Trading Metrics calculated at close of trading on 20-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1988 |
20-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,949.40 |
1,922.60 |
-26.80 |
-1.4% |
1,917.80 |
High |
1,977.30 |
1,934.90 |
-42.40 |
-2.1% |
1,988.40 |
Low |
1,923.40 |
1,858.60 |
-64.80 |
-3.4% |
1,878.00 |
Close |
1,936.30 |
1,879.10 |
-57.20 |
-3.0% |
1,956.10 |
Range |
53.90 |
76.30 |
22.40 |
41.6% |
110.40 |
ATR |
65.76 |
66.61 |
0.85 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,119.77 |
2,075.73 |
1,921.07 |
|
R3 |
2,043.47 |
1,999.43 |
1,900.08 |
|
R2 |
1,967.17 |
1,967.17 |
1,893.09 |
|
R1 |
1,923.13 |
1,923.13 |
1,886.09 |
1,907.00 |
PP |
1,890.87 |
1,890.87 |
1,890.87 |
1,882.80 |
S1 |
1,846.83 |
1,846.83 |
1,872.11 |
1,830.70 |
S2 |
1,814.57 |
1,814.57 |
1,865.11 |
|
S3 |
1,738.27 |
1,770.53 |
1,858.12 |
|
S4 |
1,661.97 |
1,694.23 |
1,837.14 |
|
|
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 |
1,858.60 |
129.80 |
6.9% |
52.14 |
2.8% |
16% |
False |
True |
|
10 |
2,061.50 |
1,858.60 |
202.90 |
10.8% |
72.41 |
3.9% |
10% |
False |
True |
|
20 |
2,075.30 |
1,858.60 |
216.70 |
11.5% |
58.98 |
3.1% |
9% |
False |
True |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
18.2% |
60.05 |
3.2% |
43% |
False |
False |
|
60 |
2,075.30 |
1,733.90 |
341.40 |
18.2% |
65.62 |
3.5% |
43% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
55.7% |
79.60 |
4.2% |
25% |
False |
False |
|
100 |
2,695.50 |
1,616.20 |
1,079.30 |
57.4% |
75.75 |
4.0% |
24% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
71.31 |
3.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,259.18 |
2.618 |
2,134.65 |
1.618 |
2,058.35 |
1.000 |
2,011.20 |
0.618 |
1,982.05 |
HIGH |
1,934.90 |
0.618 |
1,905.75 |
0.500 |
1,896.75 |
0.382 |
1,887.75 |
LOW |
1,858.60 |
0.618 |
1,811.45 |
1.000 |
1,782.30 |
1.618 |
1,735.15 |
2.618 |
1,658.85 |
4.250 |
1,534.33 |
|
|
Fisher Pivots for day following 20-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,896.75 |
1,918.05 |
PP |
1,890.87 |
1,905.07 |
S1 |
1,884.98 |
1,892.08 |
|