Trading Metrics calculated at close of trading on 28-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1988 |
28-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,935.80 |
1,920.10 |
-15.70 |
-0.8% |
1,965.20 |
High |
1,951.80 |
1,944.10 |
-7.70 |
-0.4% |
1,977.50 |
Low |
1,889.40 |
1,904.30 |
14.90 |
0.8% |
1,846.00 |
Close |
1,911.10 |
1,930.00 |
18.90 |
1.0% |
1,903.50 |
Range |
62.40 |
39.80 |
-22.60 |
-36.2% |
131.50 |
ATR |
62.83 |
61.18 |
-1.64 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.53 |
2,027.57 |
1,951.89 |
|
R3 |
2,005.73 |
1,987.77 |
1,940.95 |
|
R2 |
1,965.93 |
1,965.93 |
1,937.30 |
|
R1 |
1,947.97 |
1,947.97 |
1,933.65 |
1,956.95 |
PP |
1,926.13 |
1,926.13 |
1,926.13 |
1,930.63 |
S1 |
1,908.17 |
1,908.17 |
1,926.35 |
1,917.15 |
S2 |
1,886.33 |
1,886.33 |
1,922.70 |
|
S3 |
1,846.53 |
1,868.37 |
1,919.06 |
|
S4 |
1,806.73 |
1,828.57 |
1,908.11 |
|
|
Weekly Pivots for week ending 22-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,303.50 |
2,235.00 |
1,975.83 |
|
R3 |
2,172.00 |
2,103.50 |
1,939.66 |
|
R2 |
2,040.50 |
2,040.50 |
1,927.61 |
|
R1 |
1,972.00 |
1,972.00 |
1,915.55 |
1,940.50 |
PP |
1,909.00 |
1,909.00 |
1,909.00 |
1,893.25 |
S1 |
1,840.50 |
1,840.50 |
1,891.45 |
1,809.00 |
S2 |
1,777.50 |
1,777.50 |
1,879.39 |
|
S3 |
1,646.00 |
1,709.00 |
1,867.34 |
|
S4 |
1,514.50 |
1,577.50 |
1,831.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,960.50 |
1,876.20 |
84.30 |
4.4% |
50.48 |
2.6% |
64% |
False |
False |
|
10 |
1,988.40 |
1,846.00 |
142.40 |
7.4% |
52.44 |
2.7% |
59% |
False |
False |
|
20 |
2,075.30 |
1,846.00 |
229.30 |
11.9% |
62.56 |
3.2% |
37% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.7% |
60.11 |
3.1% |
57% |
False |
False |
|
60 |
2,075.30 |
1,733.90 |
341.40 |
17.7% |
60.46 |
3.1% |
57% |
False |
False |
|
80 |
2,632.80 |
1,616.20 |
1,016.60 |
52.7% |
79.56 |
4.1% |
31% |
False |
False |
|
100 |
2,662.40 |
1,616.20 |
1,046.20 |
54.2% |
74.73 |
3.9% |
30% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.6% |
71.73 |
3.7% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.25 |
2.618 |
2,048.30 |
1.618 |
2,008.50 |
1.000 |
1,983.90 |
0.618 |
1,968.70 |
HIGH |
1,944.10 |
0.618 |
1,928.90 |
0.500 |
1,924.20 |
0.382 |
1,919.50 |
LOW |
1,904.30 |
0.618 |
1,879.70 |
1.000 |
1,864.50 |
1.618 |
1,839.90 |
2.618 |
1,800.10 |
4.250 |
1,735.15 |
|
|
Fisher Pivots for day following 28-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,928.07 |
1,927.85 |
PP |
1,926.13 |
1,925.70 |
S1 |
1,924.20 |
1,923.55 |
|