| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
13,945.50 |
14,194.00 |
248.50 |
1.8% |
15,616.75 |
| High |
14,639.75 |
14,409.25 |
-230.50 |
-1.6% |
15,653.25 |
| Low |
13,945.50 |
13,844.50 |
-101.00 |
-0.7% |
14,408.50 |
| Close |
14,158.50 |
13,986.75 |
-171.75 |
-1.2% |
14,426.50 |
| Range |
694.25 |
564.75 |
-129.50 |
-18.7% |
1,244.75 |
| ATR |
447.86 |
456.21 |
8.35 |
1.9% |
0.00 |
| Volume |
908,549 |
866,647 |
-41,902 |
-4.6% |
3,457,811 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,774.50 |
15,445.25 |
14,297.25 |
|
| R3 |
15,209.75 |
14,880.50 |
14,142.00 |
|
| R2 |
14,645.00 |
14,645.00 |
14,090.25 |
|
| R1 |
14,315.75 |
14,315.75 |
14,038.50 |
14,198.00 |
| PP |
14,080.25 |
14,080.25 |
14,080.25 |
14,021.25 |
| S1 |
13,751.00 |
13,751.00 |
13,935.00 |
13,633.25 |
| S2 |
13,515.50 |
13,515.50 |
13,883.25 |
|
| S3 |
12,950.75 |
13,186.25 |
13,831.50 |
|
| S4 |
12,386.00 |
12,621.50 |
13,676.25 |
|
|
| 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 |
14,858.50 |
13,706.00 |
1,152.50 |
8.2% |
638.75 |
4.6% |
24% |
False |
False |
1,019,559 |
| 10 |
15,979.75 |
13,706.00 |
2,273.75 |
16.3% |
556.00 |
4.0% |
12% |
False |
False |
907,280 |
| 20 |
16,567.50 |
13,706.00 |
2,861.50 |
20.5% |
439.50 |
3.1% |
10% |
False |
False |
773,520 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
21.1% |
400.50 |
2.9% |
10% |
False |
False |
569,521 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.9% |
349.25 |
2.5% |
9% |
False |
False |
380,215 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.9% |
317.50 |
2.3% |
9% |
False |
False |
285,359 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.9% |
302.25 |
2.2% |
9% |
False |
False |
228,422 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.9% |
275.25 |
2.0% |
9% |
False |
False |
190,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,809.50 |
|
2.618 |
15,887.75 |
|
1.618 |
15,323.00 |
|
1.000 |
14,974.00 |
|
0.618 |
14,758.25 |
|
HIGH |
14,409.25 |
|
0.618 |
14,193.50 |
|
0.500 |
14,127.00 |
|
0.382 |
14,060.25 |
|
LOW |
13,844.50 |
|
0.618 |
13,495.50 |
|
1.000 |
13,279.75 |
|
1.618 |
12,930.75 |
|
2.618 |
12,366.00 |
|
4.250 |
11,444.25 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,127.00 |
14,242.00 |
| PP |
14,080.25 |
14,157.00 |
| S1 |
14,033.50 |
14,072.00 |
|