Trading Metrics calculated at close of trading on 04-Feb-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-1988 |
04-Feb-1988 |
Change |
Change % |
Previous Week |
Open |
1,960.50 |
1,916.90 |
-43.60 |
-2.2% |
1,909.50 |
High |
1,972.00 |
1,941.50 |
-30.50 |
-1.5% |
1,967.70 |
Low |
1,907.00 |
1,902.90 |
-4.10 |
-0.2% |
1,889.40 |
Close |
1,924.60 |
1,923.60 |
-1.00 |
-0.1% |
1,958.20 |
Range |
65.00 |
38.60 |
-26.40 |
-40.6% |
78.30 |
ATR |
58.76 |
57.32 |
-1.44 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Feb-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.47 |
2,019.63 |
1,944.83 |
|
R3 |
1,999.87 |
1,981.03 |
1,934.22 |
|
R2 |
1,961.27 |
1,961.27 |
1,930.68 |
|
R1 |
1,942.43 |
1,942.43 |
1,927.14 |
1,951.85 |
PP |
1,922.67 |
1,922.67 |
1,922.67 |
1,927.38 |
S1 |
1,903.83 |
1,903.83 |
1,920.06 |
1,913.25 |
S2 |
1,884.07 |
1,884.07 |
1,916.52 |
|
S3 |
1,845.47 |
1,865.23 |
1,912.99 |
|
S4 |
1,806.87 |
1,826.63 |
1,902.37 |
|
|
Weekly Pivots for week ending 29-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,173.33 |
2,144.07 |
2,001.27 |
|
R3 |
2,095.03 |
2,065.77 |
1,979.73 |
|
R2 |
2,016.73 |
2,016.73 |
1,972.56 |
|
R1 |
1,987.47 |
1,987.47 |
1,965.38 |
2,002.10 |
PP |
1,938.43 |
1,938.43 |
1,938.43 |
1,945.75 |
S1 |
1,909.17 |
1,909.17 |
1,951.02 |
1,923.80 |
S2 |
1,860.13 |
1,860.13 |
1,943.85 |
|
S3 |
1,781.83 |
1,830.87 |
1,936.67 |
|
S4 |
1,703.53 |
1,752.57 |
1,915.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,985.40 |
1,902.90 |
82.50 |
4.3% |
48.74 |
2.5% |
25% |
False |
True |
|
10 |
1,985.40 |
1,876.20 |
109.20 |
5.7% |
49.61 |
2.6% |
43% |
False |
False |
|
20 |
2,058.70 |
1,846.00 |
212.70 |
11.1% |
61.04 |
3.2% |
36% |
False |
False |
|
40 |
2,075.30 |
1,835.70 |
239.60 |
12.5% |
58.15 |
3.0% |
37% |
False |
False |
|
60 |
2,075.30 |
1,733.90 |
341.40 |
17.7% |
57.86 |
3.0% |
56% |
False |
False |
|
80 |
2,528.40 |
1,616.20 |
912.20 |
47.4% |
78.24 |
4.1% |
34% |
False |
False |
|
100 |
2,662.40 |
1,616.20 |
1,046.20 |
54.4% |
74.48 |
3.9% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
71.49 |
3.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,105.55 |
2.618 |
2,042.55 |
1.618 |
2,003.95 |
1.000 |
1,980.10 |
0.618 |
1,965.35 |
HIGH |
1,941.50 |
0.618 |
1,926.75 |
0.500 |
1,922.20 |
0.382 |
1,917.65 |
LOW |
1,902.90 |
0.618 |
1,879.05 |
1.000 |
1,864.30 |
1.618 |
1,840.45 |
2.618 |
1,801.85 |
4.250 |
1,738.85 |
|
|
Fisher Pivots for day following 04-Feb-1988 |
Pivot |
1 day |
3 day |
R1 |
1,923.13 |
1,937.45 |
PP |
1,922.67 |
1,932.83 |
S1 |
1,922.20 |
1,928.22 |
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