Trading Metrics calculated at close of trading on 31-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1,797.5 |
1,788.5 |
-9.0 |
-0.5% |
1,835.2 |
High |
1,798.4 |
1,798.9 |
0.5 |
0.0% |
1,854.2 |
Low |
1,778.8 |
1,785.1 |
6.3 |
0.4% |
1,778.8 |
Close |
1,784.9 |
1,795.0 |
10.1 |
0.6% |
1,784.9 |
Range |
19.6 |
13.8 |
-5.8 |
-29.6% |
75.4 |
ATR |
22.3 |
21.7 |
-0.6 |
-2.7% |
0.0 |
Volume |
28,521 |
1,735 |
-26,786 |
-93.9% |
936,714 |
|
Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.4 |
1,828.5 |
1,802.6 |
|
R3 |
1,820.6 |
1,814.7 |
1,798.8 |
|
R2 |
1,806.8 |
1,806.8 |
1,797.5 |
|
R1 |
1,800.9 |
1,800.9 |
1,796.3 |
1,803.9 |
PP |
1,793.0 |
1,793.0 |
1,793.0 |
1,794.5 |
S1 |
1,787.1 |
1,787.1 |
1,793.7 |
1,790.1 |
S2 |
1,779.2 |
1,779.2 |
1,792.5 |
|
S3 |
1,765.4 |
1,773.3 |
1,791.2 |
|
S4 |
1,751.6 |
1,759.5 |
1,787.4 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.2 |
1,983.9 |
1,826.4 |
|
R3 |
1,956.8 |
1,908.5 |
1,805.6 |
|
R2 |
1,881.4 |
1,881.4 |
1,798.7 |
|
R1 |
1,833.1 |
1,833.1 |
1,791.8 |
1,819.6 |
PP |
1,806.0 |
1,806.0 |
1,806.0 |
1,799.2 |
S1 |
1,757.7 |
1,757.7 |
1,778.0 |
1,744.2 |
S2 |
1,730.6 |
1,730.6 |
1,771.1 |
|
S3 |
1,655.2 |
1,682.3 |
1,764.2 |
|
S4 |
1,579.8 |
1,606.9 |
1,743.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,854.2 |
1,778.8 |
75.4 |
4.2% |
24.0 |
1.3% |
21% |
False |
False |
138,824 |
10 |
1,854.2 |
1,778.8 |
75.4 |
4.2% |
21.6 |
1.2% |
21% |
False |
False |
207,899 |
20 |
1,854.2 |
1,778.8 |
75.4 |
4.2% |
20.9 |
1.2% |
21% |
False |
False |
200,328 |
40 |
1,854.2 |
1,753.0 |
101.2 |
5.6% |
19.4 |
1.1% |
42% |
False |
False |
163,371 |
60 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
21.7 |
1.2% |
33% |
False |
False |
140,272 |
80 |
1,881.9 |
1,752.1 |
129.8 |
7.2% |
21.6 |
1.2% |
33% |
False |
False |
106,667 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.0 |
1.2% |
45% |
False |
False |
86,044 |
120 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
21.6 |
1.2% |
45% |
False |
False |
71,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.6 |
2.618 |
1,835.0 |
1.618 |
1,821.2 |
1.000 |
1,812.7 |
0.618 |
1,807.4 |
HIGH |
1,798.9 |
0.618 |
1,793.6 |
0.500 |
1,792.0 |
0.382 |
1,790.4 |
LOW |
1,785.1 |
0.618 |
1,776.6 |
1.000 |
1,771.3 |
1.618 |
1,762.8 |
2.618 |
1,749.0 |
4.250 |
1,726.5 |
|
|
Fisher Pivots for day following 31-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1,794.0 |
1,800.1 |
PP |
1,793.0 |
1,798.4 |
S1 |
1,792.0 |
1,796.7 |
|