| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,356.00 |
16,497.75 |
141.75 |
0.9% |
16,304.25 |
| High |
16,508.00 |
16,564.00 |
56.00 |
0.3% |
16,659.50 |
| Low |
16,292.00 |
16,139.50 |
-152.50 |
-0.9% |
16,304.25 |
| Close |
16,485.50 |
16,275.75 |
-209.75 |
-1.3% |
16,320.75 |
| Range |
216.00 |
424.50 |
208.50 |
96.5% |
355.25 |
| ATR |
289.61 |
299.24 |
9.64 |
3.3% |
0.00 |
| Volume |
513,549 |
669,527 |
155,978 |
30.4% |
1,828,905 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,600.00 |
17,362.25 |
16,509.25 |
|
| R3 |
17,175.50 |
16,937.75 |
16,392.50 |
|
| R2 |
16,751.00 |
16,751.00 |
16,353.50 |
|
| R1 |
16,513.25 |
16,513.25 |
16,314.75 |
16,420.00 |
| PP |
16,326.50 |
16,326.50 |
16,326.50 |
16,279.75 |
| S1 |
16,088.75 |
16,088.75 |
16,236.75 |
15,995.50 |
| S2 |
15,902.00 |
15,902.00 |
16,198.00 |
|
| S3 |
15,477.50 |
15,664.25 |
16,159.00 |
|
| S4 |
15,053.00 |
15,239.75 |
16,042.25 |
|
|
| 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 |
16,567.50 |
16,139.50 |
428.00 |
2.6% |
224.75 |
1.4% |
32% |
False |
True |
441,208 |
| 10 |
16,659.50 |
15,605.00 |
1,054.50 |
6.5% |
250.25 |
1.5% |
64% |
False |
False |
436,806 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.2% |
318.50 |
2.0% |
67% |
False |
False |
456,650 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.8% |
309.50 |
1.9% |
61% |
False |
False |
229,722 |
| 60 |
16,769.00 |
14,587.25 |
2,181.75 |
13.4% |
274.25 |
1.7% |
77% |
False |
False |
153,422 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
272.75 |
1.7% |
79% |
False |
False |
115,284 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
246.75 |
1.5% |
79% |
False |
False |
92,236 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
231.25 |
1.4% |
79% |
False |
False |
76,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,368.00 |
|
2.618 |
17,675.25 |
|
1.618 |
17,250.75 |
|
1.000 |
16,988.50 |
|
0.618 |
16,826.25 |
|
HIGH |
16,564.00 |
|
0.618 |
16,401.75 |
|
0.500 |
16,351.75 |
|
0.382 |
16,301.75 |
|
LOW |
16,139.50 |
|
0.618 |
15,877.25 |
|
1.000 |
15,715.00 |
|
1.618 |
15,452.75 |
|
2.618 |
15,028.25 |
|
4.250 |
14,335.50 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,351.75 |
16,351.75 |
| PP |
16,326.50 |
16,326.50 |
| S1 |
16,301.00 |
16,301.00 |
|