| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
15,129.00 |
14,852.50 |
-276.50 |
-1.8% |
14,410.00 |
| High |
15,260.00 |
14,870.00 |
-390.00 |
-2.6% |
14,639.75 |
| Low |
14,825.00 |
14,456.25 |
-368.75 |
-2.5% |
13,706.00 |
| Close |
15,114.50 |
14,492.25 |
-622.25 |
-4.1% |
14,433.00 |
| Range |
435.00 |
413.75 |
-21.25 |
-4.9% |
933.75 |
| ATR |
466.82 |
480.49 |
13.67 |
2.9% |
0.00 |
| Volume |
645,396 |
731,581 |
86,185 |
13.4% |
4,934,319 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,847.50 |
15,583.50 |
14,719.75 |
|
| R3 |
15,433.75 |
15,169.75 |
14,606.00 |
|
| R2 |
15,020.00 |
15,020.00 |
14,568.00 |
|
| R1 |
14,756.00 |
14,756.00 |
14,530.25 |
14,681.00 |
| PP |
14,606.25 |
14,606.25 |
14,606.25 |
14,568.75 |
| S1 |
14,342.25 |
14,342.25 |
14,454.25 |
14,267.50 |
| S2 |
14,192.50 |
14,192.50 |
14,416.50 |
|
| S3 |
13,778.75 |
13,928.50 |
14,378.50 |
|
| S4 |
13,365.00 |
13,514.75 |
14,264.75 |
|
|
| 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 |
9.9% |
485.75 |
3.4% |
46% |
False |
False |
701,360 |
| 10 |
15,260.00 |
13,706.00 |
1,554.00 |
10.7% |
562.25 |
3.9% |
51% |
False |
False |
860,460 |
| 20 |
16,009.25 |
13,706.00 |
2,303.25 |
15.9% |
488.00 |
3.4% |
34% |
False |
False |
817,818 |
| 40 |
16,659.50 |
13,706.00 |
2,953.50 |
20.4% |
402.25 |
2.8% |
27% |
False |
False |
656,042 |
| 60 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
374.50 |
2.6% |
26% |
False |
False |
438,576 |
| 80 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
331.50 |
2.3% |
26% |
False |
False |
329,139 |
| 100 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
318.75 |
2.2% |
26% |
False |
False |
263,488 |
| 120 |
16,769.00 |
13,706.00 |
3,063.00 |
21.1% |
290.50 |
2.0% |
26% |
False |
False |
219,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,628.50 |
|
2.618 |
15,953.25 |
|
1.618 |
15,539.50 |
|
1.000 |
15,283.75 |
|
0.618 |
15,125.75 |
|
HIGH |
14,870.00 |
|
0.618 |
14,712.00 |
|
0.500 |
14,663.00 |
|
0.382 |
14,614.25 |
|
LOW |
14,456.25 |
|
0.618 |
14,200.50 |
|
1.000 |
14,042.50 |
|
1.618 |
13,786.75 |
|
2.618 |
13,373.00 |
|
4.250 |
12,697.75 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,663.00 |
14,858.00 |
| PP |
14,606.25 |
14,736.25 |
| S1 |
14,549.25 |
14,614.25 |
|