| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,497.75 |
16,265.00 |
-232.75 |
-1.4% |
16,304.25 |
| High |
16,564.00 |
16,269.00 |
-295.00 |
-1.8% |
16,659.50 |
| Low |
16,139.50 |
15,752.75 |
-386.75 |
-2.4% |
16,304.25 |
| Close |
16,275.75 |
15,766.50 |
-509.25 |
-3.1% |
16,320.75 |
| Range |
424.50 |
516.25 |
91.75 |
21.6% |
355.25 |
| ATR |
299.24 |
315.22 |
15.98 |
5.3% |
0.00 |
| Volume |
669,527 |
769,790 |
100,263 |
15.0% |
1,828,905 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,478.25 |
17,138.50 |
16,050.50 |
|
| R3 |
16,962.00 |
16,622.25 |
15,908.50 |
|
| R2 |
16,445.75 |
16,445.75 |
15,861.25 |
|
| R1 |
16,106.00 |
16,106.00 |
15,813.75 |
16,017.75 |
| PP |
15,929.50 |
15,929.50 |
15,929.50 |
15,885.25 |
| S1 |
15,589.75 |
15,589.75 |
15,719.25 |
15,501.50 |
| S2 |
15,413.25 |
15,413.25 |
15,671.75 |
|
| S3 |
14,897.00 |
15,073.50 |
15,624.50 |
|
| S4 |
14,380.75 |
14,557.25 |
15,482.50 |
|
|
| 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 |
15,752.75 |
814.75 |
5.2% |
292.75 |
1.9% |
2% |
False |
True |
524,169 |
| 10 |
16,659.50 |
15,752.75 |
906.75 |
5.8% |
263.50 |
1.7% |
2% |
False |
True |
460,762 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.4% |
316.75 |
2.0% |
24% |
False |
False |
494,266 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
8.1% |
318.00 |
2.0% |
21% |
False |
False |
248,955 |
| 60 |
16,769.00 |
14,587.25 |
2,181.75 |
13.8% |
279.50 |
1.8% |
54% |
False |
False |
166,246 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
276.50 |
1.8% |
58% |
False |
False |
124,905 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
251.25 |
1.6% |
58% |
False |
False |
99,933 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
234.00 |
1.5% |
58% |
False |
False |
83,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,463.00 |
|
2.618 |
17,620.50 |
|
1.618 |
17,104.25 |
|
1.000 |
16,785.25 |
|
0.618 |
16,588.00 |
|
HIGH |
16,269.00 |
|
0.618 |
16,071.75 |
|
0.500 |
16,011.00 |
|
0.382 |
15,950.00 |
|
LOW |
15,752.75 |
|
0.618 |
15,433.75 |
|
1.000 |
15,236.50 |
|
1.618 |
14,917.50 |
|
2.618 |
14,401.25 |
|
4.250 |
13,558.75 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,011.00 |
16,158.50 |
| PP |
15,929.50 |
16,027.75 |
| S1 |
15,848.00 |
15,897.00 |
|