| 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 |
479.22 |
477.16 |
-2.06 |
-0.4% |
472.06 |
| High |
479.98 |
477.98 |
-2.00 |
-0.4% |
479.00 |
| Low |
475.58 |
468.28 |
-7.30 |
-1.5% |
472.01 |
| Close |
477.55 |
468.38 |
-9.17 |
-1.9% |
474.96 |
| Range |
4.40 |
9.70 |
5.30 |
120.5% |
6.99 |
| ATR |
5.37 |
5.68 |
0.31 |
5.8% |
0.00 |
| Volume |
71,178,600 |
104,538,900 |
33,360,300 |
46.9% |
279,152,400 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
500.65 |
494.21 |
473.71 |
|
| R3 |
490.95 |
484.51 |
471.05 |
|
| R2 |
481.25 |
481.25 |
470.16 |
|
| R1 |
474.81 |
474.81 |
469.27 |
473.18 |
| PP |
471.55 |
471.55 |
471.55 |
470.73 |
| S1 |
465.11 |
465.11 |
467.49 |
463.48 |
| S2 |
461.85 |
461.85 |
466.60 |
|
| S3 |
452.15 |
455.41 |
465.71 |
|
| S4 |
442.45 |
445.71 |
463.05 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496.29 |
492.62 |
478.80 |
|
| R3 |
489.30 |
485.63 |
476.88 |
|
| R2 |
482.31 |
482.31 |
476.24 |
|
| R1 |
478.64 |
478.64 |
475.60 |
480.48 |
| PP |
475.32 |
475.32 |
475.32 |
476.24 |
| S1 |
471.65 |
471.65 |
474.32 |
473.49 |
| S2 |
468.33 |
468.33 |
473.68 |
|
| S3 |
461.34 |
464.66 |
473.04 |
|
| S4 |
454.35 |
457.67 |
471.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
479.98 |
468.28 |
11.70 |
2.5% |
4.72 |
1.0% |
1% |
False |
True |
73,790,420 |
| 10 |
479.98 |
462.58 |
17.40 |
3.7% |
4.31 |
0.9% |
33% |
False |
False |
64,286,800 |
| 20 |
479.98 |
451.14 |
28.84 |
6.2% |
5.00 |
1.1% |
60% |
False |
False |
79,228,645 |
| 40 |
479.98 |
448.92 |
31.06 |
6.6% |
5.37 |
1.1% |
63% |
False |
False |
79,808,655 |
| 60 |
479.98 |
431.54 |
48.44 |
10.3% |
4.62 |
1.0% |
76% |
False |
False |
72,445,873 |
| 80 |
479.98 |
426.36 |
53.62 |
11.4% |
4.82 |
1.0% |
78% |
False |
False |
78,602,013 |
| 100 |
479.98 |
426.36 |
53.62 |
11.4% |
4.52 |
1.0% |
78% |
False |
False |
75,642,050 |
| 120 |
479.98 |
421.97 |
58.01 |
12.4% |
4.28 |
0.9% |
80% |
False |
False |
72,705,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
519.20 |
|
2.618 |
503.37 |
|
1.618 |
493.67 |
|
1.000 |
487.68 |
|
0.618 |
483.97 |
|
HIGH |
477.98 |
|
0.618 |
474.27 |
|
0.500 |
473.13 |
|
0.382 |
471.99 |
|
LOW |
468.28 |
|
0.618 |
462.29 |
|
1.000 |
458.58 |
|
1.618 |
452.59 |
|
2.618 |
442.89 |
|
4.250 |
427.06 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
473.13 |
474.13 |
| PP |
471.55 |
472.21 |
| S1 |
469.96 |
470.30 |
|