| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,015.0 |
2,041.1 |
26.1 |
1.3% |
1,986.6 |
| High |
2,049.2 |
2,058.4 |
9.2 |
0.4% |
2,049.9 |
| Low |
1,992.7 |
2,005.7 |
13.0 |
0.7% |
1,892.4 |
| Close |
2,045.9 |
2,025.0 |
-20.9 |
-1.0% |
1,965.6 |
| Range |
56.5 |
52.7 |
-3.8 |
-6.7% |
157.5 |
| ATR |
67.0 |
66.0 |
-1.0 |
-1.5% |
0.0 |
| Volume |
259,989 |
245,740 |
-14,249 |
-5.5% |
1,941,688 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.8 |
2,159.1 |
2,054.0 |
|
| R3 |
2,135.1 |
2,106.4 |
2,039.5 |
|
| R2 |
2,082.4 |
2,082.4 |
2,034.7 |
|
| R1 |
2,053.7 |
2,053.7 |
2,029.8 |
2,041.7 |
| PP |
2,029.7 |
2,029.7 |
2,029.7 |
2,023.7 |
| S1 |
2,001.0 |
2,001.0 |
2,020.2 |
1,989.0 |
| S2 |
1,977.0 |
1,977.0 |
2,015.3 |
|
| S3 |
1,924.3 |
1,948.3 |
2,010.5 |
|
| S4 |
1,871.6 |
1,895.6 |
1,996.0 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.8 |
2,361.2 |
2,052.2 |
|
| R3 |
2,284.3 |
2,203.7 |
2,008.9 |
|
| R2 |
2,126.8 |
2,126.8 |
1,994.5 |
|
| R1 |
2,046.2 |
2,046.2 |
1,980.0 |
2,007.8 |
| PP |
1,969.3 |
1,969.3 |
1,969.3 |
1,950.1 |
| S1 |
1,888.7 |
1,888.7 |
1,951.2 |
1,850.3 |
| S2 |
1,811.8 |
1,811.8 |
1,936.7 |
|
| S3 |
1,654.3 |
1,731.2 |
1,922.3 |
|
| S4 |
1,496.8 |
1,573.7 |
1,879.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,058.4 |
1,892.4 |
166.0 |
8.2% |
72.4 |
3.6% |
80% |
True |
False |
292,235 |
| 10 |
2,104.3 |
1,892.4 |
211.9 |
10.5% |
80.8 |
4.0% |
63% |
False |
False |
347,081 |
| 20 |
2,276.4 |
1,892.4 |
384.0 |
19.0% |
68.6 |
3.4% |
35% |
False |
False |
300,709 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.6% |
59.0 |
2.9% |
33% |
False |
False |
247,975 |
| 60 |
2,458.2 |
1,892.4 |
565.8 |
27.9% |
57.9 |
2.9% |
23% |
False |
False |
165,684 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
27.9% |
52.8 |
2.6% |
23% |
False |
False |
124,289 |
| 100 |
2,458.2 |
1,892.4 |
565.8 |
27.9% |
50.3 |
2.5% |
23% |
False |
False |
99,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,282.4 |
|
2.618 |
2,196.4 |
|
1.618 |
2,143.7 |
|
1.000 |
2,111.1 |
|
0.618 |
2,091.0 |
|
HIGH |
2,058.4 |
|
0.618 |
2,038.3 |
|
0.500 |
2,032.1 |
|
0.382 |
2,025.8 |
|
LOW |
2,005.7 |
|
0.618 |
1,973.1 |
|
1.000 |
1,953.0 |
|
1.618 |
1,920.4 |
|
2.618 |
1,867.7 |
|
4.250 |
1,781.7 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.1 |
2,016.0 |
| PP |
2,029.7 |
2,007.1 |
| S1 |
2,027.4 |
1,998.1 |
|