| 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 |
2,798.6040 |
2,654.6570 |
-143.9470 |
-5.1% |
2,621.5560 |
| High |
2,810.4850 |
2,724.2810 |
-86.2040 |
-3.1% |
2,716.5170 |
| Low |
2,621.2090 |
2,579.6980 |
-41.5110 |
-1.6% |
2,163.3160 |
| Close |
2,654.6260 |
2,660.4320 |
5.8060 |
0.2% |
2,535.8680 |
| Range |
189.2760 |
144.5830 |
-44.6930 |
-23.6% |
553.2010 |
| ATR |
241.2011 |
234.2998 |
-6.9013 |
-2.9% |
0.0000 |
| Volume |
485,787 |
509,520 |
23,733 |
4.9% |
2,967,956 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.5527 |
3,019.0753 |
2,739.9527 |
|
| R3 |
2,943.9697 |
2,874.4923 |
2,700.1923 |
|
| R2 |
2,799.3867 |
2,799.3867 |
2,686.9389 |
|
| R1 |
2,729.9093 |
2,729.9093 |
2,673.6854 |
2,764.6480 |
| PP |
2,654.8037 |
2,654.8037 |
2,654.8037 |
2,672.1730 |
| S1 |
2,585.3263 |
2,585.3263 |
2,647.1786 |
2,620.0650 |
| S2 |
2,510.2207 |
2,510.2207 |
2,633.9251 |
|
| S3 |
2,365.6377 |
2,440.7433 |
2,620.6717 |
|
| S4 |
2,221.0547 |
2,296.1603 |
2,580.9114 |
|
|
| 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 |
2,810.4850 |
2,332.4460 |
478.0390 |
18.0% |
180.8712 |
6.8% |
69% |
False |
False |
414,236 |
| 10 |
3,099.5680 |
2,163.3160 |
936.2520 |
35.2% |
256.6952 |
9.6% |
53% |
False |
False |
559,998 |
| 20 |
3,566.9500 |
2,163.3160 |
1,403.6340 |
52.8% |
235.1265 |
8.8% |
35% |
False |
False |
476,802 |
| 40 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
87.4% |
239.1470 |
9.0% |
21% |
False |
False |
421,215 |
| 60 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.6% |
276.0663 |
10.4% |
18% |
False |
False |
421,997 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.6% |
270.1779 |
10.2% |
18% |
False |
False |
370,682 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.6% |
269.3654 |
10.1% |
18% |
False |
False |
447,398 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
101.6% |
269.0581 |
10.1% |
18% |
False |
False |
522,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,338.7588 |
|
2.618 |
3,102.7993 |
|
1.618 |
2,958.2163 |
|
1.000 |
2,868.8640 |
|
0.618 |
2,813.6333 |
|
HIGH |
2,724.2810 |
|
0.618 |
2,669.0503 |
|
0.500 |
2,651.9895 |
|
0.382 |
2,634.9287 |
|
LOW |
2,579.6980 |
|
0.618 |
2,490.3457 |
|
1.000 |
2,435.1150 |
|
1.618 |
2,345.7627 |
|
2.618 |
2,201.1797 |
|
4.250 |
1,965.2203 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.6178 |
2,695.0915 |
| PP |
2,654.8037 |
2,683.5383 |
| S1 |
2,651.9895 |
2,671.9852 |
|