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 |
4,163.5 |
4,163.0 |
-0.5 |
0.0% |
4,183.5 |
High |
4,175.0 |
4,199.5 |
24.5 |
0.6% |
4,215.5 |
Low |
4,060.5 |
4,123.0 |
62.5 |
1.5% |
3,990.5 |
Close |
4,127.0 |
4,143.0 |
16.0 |
0.4% |
4,127.0 |
Range |
114.5 |
76.5 |
-38.0 |
-33.2% |
225.0 |
ATR |
92.2 |
91.1 |
-1.1 |
-1.2% |
0.0 |
Volume |
1,024,617 |
972,726 |
-51,891 |
-5.1% |
5,718,967 |
|
Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,384.7 |
4,340.3 |
4,185.1 |
|
R3 |
4,308.2 |
4,263.8 |
4,164.0 |
|
R2 |
4,231.7 |
4,231.7 |
4,157.0 |
|
R1 |
4,187.3 |
4,187.3 |
4,150.0 |
4,171.3 |
PP |
4,155.2 |
4,155.2 |
4,155.2 |
4,147.1 |
S1 |
4,110.8 |
4,110.8 |
4,136.0 |
4,094.8 |
S2 |
4,078.7 |
4,078.7 |
4,129.0 |
|
S3 |
4,002.2 |
4,034.3 |
4,122.0 |
|
S4 |
3,925.7 |
3,957.8 |
4,100.9 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,786.0 |
4,681.5 |
4,250.8 |
|
R3 |
4,561.0 |
4,456.5 |
4,188.9 |
|
R2 |
4,336.0 |
4,336.0 |
4,168.3 |
|
R1 |
4,231.5 |
4,231.5 |
4,147.6 |
4,171.3 |
PP |
4,111.0 |
4,111.0 |
4,111.0 |
4,080.9 |
S1 |
4,006.5 |
4,006.5 |
4,106.4 |
3,946.3 |
S2 |
3,886.0 |
3,886.0 |
4,085.8 |
|
S3 |
3,661.0 |
3,781.5 |
4,065.1 |
|
S4 |
3,436.0 |
3,556.5 |
4,003.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,199.5 |
4,027.5 |
172.0 |
4.2% |
112.4 |
2.7% |
67% |
True |
False |
1,021,492 |
10 |
4,298.5 |
3,990.5 |
308.0 |
7.4% |
108.5 |
2.6% |
50% |
False |
False |
992,895 |
20 |
4,381.5 |
3,990.5 |
391.0 |
9.4% |
84.1 |
2.0% |
39% |
False |
False |
791,780 |
40 |
4,381.5 |
3,990.5 |
391.0 |
9.4% |
75.1 |
1.8% |
39% |
False |
False |
640,662 |
60 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
67.4 |
1.6% |
40% |
False |
False |
430,655 |
80 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
58.2 |
1.4% |
40% |
False |
False |
323,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,524.6 |
2.618 |
4,399.8 |
1.618 |
4,323.3 |
1.000 |
4,276.0 |
0.618 |
4,246.8 |
HIGH |
4,199.5 |
0.618 |
4,170.3 |
0.500 |
4,161.3 |
0.382 |
4,152.2 |
LOW |
4,123.0 |
0.618 |
4,075.7 |
1.000 |
4,046.5 |
1.618 |
3,999.2 |
2.618 |
3,922.7 |
4.250 |
3,797.9 |
|
|
Fisher Pivots for day following 31-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,161.3 |
4,133.2 |
PP |
4,155.2 |
4,123.3 |
S1 |
4,149.1 |
4,113.5 |
|