Trading Metrics calculated at close of trading on 31-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
4,348.00 |
4,423.50 |
75.50 |
1.7% |
4,389.00 |
High |
4,426.00 |
4,507.75 |
81.75 |
1.8% |
4,446.25 |
Low |
4,266.25 |
4,395.50 |
129.25 |
3.0% |
4,212.75 |
Close |
4,423.25 |
4,504.25 |
81.00 |
1.8% |
4,423.25 |
Range |
159.75 |
112.25 |
-47.50 |
-29.7% |
233.50 |
ATR |
104.23 |
104.80 |
0.57 |
0.5% |
0.00 |
Volume |
2,251,268 |
1,846,145 |
-405,123 |
-18.0% |
13,300,006 |
|
Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.00 |
4,767.25 |
4,566.00 |
|
R3 |
4,693.75 |
4,655.00 |
4,535.00 |
|
R2 |
4,581.50 |
4,581.50 |
4,524.75 |
|
R1 |
4,542.75 |
4,542.75 |
4,514.50 |
4,562.00 |
PP |
4,469.25 |
4,469.25 |
4,469.25 |
4,478.75 |
S1 |
4,430.50 |
4,430.50 |
4,494.00 |
4,450.00 |
S2 |
4,357.00 |
4,357.00 |
4,483.75 |
|
S3 |
4,244.75 |
4,318.25 |
4,473.50 |
|
S4 |
4,132.50 |
4,206.00 |
4,442.50 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,061.25 |
4,975.75 |
4,551.75 |
|
R3 |
4,827.75 |
4,742.25 |
4,487.50 |
|
R2 |
4,594.25 |
4,594.25 |
4,466.00 |
|
R1 |
4,508.75 |
4,508.75 |
4,444.75 |
4,551.50 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,382.00 |
S1 |
4,275.25 |
4,275.25 |
4,401.75 |
4,318.00 |
S2 |
4,127.25 |
4,127.25 |
4,380.50 |
|
S3 |
3,893.75 |
4,041.75 |
4,359.00 |
|
S4 |
3,660.25 |
3,808.25 |
4,294.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,507.75 |
4,263.25 |
244.50 |
5.4% |
142.50 |
3.2% |
99% |
True |
False |
2,259,873 |
10 |
4,671.75 |
4,212.75 |
459.00 |
10.2% |
138.75 |
3.1% |
64% |
False |
False |
2,446,854 |
20 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
103.50 |
2.3% |
49% |
False |
False |
2,095,043 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
85.25 |
1.9% |
49% |
False |
False |
1,650,903 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
76.00 |
1.7% |
49% |
False |
False |
1,104,304 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
67.75 |
1.5% |
49% |
False |
False |
829,167 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
68.25 |
1.5% |
49% |
False |
False |
663,745 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.2% |
62.75 |
1.4% |
49% |
False |
False |
553,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,984.75 |
2.618 |
4,801.50 |
1.618 |
4,689.25 |
1.000 |
4,620.00 |
0.618 |
4,577.00 |
HIGH |
4,507.75 |
0.618 |
4,464.75 |
0.500 |
4,451.50 |
0.382 |
4,438.50 |
LOW |
4,395.50 |
0.618 |
4,326.25 |
1.000 |
4,283.25 |
1.618 |
4,214.00 |
2.618 |
4,101.75 |
4.250 |
3,918.50 |
|
|
Fisher Pivots for day following 31-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
4,486.75 |
4,464.75 |
PP |
4,469.25 |
4,425.00 |
S1 |
4,451.50 |
4,385.50 |
|