 | |  | | 计算pivot point 的 方法除了最常用的
CDP是一种极短线的操作方法,即当日内同时买进卖出。
1.计算方法
(1)先计算CDP值(需求值)
CDP=(H+L+2C)÷4
H ...
或者:
How to Calculate Pivot Points
There are several different methods for calculating pivot points, the most common of which is the five-point system. This system uses the previous day's high, low and close, along with two support levels and two resistance levels (totaling five price points) to derive a pivot point. The equations are as follows:
R2 = P + (H - L) = P + (R1 - S1)
R1 = (P x 2) - L
P = (H + L + C) / 3
S1 = (P x 2) - H
S2 = P - (H - L) = P - (R1 - S1)
Here, "S" represents the support levels, "R" the resistance levels and "P" the pivot point. High, low and close are represented by the "H", "L" and "C" respectively. (Note that the high, low and close in 24-hour markets [such as forex] are often calculated using New York closing time [4:00 p.m. EST] on a 24-hour cycle. Limited markets [such as the NYSE] simply use the high, low and close from the day's standard trading hours.)
之外还有:
Another common variation of the five-point system is the inclusion of the opening price in the formula:
P = ((Today's O) + Yesterday's (H + L + C)) / 4
Here, the opening price, "O", is added to the equation. Note that the opening price for foreign exchange markets is simply the last period's closing price. The supports and resistances can then be calculated in the same manner as the five-point system, except with the use of the modified pivot point.
Yet another pivot point system was developed by Tom DeMark, a famous technical analyst and president of Market Studies, Inc. This system uses the following rules:
[ 本帖最后由 grunge 于 2005-12-30 12:27 编辑 ] |  |  |  |  |
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