| 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 |
1,804.0 |
1,794.5 |
-9.5 |
-0.5% |
1,846.0 |
| High |
1,804.9 |
1,806.0 |
1.1 |
0.1% |
1,860.4 |
| Low |
1,787.8 |
1,792.4 |
4.6 |
0.3% |
1,787.8 |
| Close |
1,792.2 |
1,802.2 |
10.0 |
0.6% |
1,792.2 |
| Range |
17.1 |
13.6 |
-3.5 |
-20.5% |
72.6 |
| ATR |
20.3 |
19.8 |
-0.5 |
-2.3% |
0.0 |
| Volume |
3,273 |
1,679 |
-1,594 |
-48.7% |
12,737 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.0 |
1,835.2 |
1,809.7 |
|
| R3 |
1,827.4 |
1,821.6 |
1,805.9 |
|
| R2 |
1,813.8 |
1,813.8 |
1,804.7 |
|
| R1 |
1,808.0 |
1,808.0 |
1,803.4 |
1,810.9 |
| PP |
1,800.2 |
1,800.2 |
1,800.2 |
1,801.7 |
| S1 |
1,794.4 |
1,794.4 |
1,801.0 |
1,797.3 |
| S2 |
1,786.6 |
1,786.6 |
1,799.7 |
|
| S3 |
1,773.0 |
1,780.8 |
1,798.5 |
|
| S4 |
1,759.4 |
1,767.2 |
1,794.7 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.3 |
1,984.3 |
1,832.1 |
|
| R3 |
1,958.7 |
1,911.7 |
1,812.2 |
|
| R2 |
1,886.1 |
1,886.1 |
1,805.5 |
|
| R1 |
1,839.1 |
1,839.1 |
1,798.9 |
1,826.3 |
| PP |
1,813.5 |
1,813.5 |
1,813.5 |
1,807.1 |
| S1 |
1,766.5 |
1,766.5 |
1,785.5 |
1,753.7 |
| S2 |
1,740.9 |
1,740.9 |
1,778.9 |
|
| S3 |
1,668.3 |
1,693.9 |
1,772.2 |
|
| S4 |
1,595.7 |
1,621.3 |
1,752.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,860.4 |
1,787.8 |
72.6 |
4.0% |
21.8 |
1.2% |
20% |
False |
False |
2,762 |
| 10 |
1,860.4 |
1,787.8 |
72.6 |
4.0% |
19.4 |
1.1% |
20% |
False |
False |
2,231 |
| 20 |
1,860.4 |
1,787.8 |
72.6 |
4.0% |
18.6 |
1.0% |
20% |
False |
False |
2,696 |
| 40 |
1,860.4 |
1,763.2 |
97.2 |
5.4% |
16.8 |
0.9% |
40% |
False |
False |
1,763 |
| 60 |
1,882.5 |
1,763.2 |
119.3 |
6.6% |
18.1 |
1.0% |
33% |
False |
False |
1,367 |
| 80 |
1,882.5 |
1,758.0 |
124.5 |
6.9% |
16.7 |
0.9% |
36% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,863.8 |
|
2.618 |
1,841.6 |
|
1.618 |
1,828.0 |
|
1.000 |
1,819.6 |
|
0.618 |
1,814.4 |
|
HIGH |
1,806.0 |
|
0.618 |
1,800.8 |
|
0.500 |
1,799.2 |
|
0.382 |
1,797.6 |
|
LOW |
1,792.4 |
|
0.618 |
1,784.0 |
|
1.000 |
1,778.8 |
|
1.618 |
1,770.4 |
|
2.618 |
1,756.8 |
|
4.250 |
1,734.6 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.2 |
1,807.2 |
| PP |
1,800.2 |
1,805.5 |
| S1 |
1,799.2 |
1,803.9 |
|