Trading Metrics calculated at close of trading on 20-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-1987 |
20-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
2,040.60 |
1,858.80 |
-181.80 |
-8.9% |
2,456.30 |
High |
2,164.20 |
2,067.50 |
-96.70 |
-4.5% |
2,528.40 |
Low |
1,677.60 |
1,616.20 |
-61.40 |
-3.7% |
2,207.70 |
Close |
1,738.70 |
1,841.00 |
102.30 |
5.9% |
2,246.70 |
Range |
486.60 |
451.30 |
-35.30 |
-7.3% |
320.70 |
ATR |
110.26 |
134.62 |
24.36 |
22.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,195.47 |
2,969.53 |
2,089.22 |
|
R3 |
2,744.17 |
2,518.23 |
1,965.11 |
|
R2 |
2,292.87 |
2,292.87 |
1,923.74 |
|
R1 |
2,066.93 |
2,066.93 |
1,882.37 |
1,954.25 |
PP |
1,841.57 |
1,841.57 |
1,841.57 |
1,785.23 |
S1 |
1,615.63 |
1,615.63 |
1,799.63 |
1,502.95 |
S2 |
1,390.27 |
1,390.27 |
1,758.26 |
|
S3 |
938.97 |
1,164.33 |
1,716.89 |
|
S4 |
487.67 |
713.03 |
1,592.79 |
|
|
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 |
2,485.20 |
1,616.20 |
869.00 |
47.2% |
261.06 |
14.2% |
26% |
False |
True |
|
10 |
2,571.00 |
1,616.20 |
954.80 |
51.9% |
163.63 |
8.9% |
24% |
False |
True |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
56.8% |
108.95 |
5.9% |
21% |
False |
True |
|
40 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
84.95 |
4.6% |
20% |
False |
True |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
72.87 |
4.0% |
20% |
False |
True |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
65.24 |
3.5% |
20% |
False |
True |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
60.16 |
3.3% |
20% |
False |
True |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
59.11 |
3.2% |
20% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,985.53 |
2.618 |
3,249.00 |
1.618 |
2,797.70 |
1.000 |
2,518.80 |
0.618 |
2,346.40 |
HIGH |
2,067.50 |
0.618 |
1,895.10 |
0.500 |
1,841.85 |
0.382 |
1,788.60 |
LOW |
1,616.20 |
0.618 |
1,337.30 |
1.000 |
1,164.90 |
1.618 |
886.00 |
2.618 |
434.70 |
4.250 |
-301.83 |
|
|
Fisher Pivots for day following 20-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,841.85 |
2,006.20 |
PP |
1,841.57 |
1,951.13 |
S1 |
1,841.28 |
1,896.07 |
|