Trading Metrics calculated at close of trading on 21-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1987 |
21-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,858.80 |
2,036.10 |
177.30 |
9.5% |
2,456.30 |
High |
2,067.50 |
2,081.10 |
13.60 |
0.7% |
2,528.40 |
Low |
1,616.20 |
1,951.80 |
335.60 |
20.8% |
2,207.70 |
Close |
1,841.00 |
2,027.90 |
186.90 |
10.2% |
2,246.70 |
Range |
451.30 |
129.30 |
-322.00 |
-71.3% |
320.70 |
ATR |
134.62 |
142.16 |
7.53 |
5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,408.17 |
2,347.33 |
2,099.02 |
|
R3 |
2,278.87 |
2,218.03 |
2,063.46 |
|
R2 |
2,149.57 |
2,149.57 |
2,051.61 |
|
R1 |
2,088.73 |
2,088.73 |
2,039.75 |
2,054.50 |
PP |
2,020.27 |
2,020.27 |
2,020.27 |
2,003.15 |
S1 |
1,959.43 |
1,959.43 |
2,016.05 |
1,925.20 |
S2 |
1,890.97 |
1,890.97 |
2,004.20 |
|
S3 |
1,761.67 |
1,830.13 |
1,992.34 |
|
S4 |
1,632.37 |
1,700.83 |
1,956.79 |
|
|
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 |
2,439.80 |
1,616.20 |
823.60 |
40.6% |
269.98 |
13.3% |
50% |
False |
False |
|
10 |
2,561.40 |
1,616.20 |
945.20 |
46.6% |
170.64 |
8.4% |
44% |
False |
False |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
51.6% |
113.05 |
5.6% |
39% |
False |
False |
|
40 |
2,742.00 |
1,616.20 |
1,125.80 |
55.5% |
86.88 |
4.3% |
37% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
55.7% |
74.23 |
3.7% |
36% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
55.7% |
66.40 |
3.3% |
36% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
55.7% |
61.02 |
3.0% |
36% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
55.7% |
59.72 |
2.9% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,630.63 |
2.618 |
2,419.61 |
1.618 |
2,290.31 |
1.000 |
2,210.40 |
0.618 |
2,161.01 |
HIGH |
2,081.10 |
0.618 |
2,031.71 |
0.500 |
2,016.45 |
0.382 |
2,001.19 |
LOW |
1,951.80 |
0.618 |
1,871.89 |
1.000 |
1,822.50 |
1.618 |
1,742.59 |
2.618 |
1,613.29 |
4.250 |
1,402.28 |
|
|
Fisher Pivots for day following 21-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
2,024.08 |
1,982.00 |
PP |
2,020.27 |
1,936.10 |
S1 |
2,016.45 |
1,890.20 |
|