Trading Metrics calculated at close of trading on 04-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1987 |
04-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,931.90 |
1,992.70 |
60.80 |
3.1% |
1,944.80 |
High |
1,951.30 |
2,030.00 |
78.70 |
4.0% |
1,966.20 |
Low |
1,912.60 |
1,950.80 |
38.20 |
2.0% |
1,912.60 |
Close |
1,938.80 |
2,015.30 |
76.50 |
3.9% |
1,938.80 |
Range |
38.70 |
79.20 |
40.50 |
104.7% |
53.60 |
ATR |
59.71 |
61.96 |
2.25 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,236.30 |
2,205.00 |
2,058.86 |
|
R3 |
2,157.10 |
2,125.80 |
2,037.08 |
|
R2 |
2,077.90 |
2,077.90 |
2,029.82 |
|
R1 |
2,046.60 |
2,046.60 |
2,022.56 |
2,062.25 |
PP |
1,998.70 |
1,998.70 |
1,998.70 |
2,006.53 |
S1 |
1,967.40 |
1,967.40 |
2,008.04 |
1,983.05 |
S2 |
1,919.50 |
1,919.50 |
2,000.78 |
|
S3 |
1,840.30 |
1,888.20 |
1,993.52 |
|
S4 |
1,761.10 |
1,809.00 |
1,971.74 |
|
|
Weekly Pivots for week ending 01-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.00 |
2,073.00 |
1,968.28 |
|
R3 |
2,046.40 |
2,019.40 |
1,953.54 |
|
R2 |
1,992.80 |
1,992.80 |
1,948.63 |
|
R1 |
1,965.80 |
1,965.80 |
1,943.71 |
1,952.50 |
PP |
1,939.20 |
1,939.20 |
1,939.20 |
1,932.55 |
S1 |
1,912.20 |
1,912.20 |
1,933.89 |
1,898.90 |
S2 |
1,885.60 |
1,885.60 |
1,928.97 |
|
S3 |
1,832.00 |
1,858.60 |
1,924.06 |
|
S4 |
1,778.40 |
1,805.00 |
1,909.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,030.00 |
1,912.60 |
117.40 |
5.8% |
47.28 |
2.3% |
87% |
True |
False |
|
10 |
2,030.00 |
1,912.60 |
117.40 |
5.8% |
46.33 |
2.3% |
87% |
True |
False |
|
20 |
2,030.00 |
1,733.90 |
296.10 |
14.7% |
56.91 |
2.8% |
95% |
True |
False |
|
40 |
2,030.00 |
1,733.90 |
296.10 |
14.7% |
58.26 |
2.9% |
95% |
True |
False |
|
60 |
2,561.40 |
1,616.20 |
945.20 |
46.9% |
84.71 |
4.2% |
42% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
51.9% |
77.68 |
3.9% |
38% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
73.65 |
3.7% |
35% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
68.87 |
3.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,366.60 |
2.618 |
2,237.35 |
1.618 |
2,158.15 |
1.000 |
2,109.20 |
0.618 |
2,078.95 |
HIGH |
2,030.00 |
0.618 |
1,999.75 |
0.500 |
1,990.40 |
0.382 |
1,981.05 |
LOW |
1,950.80 |
0.618 |
1,901.85 |
1.000 |
1,871.60 |
1.618 |
1,822.65 |
2.618 |
1,743.45 |
4.250 |
1,614.20 |
|
|
Fisher Pivots for day following 04-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
2,007.00 |
2,000.63 |
PP |
1,998.70 |
1,985.97 |
S1 |
1,990.40 |
1,971.30 |
|