| 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 |
2,041.1 |
2,025.0 |
-16.1 |
-0.8% |
1,986.6 |
| High |
2,058.4 |
2,025.6 |
-32.8 |
-1.6% |
2,049.9 |
| Low |
2,005.7 |
1,983.0 |
-22.7 |
-1.1% |
1,892.4 |
| Close |
2,025.0 |
1,986.4 |
-38.6 |
-1.9% |
1,965.6 |
| Range |
52.7 |
42.6 |
-10.1 |
-19.2% |
157.5 |
| ATR |
66.0 |
64.3 |
-1.7 |
-2.5% |
0.0 |
| Volume |
245,740 |
258,203 |
12,463 |
5.1% |
1,941,688 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.1 |
2,098.9 |
2,009.8 |
|
| R3 |
2,083.5 |
2,056.3 |
1,998.1 |
|
| R2 |
2,040.9 |
2,040.9 |
1,994.2 |
|
| R1 |
2,013.7 |
2,013.7 |
1,990.3 |
2,006.0 |
| PP |
1,998.3 |
1,998.3 |
1,998.3 |
1,994.5 |
| S1 |
1,971.1 |
1,971.1 |
1,982.5 |
1,963.4 |
| S2 |
1,955.7 |
1,955.7 |
1,978.6 |
|
| S3 |
1,913.1 |
1,928.5 |
1,974.7 |
|
| S4 |
1,870.5 |
1,885.9 |
1,963.0 |
|
|
| 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 |
8.4% |
62.7 |
3.2% |
57% |
False |
False |
276,607 |
| 10 |
2,058.4 |
1,892.4 |
166.0 |
8.4% |
75.7 |
3.8% |
57% |
False |
False |
343,247 |
| 20 |
2,220.5 |
1,892.4 |
328.1 |
16.5% |
66.3 |
3.3% |
29% |
False |
False |
301,211 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.9% |
58.2 |
2.9% |
24% |
False |
False |
254,285 |
| 60 |
2,439.3 |
1,892.4 |
546.9 |
27.5% |
57.6 |
2.9% |
17% |
False |
False |
169,983 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
28.5% |
52.9 |
2.7% |
17% |
False |
False |
127,515 |
| 100 |
2,458.2 |
1,892.4 |
565.8 |
28.5% |
50.5 |
2.5% |
17% |
False |
False |
102,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.7 |
|
2.618 |
2,137.1 |
|
1.618 |
2,094.5 |
|
1.000 |
2,068.2 |
|
0.618 |
2,051.9 |
|
HIGH |
2,025.6 |
|
0.618 |
2,009.3 |
|
0.500 |
2,004.3 |
|
0.382 |
1,999.3 |
|
LOW |
1,983.0 |
|
0.618 |
1,956.7 |
|
1.000 |
1,940.4 |
|
1.618 |
1,914.1 |
|
2.618 |
1,871.5 |
|
4.250 |
1,802.0 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.3 |
2,020.7 |
| PP |
1,998.3 |
2,009.3 |
| S1 |
1,992.4 |
1,997.8 |
|