| 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 |
16,431.00 |
16,356.00 |
-75.00 |
-0.5% |
16,304.25 |
| High |
16,464.00 |
16,508.00 |
44.00 |
0.3% |
16,659.50 |
| Low |
16,313.75 |
16,292.00 |
-21.75 |
-0.1% |
16,304.25 |
| Close |
16,320.75 |
16,485.50 |
164.75 |
1.0% |
16,320.75 |
| Range |
150.25 |
216.00 |
65.75 |
43.8% |
355.25 |
| ATR |
295.27 |
289.61 |
-5.66 |
-1.9% |
0.00 |
| Volume |
363,720 |
513,549 |
149,829 |
41.2% |
1,828,905 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,076.50 |
16,997.00 |
16,604.25 |
|
| R3 |
16,860.50 |
16,781.00 |
16,545.00 |
|
| R2 |
16,644.50 |
16,644.50 |
16,525.00 |
|
| R1 |
16,565.00 |
16,565.00 |
16,505.25 |
16,604.75 |
| PP |
16,428.50 |
16,428.50 |
16,428.50 |
16,448.50 |
| S1 |
16,349.00 |
16,349.00 |
16,465.75 |
16,388.75 |
| S2 |
16,212.50 |
16,212.50 |
16,446.00 |
|
| S3 |
15,996.50 |
16,133.00 |
16,426.00 |
|
| S4 |
15,780.50 |
15,917.00 |
16,366.75 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,494.00 |
17,262.50 |
16,516.25 |
|
| R3 |
17,138.75 |
16,907.25 |
16,418.50 |
|
| R2 |
16,783.50 |
16,783.50 |
16,386.00 |
|
| R1 |
16,552.00 |
16,552.00 |
16,353.25 |
16,667.75 |
| PP |
16,428.25 |
16,428.25 |
16,428.25 |
16,486.00 |
| S1 |
16,196.75 |
16,196.75 |
16,288.25 |
16,312.50 |
| S2 |
16,073.00 |
16,073.00 |
16,255.50 |
|
| S3 |
15,717.75 |
15,841.50 |
16,223.00 |
|
| S4 |
15,362.50 |
15,486.25 |
16,125.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,659.50 |
16,292.00 |
367.50 |
2.2% |
181.25 |
1.1% |
53% |
False |
True |
398,229 |
| 10 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
243.75 |
1.5% |
85% |
False |
False |
437,473 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
314.00 |
1.9% |
85% |
False |
False |
423,768 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.7% |
302.75 |
1.8% |
78% |
False |
False |
213,006 |
| 60 |
16,769.00 |
14,587.25 |
2,181.75 |
13.2% |
270.25 |
1.6% |
87% |
False |
False |
142,281 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
270.25 |
1.6% |
88% |
False |
False |
106,916 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
243.75 |
1.5% |
88% |
False |
False |
85,540 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
229.50 |
1.4% |
88% |
False |
False |
71,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,426.00 |
|
2.618 |
17,073.50 |
|
1.618 |
16,857.50 |
|
1.000 |
16,724.00 |
|
0.618 |
16,641.50 |
|
HIGH |
16,508.00 |
|
0.618 |
16,425.50 |
|
0.500 |
16,400.00 |
|
0.382 |
16,374.50 |
|
LOW |
16,292.00 |
|
0.618 |
16,158.50 |
|
1.000 |
16,076.00 |
|
1.618 |
15,942.50 |
|
2.618 |
15,726.50 |
|
4.250 |
15,374.00 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,457.00 |
16,467.00 |
| PP |
16,428.50 |
16,448.25 |
| S1 |
16,400.00 |
16,429.75 |
|