| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,826.00 |
15,901.00 |
75.00 |
0.5% |
16,356.00 |
| High |
16,009.25 |
15,979.75 |
-29.50 |
-0.2% |
16,564.00 |
| Low |
15,762.50 |
15,458.25 |
-304.25 |
-1.9% |
15,510.00 |
| Close |
15,887.25 |
15,490.25 |
-397.00 |
-2.5% |
15,581.00 |
| Range |
246.75 |
521.50 |
274.75 |
111.3% |
1,054.00 |
| ATR |
326.62 |
340.54 |
13.92 |
4.3% |
0.00 |
| Volume |
671,265 |
763,018 |
91,753 |
13.7% |
3,460,222 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,207.25 |
16,870.25 |
15,777.00 |
|
| R3 |
16,685.75 |
16,348.75 |
15,633.75 |
|
| R2 |
16,164.25 |
16,164.25 |
15,585.75 |
|
| R1 |
15,827.25 |
15,827.25 |
15,538.00 |
15,735.00 |
| PP |
15,642.75 |
15,642.75 |
15,642.75 |
15,596.50 |
| S1 |
15,305.75 |
15,305.75 |
15,442.50 |
15,213.50 |
| S2 |
15,121.25 |
15,121.25 |
15,394.75 |
|
| S3 |
14,599.75 |
14,784.25 |
15,346.75 |
|
| S4 |
14,078.25 |
14,262.75 |
15,203.50 |
|
|
| 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 |
5.5% |
398.50 |
2.6% |
39% |
False |
False |
747,366 |
| 10 |
16,564.00 |
15,152.50 |
1,411.50 |
9.1% |
359.50 |
2.3% |
24% |
False |
False |
685,636 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.7% |
331.75 |
2.1% |
22% |
False |
False |
597,203 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.4% |
341.00 |
2.2% |
21% |
False |
False |
362,233 |
| 60 |
16,769.00 |
15,152.50 |
1,616.50 |
10.4% |
297.25 |
1.9% |
21% |
False |
False |
241,849 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.5% |
286.25 |
1.8% |
47% |
False |
False |
181,597 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.5% |
260.50 |
1.7% |
47% |
False |
False |
145,329 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.5% |
245.00 |
1.6% |
47% |
False |
False |
121,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,196.00 |
|
2.618 |
17,345.00 |
|
1.618 |
16,823.50 |
|
1.000 |
16,501.25 |
|
0.618 |
16,302.00 |
|
HIGH |
15,979.75 |
|
0.618 |
15,780.50 |
|
0.500 |
15,719.00 |
|
0.382 |
15,657.50 |
|
LOW |
15,458.25 |
|
0.618 |
15,136.00 |
|
1.000 |
14,936.75 |
|
1.618 |
14,614.50 |
|
2.618 |
14,093.00 |
|
4.250 |
13,242.00 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,719.00 |
15,733.75 |
| PP |
15,642.75 |
15,652.50 |
| S1 |
15,566.50 |
15,571.50 |
|