| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,680.8540 |
2,798.6040 |
117.7500 |
4.4% |
2,621.5560 |
| High |
2,809.6920 |
2,810.4850 |
0.7930 |
0.0% |
2,716.5170 |
| Low |
2,678.4120 |
2,621.2090 |
-57.2030 |
-2.1% |
2,163.3160 |
| Close |
2,798.6040 |
2,654.6260 |
-143.9780 |
-5.1% |
2,535.8680 |
| Range |
131.2800 |
189.2760 |
57.9960 |
44.2% |
553.2010 |
| ATR |
245.1953 |
241.2011 |
-3.9942 |
-1.6% |
0.0000 |
| Volume |
498,840 |
485,787 |
-13,053 |
-2.6% |
2,967,956 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.2680 |
3,148.2230 |
2,758.7278 |
|
| R3 |
3,073.9920 |
2,958.9470 |
2,706.6769 |
|
| R2 |
2,884.7160 |
2,884.7160 |
2,689.3266 |
|
| R1 |
2,769.6710 |
2,769.6710 |
2,671.9763 |
2,732.5555 |
| PP |
2,695.4400 |
2,695.4400 |
2,695.4400 |
2,676.8823 |
| S1 |
2,580.3950 |
2,580.3950 |
2,637.2757 |
2,543.2795 |
| S2 |
2,506.1640 |
2,506.1640 |
2,619.9254 |
|
| S3 |
2,316.8880 |
2,391.1190 |
2,602.5751 |
|
| S4 |
2,127.6120 |
2,201.8430 |
2,550.5242 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,131.5033 |
3,886.8867 |
2,840.1286 |
|
| R3 |
3,578.3023 |
3,333.6857 |
2,687.9983 |
|
| R2 |
3,025.1013 |
3,025.1013 |
2,637.2882 |
|
| R1 |
2,780.4847 |
2,780.4847 |
2,586.5781 |
2,626.1925 |
| PP |
2,471.9003 |
2,471.9003 |
2,471.9003 |
2,394.7543 |
| S1 |
2,227.2837 |
2,227.2837 |
2,485.1579 |
2,072.9915 |
| S2 |
1,918.6993 |
1,918.6993 |
2,434.4478 |
|
| S3 |
1,365.4983 |
1,674.0827 |
2,383.7377 |
|
| S4 |
812.2973 |
1,120.8817 |
2,231.6075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,810.4850 |
2,317.1940 |
493.2910 |
18.6% |
191.7756 |
7.2% |
68% |
True |
False |
457,655 |
| 10 |
3,270.8940 |
2,163.3160 |
1,107.5780 |
41.7% |
261.6391 |
9.9% |
44% |
False |
False |
546,223 |
| 20 |
3,845.8040 |
2,163.3160 |
1,682.4880 |
63.4% |
242.3119 |
9.1% |
29% |
False |
False |
472,542 |
| 40 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
87.6% |
239.4522 |
9.0% |
21% |
False |
False |
425,564 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.8% |
281.3742 |
10.6% |
18% |
False |
False |
413,556 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.8% |
271.4477 |
10.2% |
18% |
False |
False |
369,716 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.8% |
271.3261 |
10.2% |
18% |
False |
False |
448,565 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.8% |
270.3612 |
10.2% |
18% |
False |
False |
529,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,614.9080 |
|
2.618 |
3,306.0096 |
|
1.618 |
3,116.7336 |
|
1.000 |
2,999.7610 |
|
0.618 |
2,927.4576 |
|
HIGH |
2,810.4850 |
|
0.618 |
2,738.1816 |
|
0.500 |
2,715.8470 |
|
0.382 |
2,693.5124 |
|
LOW |
2,621.2090 |
|
0.618 |
2,504.2364 |
|
1.000 |
2,431.9330 |
|
1.618 |
2,314.9604 |
|
2.618 |
2,125.6844 |
|
4.250 |
1,816.7860 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.8470 |
2,651.7643 |
| PP |
2,695.4400 |
2,648.9027 |
| S1 |
2,675.0330 |
2,646.0410 |
|