Trading Metrics calculated at close of trading on 12-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-1988 |
12-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,917.80 |
1,908.00 |
-9.80 |
-0.5% |
1,992.70 |
High |
1,985.30 |
1,950.80 |
-34.50 |
-1.7% |
2,075.30 |
Low |
1,886.90 |
1,878.00 |
-8.90 |
-0.5% |
1,898.00 |
Close |
1,945.10 |
1,928.60 |
-16.50 |
-0.8% |
1,911.30 |
Range |
98.40 |
72.80 |
-25.60 |
-26.0% |
177.30 |
ATR |
69.75 |
69.97 |
0.22 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,137.53 |
2,105.87 |
1,968.64 |
|
R3 |
2,064.73 |
2,033.07 |
1,948.62 |
|
R2 |
1,991.93 |
1,991.93 |
1,941.95 |
|
R1 |
1,960.27 |
1,960.27 |
1,935.27 |
1,976.10 |
PP |
1,919.13 |
1,919.13 |
1,919.13 |
1,927.05 |
S1 |
1,887.47 |
1,887.47 |
1,921.93 |
1,903.30 |
S2 |
1,846.33 |
1,846.33 |
1,915.25 |
|
S3 |
1,773.53 |
1,814.67 |
1,908.58 |
|
S4 |
1,700.73 |
1,741.87 |
1,888.56 |
|
|
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 |
2,061.50 |
1,878.00 |
183.50 |
9.5% |
86.84 |
4.5% |
28% |
False |
True |
|
10 |
2,075.30 |
1,878.00 |
197.30 |
10.2% |
68.02 |
3.5% |
26% |
False |
True |
|
20 |
2,075.30 |
1,860.40 |
214.90 |
11.1% |
61.08 |
3.2% |
32% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.7% |
60.55 |
3.1% |
57% |
False |
False |
|
60 |
2,396.20 |
1,616.20 |
780.00 |
40.4% |
85.33 |
4.4% |
40% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
54.2% |
79.96 |
4.1% |
30% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.6% |
75.38 |
3.9% |
28% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.6% |
70.72 |
3.7% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,260.20 |
2.618 |
2,141.39 |
1.618 |
2,068.59 |
1.000 |
2,023.60 |
0.618 |
1,995.79 |
HIGH |
1,950.80 |
0.618 |
1,922.99 |
0.500 |
1,914.40 |
0.382 |
1,905.81 |
LOW |
1,878.00 |
0.618 |
1,833.01 |
1.000 |
1,805.20 |
1.618 |
1,760.21 |
2.618 |
1,687.41 |
4.250 |
1,568.60 |
|
|
Fisher Pivots for day following 12-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,923.87 |
1,968.35 |
PP |
1,919.13 |
1,955.10 |
S1 |
1,914.40 |
1,941.85 |
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