| 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 |
1,936.2 |
1,960.8 |
24.6 |
1.3% |
1,986.6 |
| High |
1,966.5 |
2,025.6 |
59.1 |
3.0% |
2,049.9 |
| Low |
1,892.4 |
1,937.8 |
45.4 |
2.4% |
1,892.4 |
| Close |
1,965.6 |
2,024.4 |
58.8 |
3.0% |
1,965.6 |
| Range |
74.1 |
87.8 |
13.7 |
18.5% |
157.5 |
| ATR |
66.3 |
67.8 |
1.5 |
2.3% |
0.0 |
| Volume |
350,775 |
268,330 |
-82,445 |
-23.5% |
1,941,688 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.3 |
2,229.7 |
2,072.7 |
|
| R3 |
2,171.5 |
2,141.9 |
2,048.5 |
|
| R2 |
2,083.7 |
2,083.7 |
2,040.5 |
|
| R1 |
2,054.1 |
2,054.1 |
2,032.4 |
2,068.9 |
| PP |
1,995.9 |
1,995.9 |
1,995.9 |
2,003.4 |
| S1 |
1,966.3 |
1,966.3 |
2,016.4 |
1,981.1 |
| S2 |
1,908.1 |
1,908.1 |
2,008.3 |
|
| S3 |
1,820.3 |
1,878.5 |
2,000.3 |
|
| S4 |
1,732.5 |
1,790.7 |
1,976.1 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.8 |
2,361.2 |
2,052.2 |
|
| R3 |
2,284.3 |
2,203.7 |
2,008.9 |
|
| R2 |
2,126.8 |
2,126.8 |
1,994.5 |
|
| R1 |
2,046.2 |
2,046.2 |
1,980.0 |
2,007.8 |
| PP |
1,969.3 |
1,969.3 |
1,969.3 |
1,950.1 |
| S1 |
1,888.7 |
1,888.7 |
1,951.2 |
1,850.3 |
| S2 |
1,811.8 |
1,811.8 |
1,936.7 |
|
| S3 |
1,654.3 |
1,731.2 |
1,922.3 |
|
| S4 |
1,496.8 |
1,573.7 |
1,879.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.9 |
1,892.4 |
157.5 |
7.8% |
86.1 |
4.3% |
84% |
False |
False |
336,274 |
| 10 |
2,168.6 |
1,892.4 |
276.2 |
13.6% |
83.3 |
4.1% |
48% |
False |
False |
357,124 |
| 20 |
2,288.6 |
1,892.4 |
396.2 |
19.6% |
67.0 |
3.3% |
33% |
False |
False |
295,672 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.6% |
60.0 |
3.0% |
33% |
False |
False |
235,505 |
| 60 |
2,458.2 |
1,892.4 |
565.8 |
27.9% |
57.4 |
2.8% |
23% |
False |
False |
157,262 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
27.9% |
52.2 |
2.6% |
23% |
False |
False |
117,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.8 |
|
2.618 |
2,255.5 |
|
1.618 |
2,167.7 |
|
1.000 |
2,113.4 |
|
0.618 |
2,079.9 |
|
HIGH |
2,025.6 |
|
0.618 |
1,992.1 |
|
0.500 |
1,981.7 |
|
0.382 |
1,971.3 |
|
LOW |
1,937.8 |
|
0.618 |
1,883.5 |
|
1.000 |
1,850.0 |
|
1.618 |
1,795.7 |
|
2.618 |
1,707.9 |
|
4.250 |
1,564.7 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.2 |
2,002.6 |
| PP |
1,995.9 |
1,980.8 |
| S1 |
1,981.7 |
1,959.0 |
|