Trading Metrics calculated at close of trading on 05-Jan-1988 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
04-Jan-1988 |
05-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,992.70 |
2,051.60 |
58.90 |
3.0% |
1,944.80 |
High |
2,030.00 |
2,075.30 |
45.30 |
2.2% |
1,966.20 |
Low |
1,950.80 |
2,021.40 |
70.60 |
3.6% |
1,912.60 |
Close |
2,015.30 |
2,031.50 |
16.20 |
0.8% |
1,938.80 |
Range |
79.20 |
53.90 |
-25.30 |
-31.9% |
53.60 |
ATR |
61.96 |
61.82 |
-0.14 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 05-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,204.43 |
2,171.87 |
2,061.15 |
|
R3 |
2,150.53 |
2,117.97 |
2,046.32 |
|
R2 |
2,096.63 |
2,096.63 |
2,041.38 |
|
R1 |
2,064.07 |
2,064.07 |
2,036.44 |
2,053.40 |
PP |
2,042.73 |
2,042.73 |
2,042.73 |
2,037.40 |
S1 |
2,010.17 |
2,010.17 |
2,026.56 |
1,999.50 |
S2 |
1,988.83 |
1,988.83 |
2,021.62 |
|
S3 |
1,934.93 |
1,956.27 |
2,016.68 |
|
S4 |
1,881.03 |
1,902.37 |
2,001.86 |
|
|
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 |
2,075.30 |
1,912.60 |
162.70 |
8.0% |
49.20 |
2.4% |
73% |
True |
False |
|
10 |
2,075.30 |
1,912.60 |
162.70 |
8.0% |
45.90 |
2.3% |
73% |
True |
False |
|
20 |
2,075.30 |
1,765.80 |
309.50 |
15.2% |
56.57 |
2.8% |
86% |
True |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
16.8% |
57.32 |
2.8% |
87% |
True |
False |
|
60 |
2,531.70 |
1,616.20 |
915.50 |
45.1% |
84.44 |
4.2% |
45% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
51.5% |
77.78 |
3.8% |
40% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
55.6% |
73.67 |
3.6% |
37% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
55.6% |
68.92 |
3.4% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,304.38 |
2.618 |
2,216.41 |
1.618 |
2,162.51 |
1.000 |
2,129.20 |
0.618 |
2,108.61 |
HIGH |
2,075.30 |
0.618 |
2,054.71 |
0.500 |
2,048.35 |
0.382 |
2,041.99 |
LOW |
2,021.40 |
0.618 |
1,988.09 |
1.000 |
1,967.50 |
1.618 |
1,934.19 |
2.618 |
1,880.29 |
4.250 |
1,792.33 |
|
|
Fisher Pivots for day following 05-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
2,048.35 |
2,018.98 |
PP |
2,042.73 |
2,006.47 |
S1 |
2,037.12 |
1,993.95 |
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