Trading Metrics calculated at close of trading on 02-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
4,493.25 |
4,552.00 |
58.75 |
1.3% |
4,389.00 |
High |
4,554.75 |
4,586.00 |
31.25 |
0.7% |
4,446.25 |
Low |
4,474.00 |
4,535.25 |
61.25 |
1.4% |
4,212.75 |
Close |
4,535.00 |
4,577.25 |
42.25 |
0.9% |
4,423.25 |
Range |
80.75 |
50.75 |
-30.00 |
-37.2% |
233.50 |
ATR |
103.08 |
99.36 |
-3.72 |
-3.6% |
0.00 |
Volume |
1,618,163 |
1,624,220 |
6,057 |
0.4% |
13,300,006 |
|
Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,718.50 |
4,698.50 |
4,605.25 |
|
R3 |
4,667.75 |
4,647.75 |
4,591.25 |
|
R2 |
4,617.00 |
4,617.00 |
4,586.50 |
|
R1 |
4,597.00 |
4,597.00 |
4,582.00 |
4,607.00 |
PP |
4,566.25 |
4,566.25 |
4,566.25 |
4,571.00 |
S1 |
4,546.25 |
4,546.25 |
4,572.50 |
4,556.25 |
S2 |
4,515.50 |
4,515.50 |
4,568.00 |
|
S3 |
4,464.75 |
4,495.50 |
4,563.25 |
|
S4 |
4,414.00 |
4,444.75 |
4,549.25 |
|
|
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 |
4,586.00 |
4,263.25 |
322.75 |
7.1% |
112.50 |
2.5% |
97% |
True |
False |
1,927,050 |
10 |
4,594.25 |
4,212.75 |
381.50 |
8.3% |
132.25 |
2.9% |
96% |
False |
False |
2,344,134 |
20 |
4,788.25 |
4,212.75 |
575.50 |
12.6% |
105.50 |
2.3% |
63% |
False |
False |
2,121,404 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.0% |
83.75 |
1.8% |
61% |
False |
False |
1,728,155 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.0% |
77.25 |
1.7% |
61% |
False |
False |
1,158,058 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.0% |
68.25 |
1.5% |
61% |
False |
False |
869,648 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.0% |
68.50 |
1.5% |
61% |
False |
False |
696,157 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.0% |
63.25 |
1.4% |
61% |
False |
False |
580,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,801.75 |
2.618 |
4,718.75 |
1.618 |
4,668.00 |
1.000 |
4,636.75 |
0.618 |
4,617.25 |
HIGH |
4,586.00 |
0.618 |
4,566.50 |
0.500 |
4,560.50 |
0.382 |
4,554.75 |
LOW |
4,535.25 |
0.618 |
4,504.00 |
1.000 |
4,484.50 |
1.618 |
4,453.25 |
2.618 |
4,402.50 |
4.250 |
4,319.50 |
|
|
Fisher Pivots for day following 02-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
4,571.75 |
4,548.50 |
PP |
4,566.25 |
4,519.50 |
S1 |
4,560.50 |
4,490.75 |
|