| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,505.00 |
15,616.75 |
111.75 |
0.7% |
15,590.00 |
| High |
15,621.00 |
15,653.25 |
32.25 |
0.2% |
16,009.25 |
| Low |
15,312.50 |
15,170.75 |
-141.75 |
-0.9% |
15,152.50 |
| Close |
15,595.75 |
15,206.00 |
-389.75 |
-2.5% |
15,595.75 |
| Range |
308.50 |
482.50 |
174.00 |
56.4% |
856.75 |
| ATR |
338.25 |
348.55 |
10.30 |
3.0% |
0.00 |
| Volume |
795,897 |
868,066 |
72,169 |
9.1% |
3,828,323 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,790.75 |
16,481.00 |
15,471.50 |
|
| R3 |
16,308.25 |
15,998.50 |
15,338.75 |
|
| R2 |
15,825.75 |
15,825.75 |
15,294.50 |
|
| R1 |
15,516.00 |
15,516.00 |
15,250.25 |
15,429.50 |
| PP |
15,343.25 |
15,343.25 |
15,343.25 |
15,300.25 |
| S1 |
15,033.50 |
15,033.50 |
15,161.75 |
14,947.00 |
| S2 |
14,860.75 |
14,860.75 |
15,117.50 |
|
| S3 |
14,378.25 |
14,551.00 |
15,073.25 |
|
| S4 |
13,895.75 |
14,068.50 |
14,940.50 |
|
|
| 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 |
15,170.75 |
838.50 |
5.5% |
384.75 |
2.5% |
4% |
False |
True |
761,521 |
| 10 |
16,564.00 |
15,152.50 |
1,411.50 |
9.3% |
402.00 |
2.6% |
4% |
False |
False |
764,306 |
| 20 |
16,659.50 |
15,152.50 |
1,507.00 |
9.9% |
323.00 |
2.1% |
4% |
False |
False |
600,889 |
| 40 |
16,769.00 |
15,152.50 |
1,616.50 |
10.6% |
352.50 |
2.3% |
3% |
False |
False |
403,774 |
| 60 |
16,769.00 |
15,152.50 |
1,616.50 |
10.6% |
305.50 |
2.0% |
3% |
False |
False |
269,554 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.8% |
290.25 |
1.9% |
35% |
False |
False |
202,379 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.8% |
267.50 |
1.8% |
35% |
False |
False |
161,967 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.8% |
247.50 |
1.6% |
35% |
False |
False |
134,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,704.00 |
|
2.618 |
16,916.50 |
|
1.618 |
16,434.00 |
|
1.000 |
16,135.75 |
|
0.618 |
15,951.50 |
|
HIGH |
15,653.25 |
|
0.618 |
15,469.00 |
|
0.500 |
15,412.00 |
|
0.382 |
15,355.00 |
|
LOW |
15,170.75 |
|
0.618 |
14,872.50 |
|
1.000 |
14,688.25 |
|
1.618 |
14,390.00 |
|
2.618 |
13,907.50 |
|
4.250 |
13,120.00 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,412.00 |
15,575.25 |
| PP |
15,343.25 |
15,452.25 |
| S1 |
15,274.75 |
15,329.00 |
|