| 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 |
1,821.4 |
1,799.6 |
-21.8 |
-1.2% |
1,838.3 |
| High |
1,823.8 |
1,800.3 |
-23.5 |
-1.3% |
1,856.7 |
| Low |
1,792.7 |
1,780.6 |
-12.1 |
-0.7% |
1,780.6 |
| Close |
1,795.0 |
1,786.6 |
-8.4 |
-0.5% |
1,786.6 |
| Range |
31.1 |
19.7 |
-11.4 |
-36.7% |
76.1 |
| ATR |
22.3 |
22.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
206,383 |
217,149 |
10,766 |
5.2% |
759,691 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.3 |
1,837.1 |
1,797.4 |
|
| R3 |
1,828.6 |
1,817.4 |
1,792.0 |
|
| R2 |
1,808.9 |
1,808.9 |
1,790.2 |
|
| R1 |
1,797.7 |
1,797.7 |
1,788.4 |
1,793.5 |
| PP |
1,789.2 |
1,789.2 |
1,789.2 |
1,787.0 |
| S1 |
1,778.0 |
1,778.0 |
1,784.8 |
1,773.8 |
| S2 |
1,769.5 |
1,769.5 |
1,783.0 |
|
| S3 |
1,749.8 |
1,758.3 |
1,781.2 |
|
| S4 |
1,730.1 |
1,738.6 |
1,775.8 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.3 |
1,987.5 |
1,828.5 |
|
| R3 |
1,960.2 |
1,911.4 |
1,807.5 |
|
| R2 |
1,884.1 |
1,884.1 |
1,800.6 |
|
| R1 |
1,835.3 |
1,835.3 |
1,793.6 |
1,821.7 |
| PP |
1,808.0 |
1,808.0 |
1,808.0 |
1,801.1 |
| S1 |
1,759.2 |
1,759.2 |
1,779.6 |
1,745.6 |
| S2 |
1,731.9 |
1,731.9 |
1,772.6 |
|
| S3 |
1,655.8 |
1,683.1 |
1,765.7 |
|
| S4 |
1,579.7 |
1,607.0 |
1,744.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,856.7 |
1,780.6 |
76.1 |
4.3% |
24.4 |
1.4% |
8% |
False |
True |
151,938 |
| 10 |
1,856.7 |
1,780.6 |
76.1 |
4.3% |
21.7 |
1.2% |
8% |
False |
True |
112,519 |
| 20 |
1,856.7 |
1,780.6 |
76.1 |
4.3% |
20.8 |
1.2% |
8% |
False |
True |
73,959 |
| 40 |
1,856.7 |
1,755.4 |
101.3 |
5.7% |
19.2 |
1.1% |
31% |
False |
False |
39,262 |
| 60 |
1,883.3 |
1,755.4 |
127.9 |
7.2% |
21.4 |
1.2% |
24% |
False |
False |
27,843 |
| 80 |
1,883.3 |
1,749.5 |
133.8 |
7.5% |
21.0 |
1.2% |
28% |
False |
False |
21,319 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
21.3 |
1.2% |
39% |
False |
False |
17,302 |
| 120 |
1,883.3 |
1,724.1 |
159.2 |
8.9% |
20.8 |
1.2% |
39% |
False |
False |
14,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,884.0 |
|
2.618 |
1,851.9 |
|
1.618 |
1,832.2 |
|
1.000 |
1,820.0 |
|
0.618 |
1,812.5 |
|
HIGH |
1,800.3 |
|
0.618 |
1,792.8 |
|
0.500 |
1,790.5 |
|
0.382 |
1,788.1 |
|
LOW |
1,780.6 |
|
0.618 |
1,768.4 |
|
1.000 |
1,760.9 |
|
1.618 |
1,748.7 |
|
2.618 |
1,729.0 |
|
4.250 |
1,696.9 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.5 |
1,816.6 |
| PP |
1,789.2 |
1,806.6 |
| S1 |
1,787.9 |
1,796.6 |
|