Trading Metrics calculated at close of trading on 18-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1988 |
18-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,963.90 |
1,965.20 |
1.30 |
0.1% |
1,917.80 |
High |
1,988.40 |
1,977.50 |
-10.90 |
-0.5% |
1,988.40 |
Low |
1,942.50 |
1,939.00 |
-3.50 |
-0.2% |
1,878.00 |
Close |
1,956.10 |
1,963.90 |
7.80 |
0.4% |
1,956.10 |
Range |
45.90 |
38.50 |
-7.40 |
-16.1% |
110.40 |
ATR |
68.84 |
66.67 |
-2.17 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.63 |
2,058.27 |
1,985.08 |
|
R3 |
2,037.13 |
2,019.77 |
1,974.49 |
|
R2 |
1,998.63 |
1,998.63 |
1,970.96 |
|
R1 |
1,981.27 |
1,981.27 |
1,967.43 |
1,970.70 |
PP |
1,960.13 |
1,960.13 |
1,960.13 |
1,954.85 |
S1 |
1,942.77 |
1,942.77 |
1,960.37 |
1,932.20 |
S2 |
1,921.63 |
1,921.63 |
1,956.84 |
|
S3 |
1,883.13 |
1,904.27 |
1,953.31 |
|
S4 |
1,844.63 |
1,865.77 |
1,942.73 |
|
|
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% |
55.58 |
2.8% |
78% |
False |
False |
|
10 |
2,075.30 |
1,878.00 |
197.30 |
10.0% |
69.32 |
3.5% |
44% |
False |
False |
|
20 |
2,075.30 |
1,878.00 |
197.30 |
10.0% |
57.83 |
2.9% |
44% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.4% |
60.12 |
3.1% |
67% |
False |
False |
|
60 |
2,075.30 |
1,733.90 |
341.40 |
17.4% |
67.82 |
3.5% |
67% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
53.3% |
79.13 |
4.0% |
33% |
False |
False |
|
100 |
2,742.00 |
1,616.20 |
1,125.80 |
57.3% |
75.44 |
3.8% |
31% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
71.02 |
3.6% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,141.13 |
2.618 |
2,078.29 |
1.618 |
2,039.79 |
1.000 |
2,016.00 |
0.618 |
2,001.29 |
HIGH |
1,977.50 |
0.618 |
1,962.79 |
0.500 |
1,958.25 |
0.382 |
1,953.71 |
LOW |
1,939.00 |
0.618 |
1,915.21 |
1.000 |
1,900.50 |
1.618 |
1,876.71 |
2.618 |
1,838.21 |
4.250 |
1,775.38 |
|
|
Fisher Pivots for day following 18-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,962.02 |
1,956.35 |
PP |
1,960.13 |
1,948.80 |
S1 |
1,958.25 |
1,941.25 |
|