| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,616.75 |
15,238.75 |
-378.00 |
-2.4% |
15,590.00 |
| High |
15,653.25 |
15,372.00 |
-281.25 |
-1.8% |
16,009.25 |
| Low |
15,170.75 |
15,011.25 |
-159.50 |
-1.1% |
15,152.50 |
| Close |
15,206.00 |
15,033.50 |
-172.50 |
-1.1% |
15,595.75 |
| Range |
482.50 |
360.75 |
-121.75 |
-25.2% |
856.75 |
| ATR |
348.55 |
349.42 |
0.87 |
0.2% |
0.00 |
| Volume |
868,066 |
776,612 |
-91,454 |
-10.5% |
3,828,323 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,221.25 |
15,988.00 |
15,232.00 |
|
| R3 |
15,860.50 |
15,627.25 |
15,132.75 |
|
| R2 |
15,499.75 |
15,499.75 |
15,099.75 |
|
| R1 |
15,266.50 |
15,266.50 |
15,066.50 |
15,202.75 |
| PP |
15,139.00 |
15,139.00 |
15,139.00 |
15,107.00 |
| S1 |
14,905.75 |
14,905.75 |
15,000.50 |
14,842.00 |
| S2 |
14,778.25 |
14,778.25 |
14,967.25 |
|
| S3 |
14,417.50 |
14,545.00 |
14,934.25 |
|
| S4 |
14,056.75 |
14,184.25 |
14,835.00 |
|
|
| 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 |
15,011.25 |
998.00 |
6.6% |
384.00 |
2.6% |
2% |
False |
True |
774,971 |
| 10 |
16,269.00 |
15,011.25 |
1,257.75 |
8.4% |
395.75 |
2.6% |
2% |
False |
True |
775,014 |
| 20 |
16,659.50 |
15,011.25 |
1,648.25 |
11.0% |
323.00 |
2.1% |
1% |
False |
True |
605,910 |
| 40 |
16,769.00 |
15,011.25 |
1,757.75 |
11.7% |
357.75 |
2.4% |
1% |
False |
True |
423,137 |
| 60 |
16,769.00 |
15,011.25 |
1,757.75 |
11.7% |
308.50 |
2.1% |
1% |
False |
True |
282,480 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
16.0% |
293.00 |
1.9% |
28% |
False |
False |
212,080 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
16.0% |
270.25 |
1.8% |
28% |
False |
False |
169,733 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
16.0% |
249.00 |
1.7% |
28% |
False |
False |
141,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,905.25 |
|
2.618 |
16,316.50 |
|
1.618 |
15,955.75 |
|
1.000 |
15,732.75 |
|
0.618 |
15,595.00 |
|
HIGH |
15,372.00 |
|
0.618 |
15,234.25 |
|
0.500 |
15,191.50 |
|
0.382 |
15,149.00 |
|
LOW |
15,011.25 |
|
0.618 |
14,788.25 |
|
1.000 |
14,650.50 |
|
1.618 |
14,427.50 |
|
2.618 |
14,066.75 |
|
4.250 |
13,478.00 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,191.50 |
15,332.25 |
| PP |
15,139.00 |
15,232.75 |
| S1 |
15,086.25 |
15,133.00 |
|