| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
14,495.00 |
13,945.50 |
-549.50 |
-3.8% |
15,616.75 |
| High |
14,499.00 |
14,639.75 |
140.75 |
1.0% |
15,653.25 |
| Low |
13,890.00 |
13,945.50 |
55.50 |
0.4% |
14,408.50 |
| Close |
14,140.75 |
14,158.50 |
17.75 |
0.1% |
14,426.50 |
| Range |
609.00 |
694.25 |
85.25 |
14.0% |
1,244.75 |
| ATR |
428.91 |
447.86 |
18.95 |
4.4% |
0.00 |
| Volume |
957,800 |
908,549 |
-49,251 |
-5.1% |
3,457,811 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,330.75 |
15,938.75 |
14,540.25 |
|
| R3 |
15,636.50 |
15,244.50 |
14,349.50 |
|
| R2 |
14,942.25 |
14,942.25 |
14,285.75 |
|
| R1 |
14,550.25 |
14,550.25 |
14,222.25 |
14,746.25 |
| PP |
14,248.00 |
14,248.00 |
14,248.00 |
14,346.00 |
| S1 |
13,856.00 |
13,856.00 |
14,094.75 |
14,052.00 |
| S2 |
13,553.75 |
13,553.75 |
14,031.25 |
|
| S3 |
12,859.50 |
13,161.75 |
13,967.50 |
|
| S4 |
12,165.25 |
12,467.50 |
13,776.75 |
|
|
| 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 |
15,340.25 |
13,706.00 |
1,634.25 |
11.5% |
664.50 |
4.7% |
28% |
False |
False |
1,000,512 |
| 10 |
16,009.25 |
13,706.00 |
2,303.25 |
16.3% |
524.25 |
3.7% |
20% |
False |
False |
887,742 |
| 20 |
16,567.50 |
13,706.00 |
2,861.50 |
20.2% |
420.25 |
3.0% |
16% |
False |
False |
747,937 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
20.9% |
396.00 |
2.8% |
15% |
False |
False |
547,937 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.6% |
345.25 |
2.4% |
15% |
False |
False |
365,781 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.6% |
316.25 |
2.2% |
15% |
False |
False |
274,545 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.6% |
297.75 |
2.1% |
15% |
False |
False |
219,756 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.6% |
271.50 |
1.9% |
15% |
False |
False |
183,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,590.25 |
|
2.618 |
16,457.25 |
|
1.618 |
15,763.00 |
|
1.000 |
15,334.00 |
|
0.618 |
15,068.75 |
|
HIGH |
14,639.75 |
|
0.618 |
14,374.50 |
|
0.500 |
14,292.50 |
|
0.382 |
14,210.75 |
|
LOW |
13,945.50 |
|
0.618 |
13,516.50 |
|
1.000 |
13,251.25 |
|
1.618 |
12,822.25 |
|
2.618 |
12,128.00 |
|
4.250 |
10,995.00 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,292.50 |
14,173.00 |
| PP |
14,248.00 |
14,168.00 |
| S1 |
14,203.25 |
14,163.25 |
|