| 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 |
14,152.00 |
14,442.00 |
290.00 |
2.0% |
14,389.75 |
| High |
14,439.00 |
14,915.00 |
476.00 |
3.3% |
14,634.00 |
| Low |
13,836.25 |
14,357.25 |
521.00 |
3.8% |
13,708.25 |
| Close |
14,433.50 |
14,906.00 |
472.50 |
3.3% |
14,433.50 |
| Range |
602.75 |
557.75 |
-45.00 |
-7.5% |
925.75 |
| ATR |
462.42 |
469.23 |
6.81 |
1.5% |
0.00 |
| Volume |
3,228 |
1,773 |
-1,455 |
-45.1% |
14,332 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,399.25 |
16,210.50 |
15,212.75 |
|
| R3 |
15,841.50 |
15,652.75 |
15,059.50 |
|
| R2 |
15,283.75 |
15,283.75 |
15,008.25 |
|
| R1 |
15,095.00 |
15,095.00 |
14,957.25 |
15,189.50 |
| PP |
14,726.00 |
14,726.00 |
14,726.00 |
14,773.25 |
| S1 |
14,537.25 |
14,537.25 |
14,854.75 |
14,631.50 |
| S2 |
14,168.25 |
14,168.25 |
14,803.75 |
|
| S3 |
13,610.50 |
13,979.50 |
14,752.50 |
|
| S4 |
13,052.75 |
13,421.75 |
14,599.25 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,035.75 |
16,660.50 |
14,942.75 |
|
| R3 |
16,110.00 |
15,734.75 |
14,688.00 |
|
| R2 |
15,184.25 |
15,184.25 |
14,603.25 |
|
| R1 |
14,809.00 |
14,809.00 |
14,518.25 |
14,996.50 |
| PP |
14,258.50 |
14,258.50 |
14,258.50 |
14,352.50 |
| S1 |
13,883.25 |
13,883.25 |
14,348.75 |
14,071.00 |
| S2 |
13,332.75 |
13,332.75 |
14,263.75 |
|
| S3 |
12,407.00 |
12,957.50 |
14,179.00 |
|
| S4 |
11,481.25 |
12,031.75 |
13,924.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,915.00 |
13,836.25 |
1,078.75 |
7.2% |
602.25 |
4.0% |
99% |
True |
False |
2,418 |
| 10 |
15,646.75 |
13,708.25 |
1,938.50 |
13.0% |
584.75 |
3.9% |
62% |
False |
False |
2,338 |
| 20 |
16,558.75 |
13,708.25 |
2,850.50 |
19.1% |
477.75 |
3.2% |
42% |
False |
False |
2,042 |
| 40 |
16,654.00 |
13,708.25 |
2,945.75 |
19.8% |
398.75 |
2.7% |
41% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,285.50 |
|
2.618 |
16,375.25 |
|
1.618 |
15,817.50 |
|
1.000 |
15,472.75 |
|
0.618 |
15,259.75 |
|
HIGH |
14,915.00 |
|
0.618 |
14,702.00 |
|
0.500 |
14,636.00 |
|
0.382 |
14,570.25 |
|
LOW |
14,357.25 |
|
0.618 |
14,012.50 |
|
1.000 |
13,799.50 |
|
1.618 |
13,454.75 |
|
2.618 |
12,897.00 |
|
4.250 |
11,986.75 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,816.00 |
14,729.25 |
| PP |
14,726.00 |
14,552.50 |
| S1 |
14,636.00 |
14,375.50 |
|