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 |
1,795.4 |
1,800.9 |
5.5 |
0.3% |
1,837.5 |
High |
1,803.2 |
1,812.4 |
9.2 |
0.5% |
1,858.4 |
Low |
1,788.9 |
1,800.0 |
11.1 |
0.6% |
1,783.8 |
Close |
1,799.2 |
1,804.3 |
5.1 |
0.3% |
1,789.3 |
Range |
14.3 |
12.4 |
-1.9 |
-13.3% |
74.6 |
ATR |
21.0 |
20.4 |
-0.6 |
-2.6% |
0.0 |
Volume |
7,656 |
3,204 |
-4,452 |
-58.2% |
35,254 |
|
Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.8 |
1,835.9 |
1,811.1 |
|
R3 |
1,830.4 |
1,823.5 |
1,807.7 |
|
R2 |
1,818.0 |
1,818.0 |
1,806.6 |
|
R1 |
1,811.1 |
1,811.1 |
1,805.4 |
1,814.6 |
PP |
1,805.6 |
1,805.6 |
1,805.6 |
1,807.3 |
S1 |
1,798.7 |
1,798.7 |
1,803.2 |
1,802.2 |
S2 |
1,793.2 |
1,793.2 |
1,802.0 |
|
S3 |
1,780.8 |
1,786.3 |
1,800.9 |
|
S4 |
1,768.4 |
1,773.9 |
1,797.5 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.3 |
1,986.4 |
1,830.3 |
|
R3 |
1,959.7 |
1,911.8 |
1,809.8 |
|
R2 |
1,885.1 |
1,885.1 |
1,803.0 |
|
R1 |
1,837.2 |
1,837.2 |
1,796.1 |
1,823.9 |
PP |
1,810.5 |
1,810.5 |
1,810.5 |
1,803.8 |
S1 |
1,762.6 |
1,762.6 |
1,782.5 |
1,749.3 |
S2 |
1,735.9 |
1,735.9 |
1,775.6 |
|
S3 |
1,661.3 |
1,688.0 |
1,768.8 |
|
S4 |
1,586.7 |
1,613.4 |
1,748.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,854.5 |
1,783.8 |
70.7 |
3.9% |
21.9 |
1.2% |
29% |
False |
False |
7,576 |
10 |
1,858.4 |
1,783.8 |
74.6 |
4.1% |
20.2 |
1.1% |
27% |
False |
False |
6,357 |
20 |
1,858.4 |
1,783.8 |
74.6 |
4.1% |
18.9 |
1.0% |
27% |
False |
False |
6,573 |
40 |
1,858.4 |
1,757.6 |
100.8 |
5.6% |
18.2 |
1.0% |
46% |
False |
False |
4,117 |
60 |
1,883.2 |
1,757.6 |
125.6 |
7.0% |
20.4 |
1.1% |
37% |
False |
False |
3,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.1 |
2.618 |
1,844.9 |
1.618 |
1,832.5 |
1.000 |
1,824.8 |
0.618 |
1,820.1 |
HIGH |
1,812.4 |
0.618 |
1,807.7 |
0.500 |
1,806.2 |
0.382 |
1,804.7 |
LOW |
1,800.0 |
0.618 |
1,792.3 |
1.000 |
1,787.6 |
1.618 |
1,779.9 |
2.618 |
1,767.5 |
4.250 |
1,747.3 |
|
|
Fisher Pivots for day following 01-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1,806.2 |
1,802.2 |
PP |
1,805.6 |
1,800.2 |
S1 |
1,804.9 |
1,798.1 |
|