Trading Metrics calculated at close of trading on 11-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1988 |
11-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
2,022.20 |
1,917.80 |
-104.40 |
-5.2% |
1,992.70 |
High |
2,058.70 |
1,985.30 |
-73.40 |
-3.6% |
2,075.30 |
Low |
1,898.00 |
1,886.90 |
-11.10 |
-0.6% |
1,898.00 |
Close |
1,911.30 |
1,945.10 |
33.80 |
1.8% |
1,911.30 |
Range |
160.70 |
98.40 |
-62.30 |
-38.8% |
177.30 |
ATR |
67.55 |
69.75 |
2.20 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,234.30 |
2,188.10 |
1,999.22 |
|
R3 |
2,135.90 |
2,089.70 |
1,972.16 |
|
R2 |
2,037.50 |
2,037.50 |
1,963.14 |
|
R1 |
1,991.30 |
1,991.30 |
1,954.12 |
2,014.40 |
PP |
1,939.10 |
1,939.10 |
1,939.10 |
1,950.65 |
S1 |
1,892.90 |
1,892.90 |
1,936.08 |
1,916.00 |
S2 |
1,840.70 |
1,840.70 |
1,927.06 |
|
S3 |
1,742.30 |
1,794.50 |
1,918.04 |
|
S4 |
1,643.90 |
1,696.10 |
1,890.98 |
|
|
Weekly Pivots for week ending 08-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,493.43 |
2,379.67 |
2,008.82 |
|
R3 |
2,316.13 |
2,202.37 |
1,960.06 |
|
R2 |
2,138.83 |
2,138.83 |
1,943.81 |
|
R1 |
2,025.07 |
2,025.07 |
1,927.55 |
1,993.30 |
PP |
1,961.53 |
1,961.53 |
1,961.53 |
1,945.65 |
S1 |
1,847.77 |
1,847.77 |
1,895.05 |
1,816.00 |
S2 |
1,784.23 |
1,784.23 |
1,878.80 |
|
S3 |
1,606.93 |
1,670.47 |
1,862.54 |
|
S4 |
1,429.63 |
1,493.17 |
1,813.79 |
|
|
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 |
1,886.90 |
188.40 |
9.7% |
83.06 |
4.3% |
31% |
False |
True |
|
10 |
2,075.30 |
1,886.90 |
188.40 |
9.7% |
65.17 |
3.4% |
31% |
False |
True |
|
20 |
2,075.30 |
1,838.40 |
236.90 |
12.2% |
59.91 |
3.1% |
45% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.6% |
59.95 |
3.1% |
62% |
False |
False |
|
60 |
2,439.80 |
1,616.20 |
823.60 |
42.3% |
85.69 |
4.4% |
40% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
53.8% |
79.67 |
4.1% |
31% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
75.13 |
3.9% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
70.45 |
3.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,403.50 |
2.618 |
2,242.91 |
1.618 |
2,144.51 |
1.000 |
2,083.70 |
0.618 |
2,046.11 |
HIGH |
1,985.30 |
0.618 |
1,947.71 |
0.500 |
1,936.10 |
0.382 |
1,924.49 |
LOW |
1,886.90 |
0.618 |
1,826.09 |
1.000 |
1,788.50 |
1.618 |
1,727.69 |
2.618 |
1,629.29 |
4.250 |
1,468.70 |
|
|
Fisher Pivots for day following 11-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,942.10 |
1,974.20 |
PP |
1,939.10 |
1,964.50 |
S1 |
1,936.10 |
1,954.80 |
|