Trading Metrics calculated at close of trading on 01-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
4,423.50 |
4,493.25 |
69.75 |
1.6% |
4,389.00 |
High |
4,507.75 |
4,554.75 |
47.00 |
1.0% |
4,446.25 |
Low |
4,395.50 |
4,474.00 |
78.50 |
1.8% |
4,212.75 |
Close |
4,504.25 |
4,535.00 |
30.75 |
0.7% |
4,423.25 |
Range |
112.25 |
80.75 |
-31.50 |
-28.1% |
233.50 |
ATR |
104.80 |
103.08 |
-1.72 |
-1.6% |
0.00 |
Volume |
1,846,145 |
1,618,163 |
-227,982 |
-12.3% |
13,300,006 |
|
Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,763.50 |
4,730.00 |
4,579.50 |
|
R3 |
4,682.75 |
4,649.25 |
4,557.25 |
|
R2 |
4,602.00 |
4,602.00 |
4,549.75 |
|
R1 |
4,568.50 |
4,568.50 |
4,542.50 |
4,585.25 |
PP |
4,521.25 |
4,521.25 |
4,521.25 |
4,529.50 |
S1 |
4,487.75 |
4,487.75 |
4,527.50 |
4,504.50 |
S2 |
4,440.50 |
4,440.50 |
4,520.25 |
|
S3 |
4,359.75 |
4,407.00 |
4,512.75 |
|
S4 |
4,279.00 |
4,326.25 |
4,490.50 |
|
|
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 |
4,554.75 |
4,263.25 |
291.50 |
6.4% |
132.75 |
2.9% |
93% |
True |
False |
2,086,827 |
10 |
4,603.00 |
4,212.75 |
390.25 |
8.6% |
135.75 |
3.0% |
83% |
False |
False |
2,381,847 |
20 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
105.25 |
2.3% |
54% |
False |
False |
2,109,833 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
84.50 |
1.9% |
54% |
False |
False |
1,689,571 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
77.00 |
1.7% |
54% |
False |
False |
1,131,075 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
68.00 |
1.5% |
54% |
False |
False |
849,359 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
68.50 |
1.5% |
54% |
False |
False |
679,925 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.1% |
63.25 |
1.4% |
54% |
False |
False |
566,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,898.00 |
2.618 |
4,766.25 |
1.618 |
4,685.50 |
1.000 |
4,635.50 |
0.618 |
4,604.75 |
HIGH |
4,554.75 |
0.618 |
4,524.00 |
0.500 |
4,514.50 |
0.382 |
4,504.75 |
LOW |
4,474.00 |
0.618 |
4,424.00 |
1.000 |
4,393.25 |
1.618 |
4,343.25 |
2.618 |
4,262.50 |
4.250 |
4,130.75 |
|
|
Fisher Pivots for day following 01-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
4,528.00 |
4,493.50 |
PP |
4,521.25 |
4,452.00 |
S1 |
4,514.50 |
4,410.50 |
|