3.2% |
3% |
False |
True |
277,556 |
| 40 |
2,288.6 |
1,918.5 |
370.1 |
19.2% |
60.6 |
3.1% |
3% |
False |
True |
220,091 |
| 60 |
2,458.2 |
1,918.5 |
539.7 |
28.0% |
56.1 |
2.9% |
2% |
False |
True |
146,946 |
| 80 |
2,458.2 |
1,918.5 |
539.7 |
28.0% |
50.9 |
2.6% |
2% |
False |
True |
110,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.8 |
|
2.618 |
2,248.1 |
|
1.618 |
2,157.0 |
|
1.000 |
2,100.7 |
|
0.618 |
2,065.9 |
|
HIGH |
2,009.6 |
|
0.618 |
1,974.8 |
|
0.500 |
1,964.1 |
|
0.382 |
1,953.3 |
|
LOW |
1,918.5 |
|
0.618 |
1,862.2 |
|
1.000 |
1,827.4 |
|
1.618 |
1,771.1 |
|
2.618 |
1,680.0 |
|
4.250 |
1,531.3 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.1 |
1,984.2 |
| PP |
1,952.1 |
1,965.6 |
| S1 |
1,940.2 |
1,946.9 |
|