| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
14,410.00 |
14,495.00 |
85.00 |
0.6% |
15,616.75 |
| High |
14,582.00 |
14,499.00 |
-83.00 |
-0.6% |
15,653.25 |
| Low |
13,706.00 |
13,890.00 |
184.00 |
1.3% |
14,408.50 |
| Close |
14,501.00 |
14,140.75 |
-360.25 |
-2.5% |
14,426.50 |
| Range |
876.00 |
609.00 |
-267.00 |
-30.5% |
1,244.75 |
| ATR |
414.90 |
428.91 |
14.01 |
3.4% |
0.00 |
| Volume |
1,323,080 |
957,800 |
-365,280 |
-27.6% |
3,457,811 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,003.50 |
15,681.25 |
14,475.75 |
|
| R3 |
15,394.50 |
15,072.25 |
14,308.25 |
|
| R2 |
14,785.50 |
14,785.50 |
14,252.50 |
|
| R1 |
14,463.25 |
14,463.25 |
14,196.50 |
14,320.00 |
| PP |
14,176.50 |
14,176.50 |
14,176.50 |
14,105.00 |
| S1 |
13,854.25 |
13,854.25 |
14,085.00 |
13,711.00 |
| S2 |
13,567.50 |
13,567.50 |
14,029.00 |
|
| S3 |
12,958.50 |
13,245.25 |
13,973.25 |
|
| S4 |
12,349.50 |
12,636.25 |
13,805.75 |
|
|
| 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 |
15,372.00 |
13,706.00 |
1,666.00 |
11.8% |
597.75 |
4.2% |
26% |
False |
False |
974,125 |
| 10 |
16,009.25 |
13,706.00 |
2,303.25 |
16.3% |
491.25 |
3.5% |
19% |
False |
False |
867,823 |
| 20 |
16,659.50 |
13,706.00 |
2,953.50 |
20.9% |
395.75 |
2.8% |
15% |
False |
False |
725,241 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
20.9% |
388.50 |
2.7% |
15% |
False |
False |
525,275 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.7% |
338.00 |
2.4% |
14% |
False |
False |
350,650 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.7% |
311.00 |
2.2% |
14% |
False |
False |
263,201 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.7% |
291.75 |
2.1% |
14% |
False |
False |
210,671 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.7% |
266.50 |
1.9% |
14% |
False |
False |
175,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,087.25 |
|
2.618 |
16,093.25 |
|
1.618 |
15,484.25 |
|
1.000 |
15,108.00 |
|
0.618 |
14,875.25 |
|
HIGH |
14,499.00 |
|
0.618 |
14,266.25 |
|
0.500 |
14,194.50 |
|
0.382 |
14,122.75 |
|
LOW |
13,890.00 |
|
0.618 |
13,513.75 |
|
1.000 |
13,281.00 |
|
1.618 |
12,904.75 |
|
2.618 |
12,295.75 |
|
4.250 |
11,301.75 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,194.50 |
14,282.25 |
| PP |
14,176.50 |
14,235.00 |
| S1 |
14,158.75 |
14,188.00 |
|