| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,763.75 |
15,801.75 |
38.00 |
0.2% |
16,356.00 |
| High |
15,895.75 |
15,852.75 |
-43.00 |
-0.3% |
16,564.00 |
| Low |
15,598.50 |
15,510.00 |
-88.50 |
-0.6% |
15,510.00 |
| Close |
15,759.00 |
15,581.00 |
-178.00 |
-1.1% |
15,581.00 |
| Range |
297.25 |
342.75 |
45.50 |
15.3% |
1,054.00 |
| ATR |
313.94 |
316.00 |
2.06 |
0.7% |
0.00 |
| Volume |
802,950 |
704,406 |
-98,544 |
-12.3% |
3,460,222 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,676.25 |
16,471.25 |
15,769.50 |
|
| R3 |
16,333.50 |
16,128.50 |
15,675.25 |
|
| R2 |
15,990.75 |
15,990.75 |
15,643.75 |
|
| R1 |
15,785.75 |
15,785.75 |
15,612.50 |
15,717.00 |
| PP |
15,648.00 |
15,648.00 |
15,648.00 |
15,613.50 |
| S1 |
15,443.00 |
15,443.00 |
15,549.50 |
15,374.00 |
| S2 |
15,305.25 |
15,305.25 |
15,518.25 |
|
| S3 |
14,962.50 |
15,100.25 |
15,486.75 |
|
| S4 |
14,619.75 |
14,757.50 |
15,392.50 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,047.00 |
18,368.00 |
16,160.75 |
|
| R3 |
17,993.00 |
17,314.00 |
15,870.75 |
|
| R2 |
16,939.00 |
16,939.00 |
15,774.25 |
|
| R1 |
16,260.00 |
16,260.00 |
15,677.50 |
16,072.50 |
| PP |
15,885.00 |
15,885.00 |
15,885.00 |
15,791.25 |
| S1 |
15,206.00 |
15,206.00 |
15,484.50 |
15,018.50 |
| S2 |
14,831.00 |
14,831.00 |
15,387.75 |
|
| S3 |
13,777.00 |
14,152.00 |
15,291.25 |
|
| S4 |
12,723.00 |
13,098.00 |
15,001.25 |
|
|
| 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 |
15,510.00 |
1,054.00 |
6.8% |
359.25 |
2.3% |
7% |
False |
True |
692,044 |
| 10 |
16,659.50 |
15,510.00 |
1,149.50 |
7.4% |
276.50 |
1.8% |
6% |
False |
True |
528,912 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.5% |
324.75 |
2.1% |
8% |
False |
False |
565,104 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
8.2% |
319.75 |
2.1% |
7% |
False |
False |
286,570 |
| 60 |
16,769.00 |
14,785.00 |
1,984.00 |
12.7% |
283.75 |
1.8% |
40% |
False |
False |
191,342 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
279.75 |
1.8% |
51% |
False |
False |
143,737 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
253.25 |
1.6% |
51% |
False |
False |
115,007 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
235.50 |
1.5% |
51% |
False |
False |
95,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,309.50 |
|
2.618 |
16,750.00 |
|
1.618 |
16,407.25 |
|
1.000 |
16,195.50 |
|
0.618 |
16,064.50 |
|
HIGH |
15,852.75 |
|
0.618 |
15,721.75 |
|
0.500 |
15,681.50 |
|
0.382 |
15,641.00 |
|
LOW |
15,510.00 |
|
0.618 |
15,298.25 |
|
1.000 |
15,167.25 |
|
1.618 |
14,955.50 |
|
2.618 |
14,612.75 |
|
4.250 |
14,053.25 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,681.50 |
15,889.50 |
| PP |
15,648.00 |
15,786.75 |
| S1 |
15,614.50 |
15,683.75 |
|