| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,804.5 |
1,817.0 |
12.5 |
0.7% |
1,809.0 |
| High |
1,819.5 |
1,832.6 |
13.1 |
0.7% |
1,833.6 |
| Low |
1,800.6 |
1,811.6 |
11.0 |
0.6% |
1,791.7 |
| Close |
1,817.0 |
1,827.5 |
10.5 |
0.6% |
1,831.0 |
| Range |
18.9 |
21.0 |
2.1 |
11.1% |
41.9 |
| ATR |
20.7 |
20.8 |
0.0 |
0.1% |
0.0 |
| Volume |
10,856 |
10,324 |
-532 |
-4.9% |
20,198 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.9 |
1,878.2 |
1,839.1 |
|
| R3 |
1,865.9 |
1,857.2 |
1,833.3 |
|
| R2 |
1,844.9 |
1,844.9 |
1,831.4 |
|
| R1 |
1,836.2 |
1,836.2 |
1,829.4 |
1,840.6 |
| PP |
1,823.9 |
1,823.9 |
1,823.9 |
1,826.1 |
| S1 |
1,815.2 |
1,815.2 |
1,825.6 |
1,819.6 |
| S2 |
1,802.9 |
1,802.9 |
1,823.7 |
|
| S3 |
1,781.9 |
1,794.2 |
1,821.7 |
|
| S4 |
1,760.9 |
1,773.2 |
1,816.0 |
|
|
| 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 |
1,798.8 |
36.6 |
2.0% |
22.4 |
1.2% |
78% |
False |
False |
8,580 |
| 10 |
1,835.4 |
1,788.6 |
46.8 |
2.6% |
18.9 |
1.0% |
83% |
False |
False |
5,540 |
| 20 |
1,835.4 |
1,755.4 |
80.0 |
4.4% |
18.6 |
1.0% |
90% |
False |
False |
5,361 |
| 40 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
21.4 |
1.2% |
56% |
False |
False |
5,323 |
| 60 |
1,883.3 |
1,755.2 |
128.1 |
7.0% |
21.3 |
1.2% |
56% |
False |
False |
4,218 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.7 |
1.2% |
65% |
False |
False |
3,513 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
20.9 |
1.1% |
65% |
False |
False |
3,002 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.0% |
20.8 |
1.1% |
72% |
False |
False |
2,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,921.9 |
|
2.618 |
1,887.6 |
|
1.618 |
1,866.6 |
|
1.000 |
1,853.6 |
|
0.618 |
1,845.6 |
|
HIGH |
1,832.6 |
|
0.618 |
1,824.6 |
|
0.500 |
1,822.1 |
|
0.382 |
1,819.6 |
|
LOW |
1,811.6 |
|
0.618 |
1,798.6 |
|
1.000 |
1,790.6 |
|
1.618 |
1,777.6 |
|
2.618 |
1,756.6 |
|
4.250 |
1,722.4 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,825.7 |
1,824.3 |
| PP |
1,823.9 |
1,821.1 |
| S1 |
1,822.1 |
1,818.0 |
|