| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,590.00 |
15,622.25 |
32.25 |
0.2% |
16,356.00 |
| High |
15,669.00 |
15,839.50 |
170.50 |
1.1% |
16,564.00 |
| Low |
15,152.50 |
15,475.00 |
322.50 |
2.1% |
15,510.00 |
| Close |
15,608.00 |
15,831.00 |
223.00 |
1.4% |
15,581.00 |
| Range |
516.50 |
364.50 |
-152.00 |
-29.4% |
1,054.00 |
| ATR |
330.32 |
332.76 |
2.44 |
0.7% |
0.00 |
| Volume |
888,780 |
709,363 |
-179,417 |
-20.2% |
3,460,222 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,808.75 |
16,684.25 |
16,031.50 |
|
| R3 |
16,444.25 |
16,319.75 |
15,931.25 |
|
| R2 |
16,079.75 |
16,079.75 |
15,897.75 |
|
| R1 |
15,955.25 |
15,955.25 |
15,864.50 |
16,017.50 |
| PP |
15,715.25 |
15,715.25 |
15,715.25 |
15,746.25 |
| S1 |
15,590.75 |
15,590.75 |
15,797.50 |
15,653.00 |
| S2 |
15,350.75 |
15,350.75 |
15,764.25 |
|
| S3 |
14,986.25 |
15,226.25 |
15,730.75 |
|
| S4 |
14,621.75 |
14,861.75 |
15,630.50 |
|
|
| 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 |
16,269.00 |
15,152.50 |
1,116.50 |
7.1% |
407.50 |
2.6% |
61% |
False |
False |
775,057 |
| 10 |
16,567.50 |
15,152.50 |
1,415.00 |
8.9% |
316.00 |
2.0% |
48% |
False |
False |
608,132 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.5% |
341.25 |
2.2% |
45% |
False |
False |
596,742 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.2% |
333.25 |
2.1% |
42% |
False |
False |
326,476 |
| 60 |
16,769.00 |
15,023.50 |
1,745.50 |
11.0% |
291.75 |
1.8% |
46% |
False |
False |
217,962 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
285.75 |
1.8% |
61% |
False |
False |
163,695 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
257.25 |
1.6% |
61% |
False |
False |
130,987 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
240.25 |
1.5% |
61% |
False |
False |
109,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,388.50 |
|
2.618 |
16,793.75 |
|
1.618 |
16,429.25 |
|
1.000 |
16,204.00 |
|
0.618 |
16,064.75 |
|
HIGH |
15,839.50 |
|
0.618 |
15,700.25 |
|
0.500 |
15,657.25 |
|
0.382 |
15,614.25 |
|
LOW |
15,475.00 |
|
0.618 |
15,249.75 |
|
1.000 |
15,110.50 |
|
1.618 |
14,885.25 |
|
2.618 |
14,520.75 |
|
4.250 |
13,926.00 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,773.00 |
15,721.50 |
| PP |
15,715.25 |
15,612.00 |
| S1 |
15,657.25 |
15,502.50 |
|