| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
16,265.00 |
15,763.75 |
-501.25 |
-3.1% |
16,304.25 |
| High |
16,269.00 |
15,895.75 |
-373.25 |
-2.3% |
16,659.50 |
| Low |
15,752.75 |
15,598.50 |
-154.25 |
-1.0% |
16,304.25 |
| Close |
15,766.50 |
15,759.00 |
-7.50 |
0.0% |
16,320.75 |
| Range |
516.25 |
297.25 |
-219.00 |
-42.4% |
355.25 |
| ATR |
315.22 |
313.94 |
-1.28 |
-0.4% |
0.00 |
| Volume |
769,790 |
802,950 |
33,160 |
4.3% |
1,828,905 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,642.75 |
16,498.25 |
15,922.50 |
|
| R3 |
16,345.50 |
16,201.00 |
15,840.75 |
|
| R2 |
16,048.25 |
16,048.25 |
15,813.50 |
|
| R1 |
15,903.75 |
15,903.75 |
15,786.25 |
15,827.50 |
| PP |
15,751.00 |
15,751.00 |
15,751.00 |
15,713.00 |
| S1 |
15,606.50 |
15,606.50 |
15,731.75 |
15,530.00 |
| S2 |
15,453.75 |
15,453.75 |
15,704.50 |
|
| S3 |
15,156.50 |
15,309.25 |
15,677.25 |
|
| S4 |
14,859.25 |
15,012.00 |
15,595.50 |
|
|
| 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 |
16,564.00 |
15,598.50 |
965.50 |
6.1% |
320.75 |
2.0% |
17% |
False |
True |
623,907 |
| 10 |
16,659.50 |
15,598.50 |
1,061.00 |
6.7% |
263.25 |
1.7% |
15% |
False |
True |
493,390 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.4% |
322.50 |
2.0% |
23% |
False |
False |
533,579 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
8.1% |
319.75 |
2.0% |
21% |
False |
False |
268,999 |
| 60 |
16,769.00 |
14,599.00 |
2,170.00 |
13.8% |
281.00 |
1.8% |
53% |
False |
False |
179,614 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
278.00 |
1.8% |
58% |
False |
False |
134,938 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
252.00 |
1.6% |
58% |
False |
False |
107,963 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
234.50 |
1.5% |
58% |
False |
False |
89,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,159.00 |
|
2.618 |
16,674.00 |
|
1.618 |
16,376.75 |
|
1.000 |
16,193.00 |
|
0.618 |
16,079.50 |
|
HIGH |
15,895.75 |
|
0.618 |
15,782.25 |
|
0.500 |
15,747.00 |
|
0.382 |
15,712.00 |
|
LOW |
15,598.50 |
|
0.618 |
15,414.75 |
|
1.000 |
15,301.25 |
|
1.618 |
15,117.50 |
|
2.618 |
14,820.25 |
|
4.250 |
14,335.25 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,755.00 |
16,081.25 |
| PP |
15,751.00 |
15,973.75 |
| S1 |
15,747.00 |
15,866.50 |
|