Trading Metrics calculated at close of trading on 28-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
14,194.00 |
14,167.75 |
-26.25 |
-0.2% |
14,410.00 |
High |
14,409.25 |
14,442.00 |
32.75 |
0.2% |
14,639.75 |
Low |
13,844.50 |
13,831.00 |
-13.50 |
-0.1% |
13,706.00 |
Close |
13,986.75 |
14,433.00 |
446.25 |
3.2% |
14,433.00 |
Range |
564.75 |
611.00 |
46.25 |
8.2% |
933.75 |
ATR |
456.21 |
467.26 |
11.06 |
2.4% |
0.00 |
Volume |
866,647 |
878,243 |
11,596 |
1.3% |
4,934,319 |
|
Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,068.25 |
15,861.75 |
14,769.00 |
|
R3 |
15,457.25 |
15,250.75 |
14,601.00 |
|
R2 |
14,846.25 |
14,846.25 |
14,545.00 |
|
R1 |
14,639.75 |
14,639.75 |
14,489.00 |
14,743.00 |
PP |
14,235.25 |
14,235.25 |
14,235.25 |
14,287.00 |
S1 |
14,028.75 |
14,028.75 |
14,377.00 |
14,132.00 |
S2 |
13,624.25 |
13,624.25 |
14,321.00 |
|
S3 |
13,013.25 |
13,417.75 |
14,265.00 |
|
S4 |
12,402.25 |
12,806.75 |
14,097.00 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,060.75 |
16,680.75 |
14,946.50 |
|
R3 |
16,127.00 |
15,747.00 |
14,689.75 |
|
R2 |
15,193.25 |
15,193.25 |
14,604.25 |
|
R1 |
14,813.25 |
14,813.25 |
14,518.50 |
15,003.25 |
PP |
14,259.50 |
14,259.50 |
14,259.50 |
14,354.50 |
S1 |
13,879.50 |
13,879.50 |
14,347.50 |
14,069.50 |
S2 |
13,325.75 |
13,325.75 |
14,261.75 |
|
S3 |
12,392.00 |
12,945.75 |
14,176.25 |
|
S4 |
11,458.25 |
12,012.00 |
13,919.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,639.75 |
13,706.00 |
933.75 |
6.5% |
671.00 |
4.6% |
78% |
False |
False |
986,863 |
10 |
15,653.25 |
13,706.00 |
1,947.25 |
13.5% |
565.00 |
3.9% |
37% |
False |
False |
918,802 |
20 |
16,564.00 |
13,706.00 |
2,858.00 |
19.8% |
462.25 |
3.2% |
25% |
False |
False |
802,219 |
40 |
16,659.50 |
13,706.00 |
2,953.50 |
20.5% |
401.00 |
2.8% |
25% |
False |
False |
591,360 |
60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.2% |
357.50 |
2.5% |
24% |
False |
False |
394,840 |
80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.2% |
321.00 |
2.2% |
24% |
False |
False |
296,326 |
100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.2% |
307.50 |
2.1% |
24% |
False |
False |
237,205 |
120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.2% |
279.50 |
1.9% |
24% |
False |
False |
197,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,038.75 |
2.618 |
16,041.50 |
1.618 |
15,430.50 |
1.000 |
15,053.00 |
0.618 |
14,819.50 |
HIGH |
14,442.00 |
0.618 |
14,208.50 |
0.500 |
14,136.50 |
0.382 |
14,064.50 |
LOW |
13,831.00 |
0.618 |
13,453.50 |
1.000 |
13,220.00 |
1.618 |
12,842.50 |
2.618 |
12,231.50 |
4.250 |
11,234.25 |
|
|
Fisher Pivots for day following 28-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
14,334.25 |
14,367.00 |
PP |
14,235.25 |
14,301.25 |
S1 |
14,136.50 |
14,235.50 |
|