Trading Metrics calculated at close of trading on 14-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1988 |
14-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,908.50 |
1,926.60 |
18.10 |
0.9% |
1,992.70 |
High |
1,959.60 |
1,940.20 |
-19.40 |
-1.0% |
2,075.30 |
Low |
1,885.00 |
1,894.10 |
9.10 |
0.5% |
1,898.00 |
Close |
1,924.70 |
1,916.10 |
-8.60 |
-0.4% |
1,911.30 |
Range |
74.60 |
46.10 |
-28.50 |
-38.2% |
177.30 |
ATR |
70.30 |
68.57 |
-1.73 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.10 |
2,031.70 |
1,941.46 |
|
R3 |
2,009.00 |
1,985.60 |
1,928.78 |
|
R2 |
1,962.90 |
1,962.90 |
1,924.55 |
|
R1 |
1,939.50 |
1,939.50 |
1,920.33 |
1,928.15 |
PP |
1,916.80 |
1,916.80 |
1,916.80 |
1,911.13 |
S1 |
1,893.40 |
1,893.40 |
1,911.87 |
1,882.05 |
S2 |
1,870.70 |
1,870.70 |
1,907.65 |
|
S3 |
1,824.60 |
1,847.30 |
1,903.42 |
|
S4 |
1,778.50 |
1,801.20 |
1,890.75 |
|
|
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 |
2,058.70 |
1,878.00 |
180.70 |
9.4% |
90.52 |
4.7% |
21% |
False |
False |
|
10 |
2,075.30 |
1,878.00 |
197.30 |
10.3% |
72.67 |
3.8% |
19% |
False |
False |
|
20 |
2,075.30 |
1,878.00 |
197.30 |
10.3% |
60.38 |
3.2% |
19% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.8% |
60.86 |
3.2% |
53% |
False |
False |
|
60 |
2,081.10 |
1,616.20 |
464.90 |
24.3% |
76.09 |
4.0% |
65% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
54.6% |
79.96 |
4.2% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.0% |
75.64 |
3.9% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.0% |
71.08 |
3.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,136.13 |
2.618 |
2,060.89 |
1.618 |
2,014.79 |
1.000 |
1,986.30 |
0.618 |
1,968.69 |
HIGH |
1,940.20 |
0.618 |
1,922.59 |
0.500 |
1,917.15 |
0.382 |
1,911.71 |
LOW |
1,894.10 |
0.618 |
1,865.61 |
1.000 |
1,848.00 |
1.618 |
1,819.51 |
2.618 |
1,773.41 |
4.250 |
1,698.18 |
|
|
Fisher Pivots for day following 14-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,917.15 |
1,918.80 |
PP |
1,916.80 |
1,917.90 |
S1 |
1,916.45 |
1,917.00 |
|