| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,238.75 |
15,042.25 |
-196.50 |
-1.3% |
15,590.00 |
| High |
15,372.00 |
15,340.25 |
-31.75 |
-0.2% |
16,009.25 |
| Low |
15,011.25 |
14,646.75 |
-364.50 |
-2.4% |
15,152.50 |
| Close |
15,033.50 |
14,841.00 |
-192.50 |
-1.3% |
15,595.75 |
| Range |
360.75 |
693.50 |
332.75 |
92.2% |
856.75 |
| ATR |
349.42 |
374.00 |
24.58 |
7.0% |
0.00 |
| Volume |
776,612 |
771,410 |
-5,202 |
-0.7% |
3,828,323 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,023.25 |
16,625.50 |
15,222.50 |
|
| R3 |
16,329.75 |
15,932.00 |
15,031.75 |
|
| R2 |
15,636.25 |
15,636.25 |
14,968.25 |
|
| R1 |
15,238.50 |
15,238.50 |
14,904.50 |
15,090.50 |
| PP |
14,942.75 |
14,942.75 |
14,942.75 |
14,868.75 |
| S1 |
14,545.00 |
14,545.00 |
14,777.50 |
14,397.00 |
| S2 |
14,249.25 |
14,249.25 |
14,713.75 |
|
| S3 |
13,555.75 |
13,851.50 |
14,650.25 |
|
| S4 |
12,862.25 |
13,158.00 |
14,459.50 |
|
|
| 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 |
15,979.75 |
14,646.75 |
1,333.00 |
9.0% |
473.25 |
3.2% |
15% |
False |
True |
795,000 |
| 10 |
16,009.25 |
14,646.75 |
1,362.50 |
9.2% |
413.50 |
2.8% |
14% |
False |
True |
775,176 |
| 20 |
16,659.50 |
14,646.75 |
2,012.75 |
13.6% |
338.50 |
2.3% |
10% |
False |
True |
617,969 |
| 40 |
16,659.50 |
14,646.75 |
2,012.75 |
13.6% |
365.00 |
2.5% |
10% |
False |
True |
442,357 |
| 60 |
16,769.00 |
14,646.75 |
2,122.25 |
14.3% |
315.50 |
2.1% |
9% |
False |
True |
295,326 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
16.2% |
297.75 |
2.0% |
20% |
False |
False |
221,712 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
16.2% |
276.75 |
1.9% |
20% |
False |
False |
177,447 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
16.2% |
253.75 |
1.7% |
20% |
False |
False |
147,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,287.50 |
|
2.618 |
17,155.75 |
|
1.618 |
16,462.25 |
|
1.000 |
16,033.75 |
|
0.618 |
15,768.75 |
|
HIGH |
15,340.25 |
|
0.618 |
15,075.25 |
|
0.500 |
14,993.50 |
|
0.382 |
14,911.75 |
|
LOW |
14,646.75 |
|
0.618 |
14,218.25 |
|
1.000 |
13,953.25 |
|
1.618 |
13,524.75 |
|
2.618 |
12,831.25 |
|
4.250 |
11,699.50 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,993.50 |
15,150.00 |
| PP |
14,942.75 |
15,047.00 |
| S1 |
14,891.75 |
14,944.00 |
|