| Trading Metrics calculated at close of trading on 22-Oct-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1987 |
22-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,036.10 |
1,979.80 |
-56.30 |
-2.8% |
2,456.30 |
| High |
2,081.10 |
2,005.00 |
-76.10 |
-3.7% |
2,528.40 |
| Low |
1,951.80 |
1,837.90 |
-113.90 |
-5.8% |
2,207.70 |
| Close |
2,027.90 |
1,950.40 |
-77.50 |
-3.8% |
2,246.70 |
| Range |
129.30 |
167.10 |
37.80 |
29.2% |
320.70 |
| ATR |
142.16 |
145.57 |
3.42 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,432.40 |
2,358.50 |
2,042.31 |
|
| R3 |
2,265.30 |
2,191.40 |
1,996.35 |
|
| R2 |
2,098.20 |
2,098.20 |
1,981.04 |
|
| R1 |
2,024.30 |
2,024.30 |
1,965.72 |
1,977.70 |
| PP |
1,931.10 |
1,931.10 |
1,931.10 |
1,907.80 |
| S1 |
1,857.20 |
1,857.20 |
1,935.08 |
1,810.60 |
| S2 |
1,764.00 |
1,764.00 |
1,919.77 |
|
| S3 |
1,596.90 |
1,690.10 |
1,904.45 |
|
| S4 |
1,429.80 |
1,523.00 |
1,858.50 |
|
|
| 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 |
2,396.20 |
1,616.20 |
780.00 |
40.0% |
284.56 |
14.6% |
43% |
False |
False |
|
| 10 |
2,531.70 |
1,616.20 |
915.50 |
46.9% |
180.36 |
9.2% |
37% |
False |
False |
|
| 20 |
2,662.40 |
1,616.20 |
1,046.20 |
53.6% |
118.81 |
6.1% |
32% |
False |
False |
|
| 40 |
2,705.50 |
1,616.20 |
1,089.30 |
55.9% |
89.67 |
4.6% |
31% |
False |
False |
|
| 60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
76.23 |
3.9% |
30% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
67.80 |
3.5% |
30% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
62.24 |
3.2% |
30% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
60.69 |
3.1% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.18 |
|
2.618 |
2,442.47 |
|
1.618 |
2,275.37 |
|
1.000 |
2,172.10 |
|
0.618 |
2,108.27 |
|
HIGH |
2,005.00 |
|
0.618 |
1,941.17 |
|
0.500 |
1,921.45 |
|
0.382 |
1,901.73 |
|
LOW |
1,837.90 |
|
0.618 |
1,734.63 |
|
1.000 |
1,670.80 |
|
1.618 |
1,567.53 |
|
2.618 |
1,400.43 |
|
4.250 |
1,127.73 |
|
|
| Fisher Pivots for day following 22-Oct-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.75 |
1,916.48 |
| PP |
1,931.10 |
1,882.57 |
| S1 |
1,921.45 |
1,848.65 |
|