| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
14,722.00 |
14,410.00 |
-312.00 |
-2.1% |
15,616.75 |
| High |
14,858.50 |
14,582.00 |
-276.50 |
-1.9% |
15,653.25 |
| Low |
14,408.50 |
13,706.00 |
-702.50 |
-4.9% |
14,408.50 |
| Close |
14,426.50 |
14,501.00 |
74.50 |
0.5% |
14,426.50 |
| Range |
450.00 |
876.00 |
426.00 |
94.7% |
1,244.75 |
| ATR |
379.43 |
414.90 |
35.47 |
9.3% |
0.00 |
| Volume |
1,041,723 |
1,323,080 |
281,357 |
27.0% |
3,457,811 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,891.00 |
16,572.00 |
14,982.75 |
|
| R3 |
16,015.00 |
15,696.00 |
14,742.00 |
|
| R2 |
15,139.00 |
15,139.00 |
14,661.50 |
|
| R1 |
14,820.00 |
14,820.00 |
14,581.25 |
14,979.50 |
| PP |
14,263.00 |
14,263.00 |
14,263.00 |
14,342.75 |
| S1 |
13,944.00 |
13,944.00 |
14,420.75 |
14,103.50 |
| S2 |
13,387.00 |
13,387.00 |
14,340.50 |
|
| S3 |
12,511.00 |
13,068.00 |
14,260.00 |
|
| S4 |
11,635.00 |
12,192.00 |
14,019.25 |
|
|
| 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 |
13,706.00 |
1,947.25 |
13.4% |
572.50 |
3.9% |
41% |
False |
True |
956,178 |
| 10 |
16,009.25 |
13,706.00 |
2,303.25 |
15.9% |
482.00 |
3.3% |
35% |
False |
True |
860,921 |
| 20 |
16,659.50 |
13,706.00 |
2,953.50 |
20.4% |
379.25 |
2.6% |
27% |
False |
True |
694,917 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
20.4% |
384.25 |
2.7% |
27% |
False |
True |
501,388 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
330.75 |
2.3% |
26% |
False |
True |
334,708 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
306.00 |
2.1% |
26% |
False |
True |
251,243 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
286.75 |
2.0% |
26% |
False |
True |
201,093 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
262.25 |
1.8% |
26% |
False |
True |
167,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,305.00 |
|
2.618 |
16,875.25 |
|
1.618 |
15,999.25 |
|
1.000 |
15,458.00 |
|
0.618 |
15,123.25 |
|
HIGH |
14,582.00 |
|
0.618 |
14,247.25 |
|
0.500 |
14,144.00 |
|
0.382 |
14,040.75 |
|
LOW |
13,706.00 |
|
0.618 |
13,164.75 |
|
1.000 |
12,830.00 |
|
1.618 |
12,288.75 |
|
2.618 |
11,412.75 |
|
4.250 |
9,983.00 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,382.00 |
14,523.00 |
| PP |
14,263.00 |
14,515.75 |
| S1 |
14,144.00 |
14,508.50 |
|