| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,622.25 |
15,826.00 |
203.75 |
1.3% |
16,356.00 |
| High |
15,839.50 |
16,009.25 |
169.75 |
1.1% |
16,564.00 |
| Low |
15,475.00 |
15,762.50 |
287.50 |
1.9% |
15,510.00 |
| Close |
15,831.00 |
15,887.25 |
56.25 |
0.4% |
15,581.00 |
| Range |
364.50 |
246.75 |
-117.75 |
-32.3% |
1,054.00 |
| ATR |
332.76 |
326.62 |
-6.14 |
-1.8% |
0.00 |
| Volume |
709,363 |
671,265 |
-38,098 |
-5.4% |
3,460,222 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,626.50 |
16,503.75 |
16,023.00 |
|
| R3 |
16,379.75 |
16,257.00 |
15,955.00 |
|
| R2 |
16,133.00 |
16,133.00 |
15,932.50 |
|
| R1 |
16,010.25 |
16,010.25 |
15,909.75 |
16,071.50 |
| PP |
15,886.25 |
15,886.25 |
15,886.25 |
15,917.00 |
| S1 |
15,763.50 |
15,763.50 |
15,864.75 |
15,825.00 |
| S2 |
15,639.50 |
15,639.50 |
15,842.00 |
|
| S3 |
15,392.75 |
15,516.75 |
15,819.50 |
|
| S4 |
15,146.00 |
15,270.00 |
15,751.50 |
|
|
| 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 |
16,009.25 |
15,152.50 |
856.75 |
5.4% |
353.50 |
2.2% |
86% |
True |
False |
755,352 |
| 10 |
16,567.50 |
15,152.50 |
1,415.00 |
8.9% |
323.00 |
2.0% |
52% |
False |
False |
639,760 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.5% |
333.75 |
2.1% |
49% |
False |
False |
595,842 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.2% |
332.50 |
2.1% |
45% |
False |
False |
343,229 |
| 60 |
16,769.00 |
15,152.50 |
1,616.50 |
10.2% |
291.25 |
1.8% |
45% |
False |
False |
229,141 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
282.00 |
1.8% |
63% |
False |
False |
172,072 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
257.50 |
1.6% |
63% |
False |
False |
137,700 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
241.00 |
1.5% |
63% |
False |
False |
114,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,058.00 |
|
2.618 |
16,655.25 |
|
1.618 |
16,408.50 |
|
1.000 |
16,256.00 |
|
0.618 |
16,161.75 |
|
HIGH |
16,009.25 |
|
0.618 |
15,915.00 |
|
0.500 |
15,886.00 |
|
0.382 |
15,856.75 |
|
LOW |
15,762.50 |
|
0.618 |
15,610.00 |
|
1.000 |
15,515.75 |
|
1.618 |
15,363.25 |
|
2.618 |
15,116.50 |
|
4.250 |
14,713.75 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,886.75 |
15,785.00 |
| PP |
15,886.25 |
15,683.00 |
| S1 |
15,886.00 |
15,581.00 |
|