| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1,842.6 |
1,838.3 |
-4.3 |
-0.2% |
1,819.8 |
| High |
1,845.9 |
1,847.2 |
1.3 |
0.1% |
1,850.8 |
| Low |
1,830.6 |
1,831.9 |
1.3 |
0.1% |
1,807.2 |
| Close |
1,834.1 |
1,844.2 |
10.1 |
0.6% |
1,834.1 |
| Range |
15.3 |
15.3 |
0.0 |
0.0% |
43.6 |
| ATR |
19.9 |
19.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
68,735 |
103,779 |
35,044 |
51.0% |
340,342 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.0 |
1,880.9 |
1,852.6 |
|
| R3 |
1,871.7 |
1,865.6 |
1,848.4 |
|
| R2 |
1,856.4 |
1,856.4 |
1,847.0 |
|
| R1 |
1,850.3 |
1,850.3 |
1,845.6 |
1,853.4 |
| PP |
1,841.1 |
1,841.1 |
1,841.1 |
1,842.6 |
| S1 |
1,835.0 |
1,835.0 |
1,842.8 |
1,838.1 |
| S2 |
1,825.8 |
1,825.8 |
1,841.4 |
|
| S3 |
1,810.5 |
1,819.7 |
1,840.0 |
|
| S4 |
1,795.2 |
1,804.4 |
1,835.8 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.5 |
1,941.4 |
1,858.1 |
|
| R3 |
1,917.9 |
1,897.8 |
1,846.1 |
|
| R2 |
1,874.3 |
1,874.3 |
1,842.1 |
|
| R1 |
1,854.2 |
1,854.2 |
1,838.1 |
1,864.3 |
| PP |
1,830.7 |
1,830.7 |
1,830.7 |
1,835.7 |
| S1 |
1,810.6 |
1,810.6 |
1,830.1 |
1,820.7 |
| S2 |
1,787.1 |
1,787.1 |
1,826.1 |
|
| S3 |
1,743.5 |
1,767.0 |
1,822.1 |
|
| S4 |
1,699.9 |
1,723.4 |
1,810.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,850.8 |
1,807.2 |
43.6 |
2.4% |
19.1 |
1.0% |
85% |
False |
False |
88,824 |
| 10 |
1,850.8 |
1,792.0 |
58.8 |
3.2% |
17.6 |
1.0% |
89% |
False |
False |
68,180 |
| 20 |
1,850.8 |
1,783.8 |
67.0 |
3.6% |
18.8 |
1.0% |
90% |
False |
False |
41,912 |
| 40 |
1,850.8 |
1,755.4 |
95.4 |
5.2% |
19.4 |
1.1% |
93% |
False |
False |
23,298 |
| 60 |
1,883.3 |
1,755.4 |
127.9 |
6.9% |
20.8 |
1.1% |
69% |
False |
False |
17,041 |
| 80 |
1,883.3 |
1,726.8 |
156.5 |
8.5% |
20.8 |
1.1% |
75% |
False |
False |
13,205 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.6% |
21.0 |
1.1% |
75% |
False |
False |
10,800 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
10.9% |
21.4 |
1.2% |
81% |
False |
False |
9,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.2 |
|
2.618 |
1,887.3 |
|
1.618 |
1,872.0 |
|
1.000 |
1,862.5 |
|
0.618 |
1,856.7 |
|
HIGH |
1,847.2 |
|
0.618 |
1,841.4 |
|
0.500 |
1,839.6 |
|
0.382 |
1,837.7 |
|
LOW |
1,831.9 |
|
0.618 |
1,822.4 |
|
1.000 |
1,816.6 |
|
1.618 |
1,807.1 |
|
2.618 |
1,791.8 |
|
4.250 |
1,766.9 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.7 |
1,843.0 |
| PP |
1,841.1 |
1,841.9 |
| S1 |
1,839.6 |
1,840.7 |
|