| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
15,042.25 |
14,722.00 |
-320.25 |
-2.1% |
15,616.75 |
| High |
15,340.25 |
14,858.50 |
-481.75 |
-3.1% |
15,653.25 |
| Low |
14,646.75 |
14,408.50 |
-238.25 |
-1.6% |
14,408.50 |
| Close |
14,841.00 |
14,426.50 |
-414.50 |
-2.8% |
14,426.50 |
| Range |
693.50 |
450.00 |
-243.50 |
-35.1% |
1,244.75 |
| ATR |
374.00 |
379.43 |
5.43 |
1.5% |
0.00 |
| Volume |
771,410 |
1,041,723 |
270,313 |
35.0% |
3,457,811 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,914.50 |
15,620.50 |
14,674.00 |
|
| R3 |
15,464.50 |
15,170.50 |
14,550.25 |
|
| R2 |
15,014.50 |
15,014.50 |
14,509.00 |
|
| R1 |
14,720.50 |
14,720.50 |
14,467.75 |
14,642.50 |
| PP |
14,564.50 |
14,564.50 |
14,564.50 |
14,525.50 |
| S1 |
14,270.50 |
14,270.50 |
14,385.25 |
14,192.50 |
| S2 |
14,114.50 |
14,114.50 |
14,344.00 |
|
| S3 |
13,664.50 |
13,820.50 |
14,302.75 |
|
| S4 |
13,214.50 |
13,370.50 |
14,179.00 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,563.75 |
17,739.75 |
15,111.00 |
|
| R3 |
17,319.00 |
16,495.00 |
14,768.75 |
|
| R2 |
16,074.25 |
16,074.25 |
14,654.75 |
|
| R1 |
15,250.25 |
15,250.25 |
14,540.50 |
15,040.00 |
| PP |
14,829.50 |
14,829.50 |
14,829.50 |
14,724.25 |
| S1 |
14,005.50 |
14,005.50 |
14,312.50 |
13,795.00 |
| S2 |
13,584.75 |
13,584.75 |
14,198.25 |
|
| S3 |
12,340.00 |
12,760.75 |
14,084.25 |
|
| S4 |
11,095.25 |
11,516.00 |
13,742.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,653.25 |
14,408.50 |
1,244.75 |
8.6% |
459.00 |
3.2% |
1% |
False |
True |
850,741 |
| 10 |
16,009.25 |
14,408.50 |
1,600.75 |
11.1% |
428.75 |
3.0% |
1% |
False |
True |
799,054 |
| 20 |
16,659.50 |
14,408.50 |
2,251.00 |
15.6% |
346.00 |
2.4% |
1% |
False |
True |
646,222 |
| 40 |
16,659.50 |
14,408.50 |
2,251.00 |
15.6% |
369.00 |
2.6% |
1% |
False |
True |
468,346 |
| 60 |
16,769.00 |
14,408.50 |
2,360.50 |
16.4% |
319.75 |
2.2% |
1% |
False |
True |
312,671 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
16.7% |
297.75 |
2.1% |
2% |
False |
False |
234,716 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
16.7% |
279.50 |
1.9% |
2% |
False |
False |
187,863 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
16.7% |
256.50 |
1.8% |
2% |
False |
False |
156,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,771.00 |
|
2.618 |
16,036.50 |
|
1.618 |
15,586.50 |
|
1.000 |
15,308.50 |
|
0.618 |
15,136.50 |
|
HIGH |
14,858.50 |
|
0.618 |
14,686.50 |
|
0.500 |
14,633.50 |
|
0.382 |
14,580.50 |
|
LOW |
14,408.50 |
|
0.618 |
14,130.50 |
|
1.000 |
13,958.50 |
|
1.618 |
13,680.50 |
|
2.618 |
13,230.50 |
|
4.250 |
12,496.00 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,633.50 |
14,890.25 |
| PP |
14,564.50 |
14,735.75 |
| S1 |
14,495.50 |
14,581.00 |
|