Trading Metrics calculated at close of trading on 16-Sep-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-1987 |
16-Sep-1987 |
Change |
Change % |
Previous Week |
Open |
323.08 |
317.74 |
-5.34 |
-1.7% |
316.70 |
High |
323.08 |
319.50 |
-3.58 |
-1.1% |
322.45 |
Low |
317.63 |
314.61 |
-3.02 |
-1.0% |
308.56 |
Close |
317.74 |
314.86 |
-2.88 |
-0.9% |
321.98 |
Range |
5.45 |
4.89 |
-0.56 |
-10.3% |
13.89 |
ATR |
4.58 |
4.60 |
0.02 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
330.99 |
327.82 |
317.55 |
|
R3 |
326.10 |
322.93 |
316.20 |
|
R2 |
321.21 |
321.21 |
315.76 |
|
R1 |
318.04 |
318.04 |
315.31 |
317.18 |
PP |
316.32 |
316.32 |
316.32 |
315.90 |
S1 |
313.15 |
313.15 |
314.41 |
312.29 |
S2 |
311.43 |
311.43 |
313.96 |
|
S3 |
306.54 |
308.26 |
313.52 |
|
S4 |
301.65 |
303.37 |
312.17 |
|
|
Weekly Pivots for week ending 11-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
359.33 |
354.55 |
329.62 |
|
R3 |
345.44 |
340.66 |
325.80 |
|
R2 |
331.55 |
331.55 |
324.53 |
|
R1 |
326.77 |
326.77 |
323.25 |
329.16 |
PP |
317.66 |
317.66 |
317.66 |
318.86 |
S1 |
312.88 |
312.88 |
320.71 |
315.27 |
S2 |
303.77 |
303.77 |
319.43 |
|
S3 |
289.88 |
298.99 |
318.16 |
|
S4 |
275.99 |
285.10 |
314.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
323.81 |
313.92 |
9.89 |
3.1% |
4.55 |
1.4% |
10% |
False |
False |
|
10 |
324.53 |
308.56 |
15.97 |
5.1% |
5.22 |
1.7% |
39% |
False |
False |
|
20 |
337.89 |
308.56 |
29.33 |
9.3% |
4.73 |
1.5% |
21% |
False |
False |
|
40 |
337.89 |
306.10 |
31.79 |
10.1% |
4.09 |
1.3% |
28% |
False |
False |
|
60 |
337.89 |
302.53 |
35.36 |
11.2% |
3.67 |
1.2% |
35% |
False |
False |
|
80 |
337.89 |
282.16 |
55.73 |
17.7% |
3.73 |
1.2% |
59% |
False |
False |
|
100 |
337.89 |
276.22 |
61.67 |
19.6% |
3.91 |
1.2% |
63% |
False |
False |
|
120 |
337.89 |
275.67 |
62.22 |
19.8% |
4.21 |
1.3% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
340.28 |
2.618 |
332.30 |
1.618 |
327.41 |
1.000 |
324.39 |
0.618 |
322.52 |
HIGH |
319.50 |
0.618 |
317.63 |
0.500 |
317.06 |
0.382 |
316.48 |
LOW |
314.61 |
0.618 |
311.59 |
1.000 |
309.72 |
1.618 |
306.70 |
2.618 |
301.81 |
4.250 |
293.83 |
|
|
Fisher Pivots for day following 16-Sep-1987 |
Pivot |
1 day |
3 day |
R1 |
317.06 |
319.21 |
PP |
316.32 |
317.76 |
S1 |
315.59 |
316.31 |
|