| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,801.75 |
15,590.00 |
-211.75 |
-1.3% |
16,356.00 |
| High |
15,852.75 |
15,669.00 |
-183.75 |
-1.2% |
16,564.00 |
| Low |
15,510.00 |
15,152.50 |
-357.50 |
-2.3% |
15,510.00 |
| Close |
15,581.00 |
15,608.00 |
27.00 |
0.2% |
15,581.00 |
| Range |
342.75 |
516.50 |
173.75 |
50.7% |
1,054.00 |
| ATR |
316.00 |
330.32 |
14.32 |
4.5% |
0.00 |
| Volume |
704,406 |
888,780 |
184,374 |
26.2% |
3,460,222 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,026.00 |
16,833.50 |
15,892.00 |
|
| R3 |
16,509.50 |
16,317.00 |
15,750.00 |
|
| R2 |
15,993.00 |
15,993.00 |
15,702.75 |
|
| R1 |
15,800.50 |
15,800.50 |
15,655.25 |
15,896.75 |
| PP |
15,476.50 |
15,476.50 |
15,476.50 |
15,524.50 |
| S1 |
15,284.00 |
15,284.00 |
15,560.75 |
15,380.25 |
| S2 |
14,960.00 |
14,960.00 |
15,513.25 |
|
| S3 |
14,443.50 |
14,767.50 |
15,466.00 |
|
| S4 |
13,927.00 |
14,251.00 |
15,324.00 |
|
|
| 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 |
15,152.50 |
1,411.50 |
9.0% |
419.50 |
2.7% |
32% |
False |
True |
767,090 |
| 10 |
16,659.50 |
15,152.50 |
1,507.00 |
9.7% |
300.50 |
1.9% |
30% |
False |
True |
582,659 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.7% |
340.50 |
2.2% |
30% |
False |
True |
588,749 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.4% |
329.25 |
2.1% |
28% |
False |
True |
308,764 |
| 60 |
16,769.00 |
15,023.50 |
1,745.50 |
11.2% |
287.50 |
1.8% |
33% |
False |
False |
206,145 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
284.25 |
1.8% |
52% |
False |
False |
154,839 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
256.25 |
1.6% |
52% |
False |
False |
123,894 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
238.50 |
1.5% |
52% |
False |
False |
103,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,864.00 |
|
2.618 |
17,021.25 |
|
1.618 |
16,504.75 |
|
1.000 |
16,185.50 |
|
0.618 |
15,988.25 |
|
HIGH |
15,669.00 |
|
0.618 |
15,471.75 |
|
0.500 |
15,410.75 |
|
0.382 |
15,349.75 |
|
LOW |
15,152.50 |
|
0.618 |
14,833.25 |
|
1.000 |
14,636.00 |
|
1.618 |
14,316.75 |
|
2.618 |
13,800.25 |
|
4.250 |
12,957.50 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,542.25 |
15,580.00 |
| PP |
15,476.50 |
15,552.00 |
| S1 |
15,410.75 |
15,524.00 |
|