| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
14,167.75 |
14,454.00 |
286.25 |
2.0% |
14,410.00 |
| High |
14,442.00 |
14,914.75 |
472.75 |
3.3% |
14,639.75 |
| Low |
13,831.00 |
14,353.25 |
522.25 |
3.8% |
13,706.00 |
| Close |
14,433.00 |
14,905.00 |
472.00 |
3.3% |
14,433.00 |
| Range |
611.00 |
561.50 |
-49.50 |
-8.1% |
933.75 |
| ATR |
467.26 |
474.00 |
6.73 |
1.4% |
0.00 |
| Volume |
878,243 |
654,278 |
-223,965 |
-25.5% |
4,934,319 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,408.75 |
16,218.50 |
15,213.75 |
|
| R3 |
15,847.25 |
15,657.00 |
15,059.50 |
|
| R2 |
15,285.75 |
15,285.75 |
15,008.00 |
|
| R1 |
15,095.50 |
15,095.50 |
14,956.50 |
15,190.50 |
| PP |
14,724.25 |
14,724.25 |
14,724.25 |
14,772.00 |
| S1 |
14,534.00 |
14,534.00 |
14,853.50 |
14,629.00 |
| S2 |
14,162.75 |
14,162.75 |
14,802.00 |
|
| S3 |
13,601.25 |
13,972.50 |
14,750.50 |
|
| S4 |
13,039.75 |
13,411.00 |
14,596.25 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,060.75 |
16,680.75 |
14,946.50 |
|
| R3 |
16,127.00 |
15,747.00 |
14,689.75 |
|
| R2 |
15,193.25 |
15,193.25 |
14,604.25 |
|
| R1 |
14,813.25 |
14,813.25 |
14,518.50 |
15,003.25 |
| PP |
14,259.50 |
14,259.50 |
14,259.50 |
14,354.50 |
| S1 |
13,879.50 |
13,879.50 |
14,347.50 |
14,069.50 |
| S2 |
13,325.75 |
13,325.75 |
14,261.75 |
|
| S3 |
12,392.00 |
12,945.75 |
14,176.25 |
|
| S4 |
11,458.25 |
12,012.00 |
13,919.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,914.75 |
13,831.00 |
1,083.75 |
7.3% |
608.00 |
4.1% |
99% |
True |
False |
853,103 |
| 10 |
15,653.25 |
13,706.00 |
1,947.25 |
13.1% |
590.25 |
4.0% |
62% |
False |
False |
904,640 |
| 20 |
16,564.00 |
13,706.00 |
2,858.00 |
19.2% |
483.00 |
3.2% |
42% |
False |
False |
816,747 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
19.8% |
407.50 |
2.7% |
41% |
False |
False |
607,585 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
20.6% |
363.25 |
2.4% |
39% |
False |
False |
405,720 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
20.6% |
323.75 |
2.2% |
39% |
False |
False |
304,486 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
20.6% |
311.75 |
2.1% |
39% |
False |
False |
243,747 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
20.6% |
283.00 |
1.9% |
39% |
False |
False |
203,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,301.00 |
|
2.618 |
16,384.75 |
|
1.618 |
15,823.25 |
|
1.000 |
15,476.25 |
|
0.618 |
15,261.75 |
|
HIGH |
14,914.75 |
|
0.618 |
14,700.25 |
|
0.500 |
14,634.00 |
|
0.382 |
14,567.75 |
|
LOW |
14,353.25 |
|
0.618 |
14,006.25 |
|
1.000 |
13,791.75 |
|
1.618 |
13,444.75 |
|
2.618 |
12,883.25 |
|
4.250 |
11,967.00 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,814.75 |
14,727.50 |
| PP |
14,724.25 |
14,550.25 |
| S1 |
14,634.00 |
14,373.00 |
|