| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
4,163.0 |
4,185.5 |
22.5 |
0.5% |
4,183.5 |
| High |
4,199.5 |
4,229.0 |
29.5 |
0.7% |
4,215.5 |
| Low |
4,123.0 |
4,172.0 |
49.0 |
1.2% |
3,990.5 |
| Close |
4,143.0 |
4,204.5 |
61.5 |
1.5% |
4,127.0 |
| Range |
76.5 |
57.0 |
-19.5 |
-25.5% |
225.0 |
| ATR |
91.1 |
90.7 |
-0.4 |
-0.4% |
0.0 |
| Volume |
972,726 |
715,493 |
-257,233 |
-26.4% |
5,718,967 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,372.8 |
4,345.7 |
4,235.9 |
|
| R3 |
4,315.8 |
4,288.7 |
4,220.2 |
|
| R2 |
4,258.8 |
4,258.8 |
4,215.0 |
|
| R1 |
4,231.7 |
4,231.7 |
4,209.7 |
4,245.3 |
| PP |
4,201.8 |
4,201.8 |
4,201.8 |
4,208.6 |
| S1 |
4,174.7 |
4,174.7 |
4,199.3 |
4,188.3 |
| S2 |
4,144.8 |
4,144.8 |
4,194.1 |
|
| S3 |
4,087.8 |
4,117.7 |
4,188.8 |
|
| S4 |
4,030.8 |
4,060.7 |
4,173.2 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,786.0 |
4,681.5 |
4,250.8 |
|
| R3 |
4,561.0 |
4,456.5 |
4,188.9 |
|
| R2 |
4,336.0 |
4,336.0 |
4,168.3 |
|
| R1 |
4,231.5 |
4,231.5 |
4,147.6 |
4,171.3 |
| PP |
4,111.0 |
4,111.0 |
4,111.0 |
4,080.9 |
| S1 |
4,006.5 |
4,006.5 |
4,106.4 |
3,946.3 |
| S2 |
3,886.0 |
3,886.0 |
4,085.8 |
|
| S3 |
3,661.0 |
3,781.5 |
4,065.1 |
|
| S4 |
3,436.0 |
3,556.5 |
4,003.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,229.0 |
4,027.5 |
201.5 |
4.8% |
105.7 |
2.5% |
88% |
True |
False |
947,723 |
| 10 |
4,293.0 |
3,990.5 |
302.5 |
7.2% |
106.4 |
2.5% |
71% |
False |
False |
988,462 |
| 20 |
4,381.5 |
3,990.5 |
391.0 |
9.3% |
83.9 |
2.0% |
55% |
False |
False |
804,805 |
| 40 |
4,381.5 |
3,990.5 |
391.0 |
9.3% |
74.1 |
1.8% |
55% |
False |
False |
656,811 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
9.8% |
67.6 |
1.6% |
54% |
False |
False |
442,578 |
| 80 |
4,392.5 |
3,980.0 |
412.5 |
9.8% |
58.0 |
1.4% |
54% |
False |
False |
332,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,471.3 |
|
2.618 |
4,378.2 |
|
1.618 |
4,321.2 |
|
1.000 |
4,286.0 |
|
0.618 |
4,264.2 |
|
HIGH |
4,229.0 |
|
0.618 |
4,207.2 |
|
0.500 |
4,200.5 |
|
0.382 |
4,193.8 |
|
LOW |
4,172.0 |
|
0.618 |
4,136.8 |
|
1.000 |
4,115.0 |
|
1.618 |
4,079.8 |
|
2.618 |
4,022.8 |
|
4.250 |
3,929.8 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,203.2 |
4,184.6 |
| PP |
4,201.8 |
4,164.7 |
| S1 |
4,200.5 |
4,144.8 |
|