| 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 |
14,868.75 |
15,129.00 |
260.25 |
1.8% |
14,410.00 |
| High |
15,137.00 |
15,260.00 |
123.00 |
0.8% |
14,639.75 |
| Low |
14,729.25 |
14,825.00 |
95.75 |
0.7% |
13,706.00 |
| Close |
14,994.75 |
15,114.50 |
119.75 |
0.8% |
14,433.00 |
| Range |
407.75 |
435.00 |
27.25 |
6.7% |
933.75 |
| ATR |
469.26 |
466.82 |
-2.45 |
-0.5% |
0.00 |
| Volume |
597,305 |
645,396 |
48,091 |
8.1% |
4,934,319 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,371.50 |
16,178.00 |
15,353.75 |
|
| R3 |
15,936.50 |
15,743.00 |
15,234.00 |
|
| R2 |
15,501.50 |
15,501.50 |
15,194.25 |
|
| R1 |
15,308.00 |
15,308.00 |
15,154.50 |
15,187.25 |
| PP |
15,066.50 |
15,066.50 |
15,066.50 |
15,006.00 |
| S1 |
14,873.00 |
14,873.00 |
15,074.50 |
14,752.25 |
| S2 |
14,631.50 |
14,631.50 |
15,034.75 |
|
| S3 |
14,196.50 |
14,438.00 |
14,995.00 |
|
| S4 |
13,761.50 |
14,003.00 |
14,875.25 |
|
|
| 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 |
15,260.00 |
13,831.00 |
1,429.00 |
9.5% |
516.00 |
3.4% |
90% |
True |
False |
728,373 |
| 10 |
15,340.25 |
13,706.00 |
1,634.25 |
10.8% |
590.25 |
3.9% |
86% |
False |
False |
864,443 |
| 20 |
16,269.00 |
13,706.00 |
2,563.00 |
17.0% |
493.00 |
3.3% |
55% |
False |
False |
819,728 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
19.5% |
405.75 |
2.7% |
48% |
False |
False |
638,189 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
20.3% |
370.75 |
2.5% |
46% |
False |
False |
426,391 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
20.3% |
329.00 |
2.2% |
46% |
False |
False |
319,999 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
20.3% |
316.75 |
2.1% |
46% |
False |
False |
256,173 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
20.3% |
287.75 |
1.9% |
46% |
False |
False |
213,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,108.75 |
|
2.618 |
16,398.75 |
|
1.618 |
15,963.75 |
|
1.000 |
15,695.00 |
|
0.618 |
15,528.75 |
|
HIGH |
15,260.00 |
|
0.618 |
15,093.75 |
|
0.500 |
15,042.50 |
|
0.382 |
14,991.25 |
|
LOW |
14,825.00 |
|
0.618 |
14,556.25 |
|
1.000 |
14,390.00 |
|
1.618 |
14,121.25 |
|
2.618 |
13,686.25 |
|
4.250 |
12,976.25 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,090.50 |
15,012.00 |
| PP |
15,066.50 |
14,909.25 |
| S1 |
15,042.50 |
14,806.50 |
|