| Trading Metrics calculated at close of trading on 17-Feb-1988 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-1988 |
17-Feb-1988 |
Change |
Change % |
Previous Week |
| Open |
1,976.10 |
2,013.90 |
37.80 |
1.9% |
1,891.10 |
| High |
2,010.40 |
2,026.20 |
15.80 |
0.8% |
1,995.70 |
| Low |
1,969.80 |
1,982.60 |
12.80 |
0.6% |
1,878.20 |
| Close |
2,006.00 |
2,001.00 |
-5.00 |
-0.2% |
1,983.30 |
| Range |
40.60 |
43.60 |
3.00 |
7.4% |
117.50 |
| ATR |
50.08 |
49.62 |
-0.46 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.07 |
2,111.13 |
2,024.98 |
|
| R3 |
2,090.47 |
2,067.53 |
2,012.99 |
|
| R2 |
2,046.87 |
2,046.87 |
2,008.99 |
|
| R1 |
2,023.93 |
2,023.93 |
2,005.00 |
2,013.60 |
| PP |
2,003.27 |
2,003.27 |
2,003.27 |
1,998.10 |
| S1 |
1,980.33 |
1,980.33 |
1,997.00 |
1,970.00 |
| S2 |
1,959.67 |
1,959.67 |
1,993.01 |
|
| S3 |
1,916.07 |
1,936.73 |
1,989.01 |
|
| S4 |
1,872.47 |
1,893.13 |
1,977.02 |
|
|
| Weekly Pivots for week ending 12-Feb-1988 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.90 |
2,261.60 |
2,047.93 |
|
| R3 |
2,187.40 |
2,144.10 |
2,015.61 |
|
| R2 |
2,069.90 |
2,069.90 |
2,004.84 |
|
| R1 |
2,026.60 |
2,026.60 |
1,994.07 |
2,048.25 |
| PP |
1,952.40 |
1,952.40 |
1,952.40 |
1,963.23 |
| S1 |
1,909.10 |
1,909.10 |
1,972.53 |
1,930.75 |
| S2 |
1,834.90 |
1,834.90 |
1,961.76 |
|
| S3 |
1,717.40 |
1,791.60 |
1,950.99 |
|
| S4 |
1,599.90 |
1,674.10 |
1,918.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,026.20 |
1,916.80 |
109.40 |
5.5% |
42.48 |
2.1% |
77% |
True |
False |
|
| 10 |
2,026.20 |
1,878.20 |
148.00 |
7.4% |
41.87 |
2.1% |
83% |
True |
False |
|
| 20 |
2,026.20 |
1,846.00 |
180.20 |
9.0% |
47.25 |
2.4% |
86% |
True |
False |
|
| 40 |
2,075.30 |
1,846.00 |
229.30 |
11.5% |
52.43 |
2.6% |
68% |
False |
False |
|
| 60 |
2,075.30 |
1,733.90 |
341.40 |
17.1% |
55.72 |
2.8% |
78% |
False |
False |
|
| 80 |
2,075.30 |
1,733.90 |
341.40 |
17.1% |
61.26 |
3.1% |
78% |
False |
False |
|
| 100 |
2,662.40 |
1,616.20 |
1,046.20 |
52.3% |
72.77 |
3.6% |
37% |
False |
False |
|
| 120 |
2,705.50 |
1,616.20 |
1,089.30 |
54.4% |
70.73 |
3.5% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.50 |
|
2.618 |
2,140.34 |
|
1.618 |
2,096.74 |
|
1.000 |
2,069.80 |
|
0.618 |
2,053.14 |
|
HIGH |
2,026.20 |
|
0.618 |
2,009.54 |
|
0.500 |
2,004.40 |
|
0.382 |
1,999.26 |
|
LOW |
1,982.60 |
|
0.618 |
1,955.66 |
|
1.000 |
1,939.00 |
|
1.618 |
1,912.06 |
|
2.618 |
1,868.46 |
|
4.250 |
1,797.30 |
|
|
| Fisher Pivots for day following 17-Feb-1988 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.40 |
1,998.05 |
| PP |
2,003.27 |
1,995.10 |
| S1 |
2,002.13 |
1,992.15 |
|