| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1,807.4 |
1,809.8 |
2.4 |
0.1% |
1,846.0 |
| High |
1,817.2 |
1,814.0 |
-3.2 |
-0.2% |
1,860.4 |
| Low |
1,801.8 |
1,794.9 |
-6.9 |
-0.4% |
1,787.8 |
| Close |
1,816.1 |
1,810.1 |
-6.0 |
-0.3% |
1,792.2 |
| Range |
15.4 |
19.1 |
3.7 |
24.0% |
72.6 |
| ATR |
19.0 |
19.2 |
0.2 |
0.8% |
0.0 |
| Volume |
642 |
910 |
268 |
41.7% |
12,737 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.6 |
1,856.0 |
1,820.6 |
|
| R3 |
1,844.5 |
1,836.9 |
1,815.4 |
|
| R2 |
1,825.4 |
1,825.4 |
1,813.6 |
|
| R1 |
1,817.8 |
1,817.8 |
1,811.9 |
1,821.6 |
| PP |
1,806.3 |
1,806.3 |
1,806.3 |
1,808.3 |
| S1 |
1,798.7 |
1,798.7 |
1,808.3 |
1,802.5 |
| S2 |
1,787.2 |
1,787.2 |
1,806.6 |
|
| S3 |
1,768.1 |
1,779.6 |
1,804.8 |
|
| S4 |
1,749.0 |
1,760.5 |
1,799.6 |
|
|
| 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 |
1,817.2 |
1,787.8 |
29.4 |
1.6% |
15.5 |
0.9% |
76% |
False |
False |
1,771 |
| 10 |
1,860.4 |
1,787.8 |
72.6 |
4.0% |
18.2 |
1.0% |
31% |
False |
False |
1,900 |
| 20 |
1,860.4 |
1,787.8 |
72.6 |
4.0% |
17.6 |
1.0% |
31% |
False |
False |
2,426 |
| 40 |
1,860.4 |
1,763.2 |
97.2 |
5.4% |
16.9 |
0.9% |
48% |
False |
False |
1,797 |
| 60 |
1,882.5 |
1,763.2 |
119.3 |
6.6% |
17.8 |
1.0% |
39% |
False |
False |
1,385 |
| 80 |
1,882.5 |
1,763.2 |
119.3 |
6.6% |
16.8 |
0.9% |
39% |
False |
False |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.2 |
|
2.618 |
1,864.0 |
|
1.618 |
1,844.9 |
|
1.000 |
1,833.1 |
|
0.618 |
1,825.8 |
|
HIGH |
1,814.0 |
|
0.618 |
1,806.7 |
|
0.500 |
1,804.5 |
|
0.382 |
1,802.2 |
|
LOW |
1,794.9 |
|
0.618 |
1,783.1 |
|
1.000 |
1,775.8 |
|
1.618 |
1,764.0 |
|
2.618 |
1,744.9 |
|
4.250 |
1,713.7 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.2 |
1,808.8 |
| PP |
1,806.3 |
1,807.4 |
| S1 |
1,804.5 |
1,806.1 |
|