Trading Metrics calculated at close of trading on 27-Jan-1988 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1988 |
27-Jan-1988 |
Change |
Change % |
Previous Week |
Open |
1,933.50 |
1,935.80 |
2.30 |
0.1% |
1,965.20 |
High |
1,957.70 |
1,951.80 |
-5.90 |
-0.3% |
1,977.50 |
Low |
1,906.50 |
1,889.40 |
-17.10 |
-0.9% |
1,846.00 |
Close |
1,920.60 |
1,911.10 |
-9.50 |
-0.5% |
1,903.50 |
Range |
51.20 |
62.40 |
11.20 |
21.9% |
131.50 |
ATR |
62.86 |
62.83 |
-0.03 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.63 |
2,070.27 |
1,945.42 |
|
R3 |
2,042.23 |
2,007.87 |
1,928.26 |
|
R2 |
1,979.83 |
1,979.83 |
1,922.54 |
|
R1 |
1,945.47 |
1,945.47 |
1,916.82 |
1,931.45 |
PP |
1,917.43 |
1,917.43 |
1,917.43 |
1,910.43 |
S1 |
1,883.07 |
1,883.07 |
1,905.38 |
1,869.05 |
S2 |
1,855.03 |
1,855.03 |
1,899.66 |
|
S3 |
1,792.63 |
1,820.67 |
1,893.94 |
|
S4 |
1,730.23 |
1,758.27 |
1,876.78 |
|
|
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 |
1,846.00 |
114.50 |
6.0% |
54.00 |
2.8% |
57% |
False |
False |
|
10 |
1,988.40 |
1,846.00 |
142.40 |
7.5% |
53.07 |
2.8% |
46% |
False |
False |
|
20 |
2,075.30 |
1,846.00 |
229.30 |
12.0% |
62.59 |
3.3% |
28% |
False |
False |
|
40 |
2,075.30 |
1,733.90 |
341.40 |
17.9% |
60.34 |
3.2% |
52% |
False |
False |
|
60 |
2,075.30 |
1,733.90 |
341.40 |
17.9% |
60.97 |
3.2% |
52% |
False |
False |
|
80 |
2,658.80 |
1,616.20 |
1,042.60 |
54.6% |
79.66 |
4.2% |
28% |
False |
False |
|
100 |
2,662.40 |
1,616.20 |
1,046.20 |
54.7% |
74.94 |
3.9% |
28% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.2% |
71.69 |
3.8% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,217.00 |
2.618 |
2,115.16 |
1.618 |
2,052.76 |
1.000 |
2,014.20 |
0.618 |
1,990.36 |
HIGH |
1,951.80 |
0.618 |
1,927.96 |
0.500 |
1,920.60 |
0.382 |
1,913.24 |
LOW |
1,889.40 |
0.618 |
1,850.84 |
1.000 |
1,827.00 |
1.618 |
1,788.44 |
2.618 |
1,726.04 |
4.250 |
1,624.20 |
|
|
Fisher Pivots for day following 27-Jan-1988 |
Pivot |
1 day |
3 day |
R1 |
1,920.60 |
1,924.95 |
PP |
1,917.43 |
1,920.33 |
S1 |
1,914.27 |
1,915.72 |
|