| 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 |
2,535.8680 |
2,680.8540 |
144.9860 |
5.7% |
2,621.5560 |
| High |
2,703.3720 |
2,809.6920 |
106.3200 |
3.9% |
2,716.5170 |
| Low |
2,481.5970 |
2,678.4120 |
196.8150 |
7.9% |
2,163.3160 |
| Close |
2,680.7260 |
2,798.6040 |
117.8780 |
4.4% |
2,535.8680 |
| Range |
221.7750 |
131.2800 |
-90.4950 |
-40.8% |
553.2010 |
| ATR |
253.9580 |
245.1953 |
-8.7627 |
-3.5% |
0.0000 |
| Volume |
4,959 |
498,840 |
493,881 |
9,959.3% |
2,967,956 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.0760 |
3,108.6200 |
2,870.8080 |
|
| R3 |
3,024.7960 |
2,977.3400 |
2,834.7060 |
|
| R2 |
2,893.5160 |
2,893.5160 |
2,822.6720 |
|
| R1 |
2,846.0600 |
2,846.0600 |
2,810.6380 |
2,869.7880 |
| PP |
2,762.2360 |
2,762.2360 |
2,762.2360 |
2,774.1000 |
| S1 |
2,714.7800 |
2,714.7800 |
2,786.5700 |
2,738.5080 |
| S2 |
2,630.9560 |
2,630.9560 |
2,774.5360 |
|
| S3 |
2,499.6760 |
2,583.5000 |
2,762.5020 |
|
| S4 |
2,368.3960 |
2,452.2200 |
2,726.4000 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,131.5033 |
3,886.8867 |
2,840.1286 |
|
| R3 |
3,578.3023 |
3,333.6857 |
2,687.9983 |
|
| R2 |
3,025.1013 |
3,025.1013 |
2,637.2882 |
|
| R1 |
2,780.4847 |
2,780.4847 |
2,586.5781 |
2,626.1925 |
| PP |
2,471.9003 |
2,471.9003 |
2,471.9003 |
2,394.7543 |
| S1 |
2,227.2837 |
2,227.2837 |
2,485.1579 |
2,072.9915 |
| S2 |
1,918.6993 |
1,918.6993 |
2,434.4478 |
|
| S3 |
1,365.4983 |
1,674.0827 |
2,383.7377 |
|
| S4 |
812.2973 |
1,120.8817 |
2,231.6075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,809.6920 |
2,317.1940 |
492.4980 |
17.6% |
215.9080 |
7.7% |
98% |
True |
False |
540,895 |
| 10 |
3,270.8940 |
2,163.3160 |
1,107.5780 |
39.6% |
256.9199 |
9.2% |
57% |
False |
False |
537,066 |
| 20 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
61.7% |
241.3357 |
8.6% |
37% |
False |
False |
465,928 |
| 40 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
83.1% |
253.3715 |
9.1% |
27% |
False |
False |
413,586 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.6% |
280.3207 |
10.0% |
24% |
False |
False |
405,460 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.6% |
270.6041 |
9.7% |
24% |
False |
False |
368,356 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.6% |
272.3479 |
9.7% |
24% |
False |
False |
452,133 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.6% |
270.9340 |
9.7% |
24% |
False |
False |
535,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,367.6320 |
|
2.618 |
3,153.3830 |
|
1.618 |
3,022.1030 |
|
1.000 |
2,940.9720 |
|
0.618 |
2,890.8230 |
|
HIGH |
2,809.6920 |
|
0.618 |
2,759.5430 |
|
0.500 |
2,744.0520 |
|
0.382 |
2,728.5610 |
|
LOW |
2,678.4120 |
|
0.618 |
2,597.2810 |
|
1.000 |
2,547.1320 |
|
1.618 |
2,466.0010 |
|
2.618 |
2,334.7210 |
|
4.250 |
2,120.4720 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.4200 |
2,722.7590 |
| PP |
2,762.2360 |
2,646.9140 |
| S1 |
2,744.0520 |
2,571.0690 |
|