| Trading Metrics calculated at close of trading on 06-Jan-1988 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1988 |
06-Jan-1988 |
Change |
Change % |
Previous Week |
| Open |
2,051.60 |
2,029.50 |
-22.10 |
-1.1% |
1,944.80 |
| High |
2,075.30 |
2,058.20 |
-17.10 |
-0.8% |
1,966.20 |
| Low |
2,021.40 |
2,012.80 |
-8.60 |
-0.4% |
1,912.60 |
| Close |
2,031.50 |
2,037.80 |
6.30 |
0.3% |
1,938.80 |
| Range |
53.90 |
45.40 |
-8.50 |
-15.8% |
53.60 |
| ATR |
61.82 |
60.65 |
-1.17 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.47 |
2,150.53 |
2,062.77 |
|
| R3 |
2,127.07 |
2,105.13 |
2,050.29 |
|
| R2 |
2,081.67 |
2,081.67 |
2,046.12 |
|
| R1 |
2,059.73 |
2,059.73 |
2,041.96 |
2,070.70 |
| PP |
2,036.27 |
2,036.27 |
2,036.27 |
2,041.75 |
| S1 |
2,014.33 |
2,014.33 |
2,033.64 |
2,025.30 |
| S2 |
1,990.87 |
1,990.87 |
2,029.48 |
|
| S3 |
1,945.47 |
1,968.93 |
2,025.32 |
|
| S4 |
1,900.07 |
1,923.53 |
2,012.83 |
|
|
| Weekly Pivots for week ending 01-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.00 |
2,073.00 |
1,968.28 |
|
| R3 |
2,046.40 |
2,019.40 |
1,953.54 |
|
| R2 |
1,992.80 |
1,992.80 |
1,948.63 |
|
| R1 |
1,965.80 |
1,965.80 |
1,943.71 |
1,952.50 |
| PP |
1,939.20 |
1,939.20 |
1,939.20 |
1,932.55 |
| S1 |
1,912.20 |
1,912.20 |
1,933.89 |
1,898.90 |
| S2 |
1,885.60 |
1,885.60 |
1,928.97 |
|
| S3 |
1,832.00 |
1,858.60 |
1,924.06 |
|
| S4 |
1,778.40 |
1,805.00 |
1,909.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.30 |
1,912.60 |
162.70 |
8.0% |
51.54 |
2.5% |
77% |
False |
False |
|
| 10 |
2,075.30 |
1,912.60 |
162.70 |
8.0% |
45.55 |
2.2% |
77% |
False |
False |
|
| 20 |
2,075.30 |
1,794.60 |
280.70 |
13.8% |
56.22 |
2.8% |
87% |
False |
False |
|
| 40 |
2,075.30 |
1,733.90 |
341.40 |
16.8% |
56.34 |
2.8% |
89% |
False |
False |
|
| 60 |
2,528.40 |
1,616.20 |
912.20 |
44.8% |
84.21 |
4.1% |
46% |
False |
False |
|
| 80 |
2,662.40 |
1,616.20 |
1,046.20 |
51.3% |
77.71 |
3.8% |
40% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
55.5% |
73.54 |
3.6% |
37% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
55.5% |
68.97 |
3.4% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.15 |
|
2.618 |
2,177.06 |
|
1.618 |
2,131.66 |
|
1.000 |
2,103.60 |
|
0.618 |
2,086.26 |
|
HIGH |
2,058.20 |
|
0.618 |
2,040.86 |
|
0.500 |
2,035.50 |
|
0.382 |
2,030.14 |
|
LOW |
2,012.80 |
|
0.618 |
1,984.74 |
|
1.000 |
1,967.40 |
|
1.618 |
1,939.34 |
|
2.618 |
1,893.94 |
|
4.250 |
1,819.85 |
|
|
| Fisher Pivots for day following 06-Jan-1988 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.03 |
2,029.55 |
| PP |
2,036.27 |
2,021.30 |
| S1 |
2,035.50 |
2,013.05 |
|