| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,025.0 |
1,998.4 |
-26.6 |
-1.3% |
1,960.8 |
| High |
2,025.6 |
2,014.1 |
-11.5 |
-0.6% |
2,058.4 |
| Low |
1,983.0 |
1,956.8 |
-26.2 |
-1.3% |
1,937.8 |
| Close |
1,986.4 |
1,996.9 |
10.5 |
0.5% |
1,996.9 |
| Range |
42.6 |
57.3 |
14.7 |
34.5% |
120.6 |
| ATR |
64.3 |
63.8 |
-0.5 |
-0.8% |
0.0 |
| Volume |
258,203 |
236,037 |
-22,166 |
-8.6% |
1,268,299 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.2 |
2,136.3 |
2,028.4 |
|
| R3 |
2,103.9 |
2,079.0 |
2,012.7 |
|
| R2 |
2,046.6 |
2,046.6 |
2,007.4 |
|
| R1 |
2,021.7 |
2,021.7 |
2,002.2 |
2,005.5 |
| PP |
1,989.3 |
1,989.3 |
1,989.3 |
1,981.2 |
| S1 |
1,964.4 |
1,964.4 |
1,991.6 |
1,948.2 |
| S2 |
1,932.0 |
1,932.0 |
1,986.4 |
|
| S3 |
1,874.7 |
1,907.1 |
1,981.1 |
|
| S4 |
1,817.4 |
1,849.8 |
1,965.4 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.5 |
2,298.8 |
2,063.2 |
|
| R3 |
2,238.9 |
2,178.2 |
2,030.1 |
|
| R2 |
2,118.3 |
2,118.3 |
2,019.0 |
|
| R1 |
2,057.6 |
2,057.6 |
2,008.0 |
2,088.0 |
| PP |
1,997.7 |
1,997.7 |
1,997.7 |
2,012.9 |
| S1 |
1,937.0 |
1,937.0 |
1,985.8 |
1,967.4 |
| S2 |
1,877.1 |
1,877.1 |
1,974.8 |
|
| S3 |
1,756.5 |
1,816.4 |
1,963.7 |
|
| S4 |
1,635.9 |
1,695.8 |
1,930.6 |
|
|
| 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 |
1,937.8 |
120.6 |
6.0% |
59.4 |
3.0% |
49% |
False |
False |
253,659 |
| 10 |
2,058.4 |
1,892.4 |
166.0 |
8.3% |
75.2 |
3.8% |
63% |
False |
False |
320,998 |
| 20 |
2,219.8 |
1,892.4 |
327.4 |
16.4% |
66.8 |
3.3% |
32% |
False |
False |
299,621 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.8% |
58.8 |
2.9% |
26% |
False |
False |
259,878 |
| 60 |
2,428.7 |
1,892.4 |
536.3 |
26.9% |
58.0 |
2.9% |
19% |
False |
False |
173,915 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
28.3% |
53.1 |
2.7% |
18% |
False |
False |
130,465 |
| 100 |
2,458.2 |
1,892.4 |
565.8 |
28.3% |
50.6 |
2.5% |
18% |
False |
False |
104,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.6 |
|
2.618 |
2,164.1 |
|
1.618 |
2,106.8 |
|
1.000 |
2,071.4 |
|
0.618 |
2,049.5 |
|
HIGH |
2,014.1 |
|
0.618 |
1,992.2 |
|
0.500 |
1,985.5 |
|
0.382 |
1,978.7 |
|
LOW |
1,956.8 |
|
0.618 |
1,921.4 |
|
1.000 |
1,899.5 |
|
1.618 |
1,864.1 |
|
2.618 |
1,806.8 |
|
4.250 |
1,713.3 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.1 |
2,007.6 |
| PP |
1,989.3 |
2,004.0 |
| S1 |
1,985.5 |
2,000.5 |
|