| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,654.6570 |
2,660.4040 |
5.7470 |
0.2% |
2,535.8680 |
| High |
2,724.2810 |
2,978.1620 |
253.8810 |
9.3% |
2,978.1620 |
| Low |
2,579.6980 |
2,647.1140 |
67.4160 |
2.6% |
2,481.5970 |
| Close |
2,660.4320 |
2,957.6730 |
297.2410 |
11.2% |
2,957.6730 |
| Range |
144.5830 |
331.0480 |
186.4650 |
129.0% |
496.5650 |
| ATR |
234.2998 |
241.2104 |
6.9106 |
2.9% |
0.0000 |
| Volume |
509,520 |
668,971 |
159,451 |
31.3% |
2,168,077 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,854.1270 |
3,736.9480 |
3,139.7494 |
|
| R3 |
3,523.0790 |
3,405.9000 |
3,048.7112 |
|
| R2 |
3,192.0310 |
3,192.0310 |
3,018.3651 |
|
| R1 |
3,074.8520 |
3,074.8520 |
2,988.0191 |
3,133.4415 |
| PP |
2,860.9830 |
2,860.9830 |
2,860.9830 |
2,890.2778 |
| S1 |
2,743.8040 |
2,743.8040 |
2,927.3269 |
2,802.3935 |
| S2 |
2,529.9350 |
2,529.9350 |
2,896.9809 |
|
| S3 |
2,198.8870 |
2,412.7560 |
2,866.6348 |
|
| S4 |
1,867.8390 |
2,081.7080 |
2,775.5966 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,295.5057 |
4,123.1543 |
3,230.7838 |
|
| R3 |
3,798.9407 |
3,626.5893 |
3,094.2284 |
|
| R2 |
3,302.3757 |
3,302.3757 |
3,048.7099 |
|
| R1 |
3,130.0243 |
3,130.0243 |
3,003.1915 |
3,216.2000 |
| PP |
2,805.8107 |
2,805.8107 |
2,805.8107 |
2,848.8985 |
| S1 |
2,633.4593 |
2,633.4593 |
2,912.1545 |
2,719.6350 |
| S2 |
2,309.2457 |
2,309.2457 |
2,866.6361 |
|
| S3 |
1,812.6807 |
2,136.8943 |
2,821.1176 |
|
| S4 |
1,316.1157 |
1,640.3293 |
2,684.5623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,978.1620 |
2,481.5970 |
496.5650 |
16.8% |
203.5924 |
6.9% |
96% |
True |
False |
433,615 |
| 10 |
2,978.1620 |
2,163.3160 |
814.8460 |
27.6% |
237.1328 |
8.0% |
97% |
True |
False |
513,603 |
| 20 |
3,434.6550 |
2,163.3160 |
1,271.3390 |
43.0% |
238.5440 |
8.1% |
62% |
False |
False |
475,669 |
| 40 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
78.6% |
241.9884 |
8.2% |
34% |
False |
False |
427,719 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
279.5295 |
9.5% |
29% |
False |
False |
423,809 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
272.5739 |
9.2% |
29% |
False |
False |
373,066 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
271.2984 |
9.2% |
29% |
False |
False |
442,798 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
269.9903 |
9.1% |
29% |
False |
False |
518,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,385.1160 |
|
2.618 |
3,844.8457 |
|
1.618 |
3,513.7977 |
|
1.000 |
3,309.2100 |
|
0.618 |
3,182.7497 |
|
HIGH |
2,978.1620 |
|
0.618 |
2,851.7017 |
|
0.500 |
2,812.6380 |
|
0.382 |
2,773.5743 |
|
LOW |
2,647.1140 |
|
0.618 |
2,442.5263 |
|
1.000 |
2,316.0660 |
|
1.618 |
2,111.4783 |
|
2.618 |
1,780.4303 |
|
4.250 |
1,240.1600 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.3280 |
2,898.0920 |
| PP |
2,860.9830 |
2,838.5110 |
| S1 |
2,812.6380 |
2,778.9300 |
|