Trading Metrics calculated at close of trading on 13-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-1988 |
13-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,908.00 |
1,908.50 |
0.50 |
0.0% |
1,992.70 |
High |
1,950.80 |
1,959.60 |
8.80 |
0.5% |
2,075.30 |
Low |
1,878.00 |
1,885.00 |
7.00 |
0.4% |
1,898.00 |
Close |
1,928.60 |
1,924.70 |
-3.90 |
-0.2% |
1,911.30 |
Range |
72.80 |
74.60 |
1.80 |
2.5% |
177.30 |
ATR |
69.97 |
70.30 |
0.33 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,146.90 |
2,110.40 |
1,965.73 |
|
R3 |
2,072.30 |
2,035.80 |
1,945.22 |
|
R2 |
1,997.70 |
1,997.70 |
1,938.38 |
|
R1 |
1,961.20 |
1,961.20 |
1,931.54 |
1,979.45 |
PP |
1,923.10 |
1,923.10 |
1,923.10 |
1,932.23 |
S1 |
1,886.60 |
1,886.60 |
1,917.86 |
1,904.85 |
S2 |
1,848.50 |
1,848.50 |
1,911.02 |
|
S3 |
1,773.90 |
1,812.00 |
1,904.19 |
|
S4 |
1,699.30 |
1,737.40 |
1,883.67 |
|
|
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% |
92.68 |
4.8% |
25% |
False |
False |
|
10 |
2,075.30 |
1,878.00 |
197.30 |
10.3% |
72.11 |
3.7% |
24% |
False |
False |
|
20 |
2,075.30 |
1,878.00 |
197.30 |
10.3% |
60.71 |
3.2% |
24% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.7% |
61.15 |
3.2% |
56% |
False |
False |
|
60 |
2,164.20 |
1,616.20 |
548.00 |
28.5% |
83.43 |
4.3% |
56% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
54.4% |
80.38 |
4.2% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
75.64 |
3.9% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
70.96 |
3.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,276.65 |
2.618 |
2,154.90 |
1.618 |
2,080.30 |
1.000 |
2,034.20 |
0.618 |
2,005.70 |
HIGH |
1,959.60 |
0.618 |
1,931.10 |
0.500 |
1,922.30 |
0.382 |
1,913.50 |
LOW |
1,885.00 |
0.618 |
1,838.90 |
1.000 |
1,810.40 |
1.618 |
1,764.30 |
2.618 |
1,689.70 |
4.250 |
1,567.95 |
|
|
Fisher Pivots for day following 13-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,923.90 |
1,931.65 |
PP |
1,923.10 |
1,929.33 |
S1 |
1,922.30 |
1,927.02 |
|