| 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 |
14,454.00 |
14,868.75 |
414.75 |
2.9% |
14,410.00 |
| High |
14,914.75 |
15,137.00 |
222.25 |
1.5% |
14,639.75 |
| Low |
14,353.25 |
14,729.25 |
376.00 |
2.6% |
13,706.00 |
| Close |
14,905.00 |
14,994.75 |
89.75 |
0.6% |
14,433.00 |
| Range |
561.50 |
407.75 |
-153.75 |
-27.4% |
933.75 |
| ATR |
474.00 |
469.26 |
-4.73 |
-1.0% |
0.00 |
| Volume |
654,278 |
597,305 |
-56,973 |
-8.7% |
4,934,319 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,177.00 |
15,993.50 |
15,219.00 |
|
| R3 |
15,769.25 |
15,585.75 |
15,107.00 |
|
| R2 |
15,361.50 |
15,361.50 |
15,069.50 |
|
| R1 |
15,178.00 |
15,178.00 |
15,032.25 |
15,269.75 |
| PP |
14,953.75 |
14,953.75 |
14,953.75 |
14,999.50 |
| S1 |
14,770.25 |
14,770.25 |
14,957.25 |
14,862.00 |
| S2 |
14,546.00 |
14,546.00 |
14,920.00 |
|
| S3 |
14,138.25 |
14,362.50 |
14,882.50 |
|
| S4 |
13,730.50 |
13,954.75 |
14,770.50 |
|
|
| 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 |
15,137.00 |
13,831.00 |
1,306.00 |
8.7% |
567.75 |
3.8% |
89% |
True |
False |
781,004 |
| 10 |
15,372.00 |
13,706.00 |
1,666.00 |
11.1% |
582.75 |
3.9% |
77% |
False |
False |
877,564 |
| 20 |
16,564.00 |
13,706.00 |
2,858.00 |
19.1% |
492.50 |
3.3% |
45% |
False |
False |
820,935 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
19.7% |
403.25 |
2.7% |
44% |
False |
False |
622,352 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
20.4% |
366.00 |
2.4% |
42% |
False |
False |
415,649 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
20.4% |
325.75 |
2.2% |
42% |
False |
False |
311,945 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
20.4% |
314.50 |
2.1% |
42% |
False |
False |
249,720 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
20.4% |
285.25 |
1.9% |
42% |
False |
False |
208,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,870.00 |
|
2.618 |
16,204.50 |
|
1.618 |
15,796.75 |
|
1.000 |
15,544.75 |
|
0.618 |
15,389.00 |
|
HIGH |
15,137.00 |
|
0.618 |
14,981.25 |
|
0.500 |
14,933.00 |
|
0.382 |
14,885.00 |
|
LOW |
14,729.25 |
|
0.618 |
14,477.25 |
|
1.000 |
14,321.50 |
|
1.618 |
14,069.50 |
|
2.618 |
13,661.75 |
|
4.250 |
12,996.25 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,974.25 |
14,824.50 |
| PP |
14,953.75 |
14,654.25 |
| S1 |
14,933.00 |
14,484.00 |
|