| 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 |
1,998.4 |
1,996.6 |
-1.8 |
-0.1% |
1,960.8 |
| High |
2,014.1 |
2,024.3 |
10.2 |
0.5% |
2,058.4 |
| Low |
1,956.8 |
1,980.0 |
23.2 |
1.2% |
1,937.8 |
| Close |
1,996.9 |
2,007.3 |
10.4 |
0.5% |
1,996.9 |
| Range |
57.3 |
44.3 |
-13.0 |
-22.7% |
120.6 |
| ATR |
63.8 |
62.4 |
-1.4 |
-2.2% |
0.0 |
| Volume |
236,037 |
185,338 |
-50,699 |
-21.5% |
1,268,299 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.8 |
2,116.3 |
2,031.7 |
|
| R3 |
2,092.5 |
2,072.0 |
2,019.5 |
|
| R2 |
2,048.2 |
2,048.2 |
2,015.4 |
|
| R1 |
2,027.7 |
2,027.7 |
2,011.4 |
2,038.0 |
| PP |
2,003.9 |
2,003.9 |
2,003.9 |
2,009.0 |
| S1 |
1,983.4 |
1,983.4 |
2,003.2 |
1,993.7 |
| S2 |
1,959.6 |
1,959.6 |
1,999.2 |
|
| S3 |
1,915.3 |
1,939.1 |
1,995.1 |
|
| S4 |
1,871.0 |
1,894.8 |
1,982.9 |
|
|
| 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 |
1,956.8 |
101.6 |
5.1% |
50.7 |
2.5% |
50% |
False |
False |
237,061 |
| 10 |
2,058.4 |
1,892.4 |
166.0 |
8.3% |
68.4 |
3.4% |
69% |
False |
False |
286,667 |
| 20 |
2,209.3 |
1,892.4 |
316.9 |
15.8% |
66.7 |
3.3% |
36% |
False |
False |
297,364 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.7% |
58.4 |
2.9% |
29% |
False |
False |
262,180 |
| 60 |
2,425.1 |
1,892.4 |
532.7 |
26.5% |
57.9 |
2.9% |
22% |
False |
False |
177,001 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
28.2% |
53.4 |
2.7% |
20% |
False |
False |
132,776 |
| 100 |
2,458.2 |
1,892.4 |
565.8 |
28.2% |
50.7 |
2.5% |
20% |
False |
False |
106,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.6 |
|
2.618 |
2,140.3 |
|
1.618 |
2,096.0 |
|
1.000 |
2,068.6 |
|
0.618 |
2,051.7 |
|
HIGH |
2,024.3 |
|
0.618 |
2,007.4 |
|
0.500 |
2,002.2 |
|
0.382 |
1,996.9 |
|
LOW |
1,980.0 |
|
0.618 |
1,952.6 |
|
1.000 |
1,935.7 |
|
1.618 |
1,908.3 |
|
2.618 |
1,864.0 |
|
4.250 |
1,791.7 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.6 |
2,001.9 |
| PP |
2,003.9 |
1,996.6 |
| S1 |
2,002.2 |
1,991.2 |
|