| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
4,142.0 |
4,089.0 |
-53.0 |
-1.3% |
4,163.0 |
| High |
4,169.0 |
4,126.0 |
-43.0 |
-1.0% |
4,250.0 |
| Low |
4,056.0 |
4,063.5 |
7.5 |
0.2% |
4,056.0 |
| Close |
4,071.5 |
4,115.5 |
44.0 |
1.1% |
4,071.5 |
| Range |
113.0 |
62.5 |
-50.5 |
-44.7% |
194.0 |
| ATR |
91.0 |
89.0 |
-2.0 |
-2.2% |
0.0 |
| Volume |
1,031,345 |
618,803 |
-412,542 |
-40.0% |
4,081,524 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,289.2 |
4,264.8 |
4,149.9 |
|
| R3 |
4,226.7 |
4,202.3 |
4,132.7 |
|
| R2 |
4,164.2 |
4,164.2 |
4,127.0 |
|
| R1 |
4,139.8 |
4,139.8 |
4,121.2 |
4,152.0 |
| PP |
4,101.7 |
4,101.7 |
4,101.7 |
4,107.8 |
| S1 |
4,077.3 |
4,077.3 |
4,109.8 |
4,089.5 |
| S2 |
4,039.2 |
4,039.2 |
4,104.0 |
|
| S3 |
3,976.7 |
4,014.8 |
4,098.3 |
|
| S4 |
3,914.2 |
3,952.3 |
4,081.1 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,707.8 |
4,583.7 |
4,178.2 |
|
| R3 |
4,513.8 |
4,389.7 |
4,124.9 |
|
| R2 |
4,319.8 |
4,319.8 |
4,107.1 |
|
| R1 |
4,195.7 |
4,195.7 |
4,089.3 |
4,160.8 |
| PP |
4,125.8 |
4,125.8 |
4,125.8 |
4,108.4 |
| S1 |
4,001.7 |
4,001.7 |
4,053.7 |
3,966.8 |
| S2 |
3,931.8 |
3,931.8 |
4,035.9 |
|
| S3 |
3,737.8 |
3,807.7 |
4,018.2 |
|
| S4 |
3,543.8 |
3,613.7 |
3,964.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,250.0 |
4,056.0 |
194.0 |
4.7% |
76.6 |
1.9% |
31% |
False |
False |
745,520 |
| 10 |
4,250.0 |
4,027.5 |
222.5 |
5.4% |
94.5 |
2.3% |
40% |
False |
False |
883,506 |
| 20 |
4,324.5 |
3,990.5 |
334.0 |
8.1% |
88.4 |
2.1% |
37% |
False |
False |
836,557 |
| 40 |
4,381.5 |
3,990.5 |
391.0 |
9.5% |
74.0 |
1.8% |
32% |
False |
False |
716,066 |
| 60 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
71.5 |
1.7% |
33% |
False |
False |
492,616 |
| 80 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
60.4 |
1.5% |
33% |
False |
False |
370,417 |
| 100 |
4,392.5 |
3,935.0 |
457.5 |
11.1% |
59.1 |
1.4% |
39% |
False |
False |
296,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,391.6 |
|
2.618 |
4,289.6 |
|
1.618 |
4,227.1 |
|
1.000 |
4,188.5 |
|
0.618 |
4,164.6 |
|
HIGH |
4,126.0 |
|
0.618 |
4,102.1 |
|
0.500 |
4,094.8 |
|
0.382 |
4,087.4 |
|
LOW |
4,063.5 |
|
0.618 |
4,024.9 |
|
1.000 |
4,001.0 |
|
1.618 |
3,962.4 |
|
2.618 |
3,899.9 |
|
4.250 |
3,797.9 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,108.6 |
4,133.3 |
| PP |
4,101.7 |
4,127.3 |
| S1 |
4,094.8 |
4,121.4 |
|