Trading Metrics calculated at close of trading on 19-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-1987 |
19-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
2,347.90 |
2,040.60 |
-307.30 |
-13.1% |
2,456.30 |
High |
2,396.20 |
2,164.20 |
-232.00 |
-9.7% |
2,528.40 |
Low |
2,207.70 |
1,677.60 |
-530.10 |
-24.0% |
2,207.70 |
Close |
2,246.70 |
1,738.70 |
-508.00 |
-22.6% |
2,246.70 |
Range |
188.50 |
486.60 |
298.10 |
158.1% |
320.70 |
ATR |
74.97 |
110.26 |
35.30 |
47.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,319.97 |
3,015.93 |
2,006.33 |
|
R3 |
2,833.37 |
2,529.33 |
1,872.52 |
|
R2 |
2,346.77 |
2,346.77 |
1,827.91 |
|
R1 |
2,042.73 |
2,042.73 |
1,783.31 |
1,951.45 |
PP |
1,860.17 |
1,860.17 |
1,860.17 |
1,814.53 |
S1 |
1,556.13 |
1,556.13 |
1,694.10 |
1,464.85 |
S2 |
1,373.57 |
1,373.57 |
1,649.49 |
|
S3 |
886.97 |
1,069.53 |
1,604.89 |
|
S4 |
400.37 |
582.93 |
1,471.07 |
|
|
Weekly Pivots for week ending 16-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,289.70 |
3,088.90 |
2,423.09 |
|
R3 |
2,969.00 |
2,768.20 |
2,334.89 |
|
R2 |
2,648.30 |
2,648.30 |
2,305.50 |
|
R1 |
2,447.50 |
2,447.50 |
2,276.10 |
2,387.55 |
PP |
2,327.60 |
2,327.60 |
2,327.60 |
2,297.63 |
S1 |
2,126.80 |
2,126.80 |
2,217.30 |
2,066.85 |
S2 |
2,006.90 |
2,006.90 |
2,187.91 |
|
S3 |
1,686.20 |
1,806.10 |
2,158.51 |
|
S4 |
1,365.50 |
1,485.40 |
2,070.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,528.40 |
1,677.60 |
850.80 |
48.9% |
185.10 |
10.6% |
7% |
False |
True |
|
10 |
2,632.80 |
1,677.60 |
955.20 |
54.9% |
127.52 |
7.3% |
6% |
False |
True |
|
20 |
2,662.40 |
1,677.60 |
984.80 |
56.6% |
91.57 |
5.3% |
6% |
False |
True |
|
40 |
2,746.70 |
1,677.60 |
1,069.10 |
61.5% |
74.96 |
4.3% |
6% |
False |
True |
|
60 |
2,746.70 |
1,677.60 |
1,069.10 |
61.5% |
66.06 |
3.8% |
6% |
False |
True |
|
80 |
2,746.70 |
1,677.60 |
1,069.10 |
61.5% |
59.98 |
3.4% |
6% |
False |
True |
|
100 |
2,746.70 |
1,677.60 |
1,069.10 |
61.5% |
56.16 |
3.2% |
6% |
False |
True |
|
120 |
2,746.70 |
1,677.60 |
1,069.10 |
61.5% |
55.88 |
3.2% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,232.25 |
2.618 |
3,438.12 |
1.618 |
2,951.52 |
1.000 |
2,650.80 |
0.618 |
2,464.92 |
HIGH |
2,164.20 |
0.618 |
1,978.32 |
0.500 |
1,920.90 |
0.382 |
1,863.48 |
LOW |
1,677.60 |
0.618 |
1,376.88 |
1.000 |
1,191.00 |
1.618 |
890.28 |
2.618 |
403.68 |
4.250 |
-390.45 |
|
|
Fisher Pivots for day following 19-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,920.90 |
2,058.70 |
PP |
1,860.17 |
1,952.03 |
S1 |
1,799.43 |
1,845.37 |
|