| Trading Metrics calculated at close of trading on 21-Jan-1988 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1988 |
21-Jan-1988 |
Change |
Change % |
Previous Week |
| Open |
1,922.60 |
1,868.90 |
-53.70 |
-2.8% |
1,917.80 |
| High |
1,934.90 |
1,903.40 |
-31.50 |
-1.6% |
1,988.40 |
| Low |
1,858.60 |
1,846.00 |
-12.60 |
-0.7% |
1,878.00 |
| Close |
1,879.10 |
1,879.30 |
0.20 |
0.0% |
1,956.10 |
| Range |
76.30 |
57.40 |
-18.90 |
-24.8% |
110.40 |
| ATR |
66.61 |
65.95 |
-0.66 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.43 |
2,021.27 |
1,910.87 |
|
| R3 |
1,991.03 |
1,963.87 |
1,895.09 |
|
| R2 |
1,933.63 |
1,933.63 |
1,889.82 |
|
| R1 |
1,906.47 |
1,906.47 |
1,884.56 |
1,920.05 |
| PP |
1,876.23 |
1,876.23 |
1,876.23 |
1,883.03 |
| S1 |
1,849.07 |
1,849.07 |
1,874.04 |
1,862.65 |
| S2 |
1,818.83 |
1,818.83 |
1,868.78 |
|
| S3 |
1,761.43 |
1,791.67 |
1,863.52 |
|
| S4 |
1,704.03 |
1,734.27 |
1,847.73 |
|
|
| 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 |
1,846.00 |
142.40 |
7.6% |
54.40 |
2.9% |
23% |
False |
True |
|
| 10 |
2,058.70 |
1,846.00 |
212.70 |
11.3% |
72.46 |
3.9% |
16% |
False |
True |
|
| 20 |
2,075.30 |
1,846.00 |
229.30 |
12.2% |
59.33 |
3.2% |
15% |
False |
True |
|
| 40 |
2,075.30 |
1,733.90 |
341.40 |
18.2% |
60.42 |
3.2% |
43% |
False |
False |
|
| 60 |
2,075.30 |
1,733.90 |
341.40 |
18.2% |
64.78 |
3.4% |
43% |
False |
False |
|
| 80 |
2,662.40 |
1,616.20 |
1,046.20 |
55.7% |
79.56 |
4.2% |
25% |
False |
False |
|
| 100 |
2,695.50 |
1,616.20 |
1,079.30 |
57.4% |
75.84 |
4.0% |
24% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
71.47 |
3.8% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.35 |
|
2.618 |
2,053.67 |
|
1.618 |
1,996.27 |
|
1.000 |
1,960.80 |
|
0.618 |
1,938.87 |
|
HIGH |
1,903.40 |
|
0.618 |
1,881.47 |
|
0.500 |
1,874.70 |
|
0.382 |
1,867.93 |
|
LOW |
1,846.00 |
|
0.618 |
1,810.53 |
|
1.000 |
1,788.60 |
|
1.618 |
1,753.13 |
|
2.618 |
1,695.73 |
|
4.250 |
1,602.05 |
|
|
| Fisher Pivots for day following 21-Jan-1988 |
| Pivot |
1 day |
3 day |
| R1 |
1,877.77 |
1,911.65 |
| PP |
1,876.23 |
1,900.87 |
| S1 |
1,874.70 |
1,890.08 |
|