| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,819.1 |
1,832.9 |
13.8 |
0.8% |
1,809.0 |
| High |
1,833.6 |
1,835.4 |
1.8 |
0.1% |
1,833.6 |
| Low |
1,818.0 |
1,800.5 |
-17.5 |
-1.0% |
1,791.7 |
| Close |
1,831.0 |
1,802.4 |
-28.6 |
-1.6% |
1,831.0 |
| Range |
15.6 |
34.9 |
19.3 |
123.7% |
41.9 |
| ATR |
19.8 |
20.9 |
1.1 |
5.4% |
0.0 |
| Volume |
5,232 |
9,968 |
4,736 |
90.5% |
20,198 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.5 |
1,894.8 |
1,821.6 |
|
| R3 |
1,882.6 |
1,859.9 |
1,812.0 |
|
| R2 |
1,847.7 |
1,847.7 |
1,808.8 |
|
| R1 |
1,825.0 |
1,825.0 |
1,805.6 |
1,818.9 |
| PP |
1,812.8 |
1,812.8 |
1,812.8 |
1,809.7 |
| S1 |
1,790.1 |
1,790.1 |
1,799.2 |
1,784.0 |
| S2 |
1,777.9 |
1,777.9 |
1,796.0 |
|
| S3 |
1,743.0 |
1,755.2 |
1,792.8 |
|
| S4 |
1,708.1 |
1,720.3 |
1,783.2 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.5 |
1,929.6 |
1,854.0 |
|
| R3 |
1,902.6 |
1,887.7 |
1,842.5 |
|
| R2 |
1,860.7 |
1,860.7 |
1,838.7 |
|
| R1 |
1,845.8 |
1,845.8 |
1,834.8 |
1,853.3 |
| PP |
1,818.8 |
1,818.8 |
1,818.8 |
1,822.5 |
| S1 |
1,803.9 |
1,803.9 |
1,827.2 |
1,811.4 |
| S2 |
1,776.9 |
1,776.9 |
1,823.3 |
|
| S3 |
1,735.0 |
1,762.0 |
1,819.5 |
|
| S4 |
1,693.1 |
1,720.1 |
1,808.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,835.4 |
1,791.7 |
43.7 |
2.4% |
21.2 |
1.2% |
24% |
True |
False |
5,518 |
| 10 |
1,835.4 |
1,787.6 |
47.8 |
2.7% |
18.0 |
1.0% |
31% |
True |
False |
4,261 |
| 20 |
1,835.4 |
1,755.4 |
80.0 |
4.4% |
18.0 |
1.0% |
59% |
True |
False |
4,709 |
| 40 |
1,883.3 |
1,755.4 |
127.9 |
7.1% |
21.6 |
1.2% |
37% |
False |
False |
5,012 |
| 60 |
1,883.3 |
1,753.7 |
129.6 |
7.2% |
21.3 |
1.2% |
38% |
False |
False |
3,957 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
21.6 |
1.2% |
49% |
False |
False |
3,292 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
20.9 |
1.2% |
49% |
False |
False |
2,817 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.1% |
20.7 |
1.1% |
60% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,983.7 |
|
2.618 |
1,926.8 |
|
1.618 |
1,891.9 |
|
1.000 |
1,870.3 |
|
0.618 |
1,857.0 |
|
HIGH |
1,835.4 |
|
0.618 |
1,822.1 |
|
0.500 |
1,818.0 |
|
0.382 |
1,813.8 |
|
LOW |
1,800.5 |
|
0.618 |
1,778.9 |
|
1.000 |
1,765.6 |
|
1.618 |
1,744.0 |
|
2.618 |
1,709.1 |
|
4.250 |
1,652.2 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,818.0 |
1,817.1 |
| PP |
1,812.8 |
1,812.2 |
| S1 |
1,807.6 |
1,807.3 |
|