Trading Metrics calculated at close of trading on 07-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-1988 |
07-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
2,029.50 |
2,022.20 |
-7.30 |
-0.4% |
1,944.80 |
High |
2,058.20 |
2,061.50 |
3.30 |
0.2% |
1,966.20 |
Low |
2,012.80 |
2,004.60 |
-8.20 |
-0.4% |
1,912.60 |
Close |
2,037.80 |
2,051.90 |
14.10 |
0.7% |
1,938.80 |
Range |
45.40 |
56.90 |
11.50 |
25.3% |
53.60 |
ATR |
60.65 |
60.38 |
-0.27 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,210.03 |
2,187.87 |
2,083.20 |
|
R3 |
2,153.13 |
2,130.97 |
2,067.55 |
|
R2 |
2,096.23 |
2,096.23 |
2,062.33 |
|
R1 |
2,074.07 |
2,074.07 |
2,057.12 |
2,085.15 |
PP |
2,039.33 |
2,039.33 |
2,039.33 |
2,044.88 |
S1 |
2,017.17 |
2,017.17 |
2,046.68 |
2,028.25 |
S2 |
1,982.43 |
1,982.43 |
2,041.47 |
|
S3 |
1,925.53 |
1,960.27 |
2,036.25 |
|
S4 |
1,868.63 |
1,903.37 |
2,020.61 |
|
|
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 |
7.9% |
54.82 |
2.7% |
86% |
False |
False |
|
10 |
2,075.30 |
1,912.60 |
162.70 |
7.9% |
46.20 |
2.3% |
86% |
False |
False |
|
20 |
2,075.30 |
1,835.70 |
239.60 |
11.7% |
55.26 |
2.7% |
90% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
16.6% |
56.27 |
2.7% |
93% |
False |
False |
|
60 |
2,528.40 |
1,616.20 |
912.20 |
44.5% |
83.97 |
4.1% |
48% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
51.0% |
77.84 |
3.8% |
42% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
55.1% |
73.58 |
3.6% |
39% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
55.1% |
69.05 |
3.4% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,303.33 |
2.618 |
2,210.46 |
1.618 |
2,153.56 |
1.000 |
2,118.40 |
0.618 |
2,096.66 |
HIGH |
2,061.50 |
0.618 |
2,039.76 |
0.500 |
2,033.05 |
0.382 |
2,026.34 |
LOW |
2,004.60 |
0.618 |
1,969.44 |
1.000 |
1,947.70 |
1.618 |
1,912.54 |
2.618 |
1,855.64 |
4.250 |
1,762.78 |
|
|
Fisher Pivots for day following 07-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
2,045.62 |
2,047.92 |
PP |
2,039.33 |
2,043.93 |
S1 |
2,033.05 |
2,039.95 |
|