| Trading Metrics calculated at close of trading on 15-Jan-1988 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1988 |
15-Jan-1988 |
Change |
Change % |
Previous Week |
| Open |
1,926.60 |
1,963.90 |
37.30 |
1.9% |
1,917.80 |
| High |
1,940.20 |
1,988.40 |
48.20 |
2.5% |
1,988.40 |
| Low |
1,894.10 |
1,942.50 |
48.40 |
2.6% |
1,878.00 |
| Close |
1,916.10 |
1,956.10 |
40.00 |
2.1% |
1,956.10 |
| Range |
46.10 |
45.90 |
-0.20 |
-0.4% |
110.40 |
| ATR |
68.57 |
68.84 |
0.27 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.03 |
2,073.97 |
1,981.35 |
|
| R3 |
2,054.13 |
2,028.07 |
1,968.72 |
|
| R2 |
2,008.23 |
2,008.23 |
1,964.52 |
|
| R1 |
1,982.17 |
1,982.17 |
1,960.31 |
1,972.25 |
| PP |
1,962.33 |
1,962.33 |
1,962.33 |
1,957.38 |
| S1 |
1,936.27 |
1,936.27 |
1,951.89 |
1,926.35 |
| S2 |
1,916.43 |
1,916.43 |
1,947.69 |
|
| S3 |
1,870.53 |
1,890.37 |
1,943.48 |
|
| S4 |
1,824.63 |
1,844.47 |
1,930.86 |
|
|
| Weekly Pivots for week ending 15-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.03 |
2,224.47 |
2,016.82 |
|
| R3 |
2,161.63 |
2,114.07 |
1,986.46 |
|
| R2 |
2,051.23 |
2,051.23 |
1,976.34 |
|
| R1 |
2,003.67 |
2,003.67 |
1,966.22 |
2,027.45 |
| PP |
1,940.83 |
1,940.83 |
1,940.83 |
1,952.73 |
| S1 |
1,893.27 |
1,893.27 |
1,945.98 |
1,917.05 |
| S2 |
1,830.43 |
1,830.43 |
1,935.86 |
|
| S3 |
1,720.03 |
1,782.87 |
1,925.74 |
|
| S4 |
1,609.63 |
1,672.47 |
1,895.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,988.40 |
1,878.00 |
110.40 |
5.6% |
67.56 |
3.5% |
71% |
True |
False |
|
| 10 |
2,075.30 |
1,878.00 |
197.30 |
10.1% |
73.39 |
3.8% |
40% |
False |
False |
|
| 20 |
2,075.30 |
1,878.00 |
197.30 |
10.1% |
59.39 |
3.0% |
40% |
False |
False |
|
| 40 |
2,075.30 |
1,733.90 |
341.40 |
17.5% |
60.73 |
3.1% |
65% |
False |
False |
|
| 60 |
2,081.10 |
1,733.90 |
347.20 |
17.7% |
69.33 |
3.5% |
64% |
False |
False |
|
| 80 |
2,662.40 |
1,616.20 |
1,046.20 |
53.5% |
79.24 |
4.1% |
32% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.8% |
75.58 |
3.9% |
30% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.8% |
71.10 |
3.6% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.48 |
|
2.618 |
2,108.57 |
|
1.618 |
2,062.67 |
|
1.000 |
2,034.30 |
|
0.618 |
2,016.77 |
|
HIGH |
1,988.40 |
|
0.618 |
1,970.87 |
|
0.500 |
1,965.45 |
|
0.382 |
1,960.03 |
|
LOW |
1,942.50 |
|
0.618 |
1,914.13 |
|
1.000 |
1,896.60 |
|
1.618 |
1,868.23 |
|
2.618 |
1,822.33 |
|
4.250 |
1,747.43 |
|
|
| Fisher Pivots for day following 15-Jan-1988 |
| Pivot |
1 day |
3 day |
| R1 |
1,965.45 |
1,949.63 |
| PP |
1,962.33 |
1,943.17 |
| S1 |
1,959.22 |
1,936.70 |
|