| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,901.00 |
15,505.00 |
-396.00 |
-2.5% |
15,590.00 |
| High |
15,979.75 |
15,621.00 |
-358.75 |
-2.2% |
16,009.25 |
| Low |
15,458.25 |
15,312.50 |
-145.75 |
-0.9% |
15,152.50 |
| Close |
15,490.25 |
15,595.75 |
105.50 |
0.7% |
15,595.75 |
| Range |
521.50 |
308.50 |
-213.00 |
-40.8% |
856.75 |
| ATR |
340.54 |
338.25 |
-2.29 |
-0.7% |
0.00 |
| Volume |
763,018 |
795,897 |
32,879 |
4.3% |
3,828,323 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,435.25 |
16,324.00 |
15,765.50 |
|
| R3 |
16,126.75 |
16,015.50 |
15,680.50 |
|
| R2 |
15,818.25 |
15,818.25 |
15,652.25 |
|
| R1 |
15,707.00 |
15,707.00 |
15,624.00 |
15,762.50 |
| PP |
15,509.75 |
15,509.75 |
15,509.75 |
15,537.50 |
| S1 |
15,398.50 |
15,398.50 |
15,567.50 |
15,454.00 |
| S2 |
15,201.25 |
15,201.25 |
15,539.25 |
|
| S3 |
14,892.75 |
15,090.00 |
15,511.00 |
|
| S4 |
14,584.25 |
14,781.50 |
15,426.00 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,156.00 |
17,732.75 |
16,067.00 |
|
| R3 |
17,299.25 |
16,876.00 |
15,831.25 |
|
| R2 |
16,442.50 |
16,442.50 |
15,752.75 |
|
| R1 |
16,019.25 |
16,019.25 |
15,674.25 |
16,231.00 |
| PP |
15,585.75 |
15,585.75 |
15,585.75 |
15,691.75 |
| S1 |
15,162.50 |
15,162.50 |
15,517.25 |
15,374.00 |
| S2 |
14,729.00 |
14,729.00 |
15,438.75 |
|
| S3 |
13,872.25 |
14,305.75 |
15,360.25 |
|
| S4 |
13,015.50 |
13,449.00 |
15,124.50 |
|
|
| 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% |
391.50 |
2.5% |
52% |
False |
False |
765,664 |
| 10 |
16,564.00 |
15,152.50 |
1,411.50 |
9.1% |
375.50 |
2.4% |
31% |
False |
False |
728,854 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.7% |
314.00 |
2.0% |
29% |
False |
False |
597,515 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.4% |
345.50 |
2.2% |
27% |
False |
False |
382,108 |
| 60 |
16,769.00 |
15,152.50 |
1,616.50 |
10.4% |
300.50 |
1.9% |
27% |
False |
False |
255,102 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
286.50 |
1.8% |
51% |
False |
False |
191,535 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
263.00 |
1.7% |
51% |
False |
False |
153,287 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
244.75 |
1.6% |
51% |
False |
False |
127,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,932.00 |
|
2.618 |
16,428.75 |
|
1.618 |
16,120.25 |
|
1.000 |
15,929.50 |
|
0.618 |
15,811.75 |
|
HIGH |
15,621.00 |
|
0.618 |
15,503.25 |
|
0.500 |
15,466.75 |
|
0.382 |
15,430.25 |
|
LOW |
15,312.50 |
|
0.618 |
15,121.75 |
|
1.000 |
15,004.00 |
|
1.618 |
14,813.25 |
|
2.618 |
14,504.75 |
|
4.250 |
14,001.50 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,552.75 |
15,661.00 |
| PP |
15,509.75 |
15,639.25 |
| S1 |
15,466.75 |
15,617.50 |
|