Trading Metrics calculated at close of trading on 26-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1987 |
26-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,981.40 |
1,839.00 |
-142.40 |
-7.2% |
2,040.60 |
High |
1,993.90 |
1,881.80 |
-112.10 |
-5.6% |
2,164.20 |
Low |
1,898.50 |
1,774.00 |
-124.50 |
-6.6% |
1,616.20 |
Close |
1,950.80 |
1,793.90 |
-156.90 |
-8.0% |
1,950.80 |
Range |
95.40 |
107.80 |
12.40 |
13.0% |
548.00 |
ATR |
141.99 |
144.48 |
2.49 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.97 |
2,074.73 |
1,853.19 |
|
R3 |
2,032.17 |
1,966.93 |
1,823.55 |
|
R2 |
1,924.37 |
1,924.37 |
1,813.66 |
|
R1 |
1,859.13 |
1,859.13 |
1,803.78 |
1,837.85 |
PP |
1,816.57 |
1,816.57 |
1,816.57 |
1,805.93 |
S1 |
1,751.33 |
1,751.33 |
1,784.02 |
1,730.05 |
S2 |
1,708.77 |
1,708.77 |
1,774.14 |
|
S3 |
1,600.97 |
1,643.53 |
1,764.26 |
|
S4 |
1,493.17 |
1,535.73 |
1,734.61 |
|
|
Weekly Pivots for week ending 23-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554.40 |
3,300.60 |
2,252.20 |
|
R3 |
3,006.40 |
2,752.60 |
2,101.50 |
|
R2 |
2,458.40 |
2,458.40 |
2,051.27 |
|
R1 |
2,204.60 |
2,204.60 |
2,001.03 |
2,057.50 |
PP |
1,910.40 |
1,910.40 |
1,910.40 |
1,836.85 |
S1 |
1,656.60 |
1,656.60 |
1,900.57 |
1,509.50 |
S2 |
1,362.40 |
1,362.40 |
1,850.33 |
|
S3 |
814.40 |
1,108.60 |
1,800.10 |
|
S4 |
266.40 |
560.60 |
1,649.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,081.10 |
1,616.20 |
464.90 |
25.9% |
190.18 |
10.6% |
38% |
False |
False |
|
10 |
2,528.40 |
1,616.20 |
912.20 |
50.9% |
187.64 |
10.5% |
19% |
False |
False |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
58.3% |
123.93 |
6.9% |
17% |
False |
False |
|
40 |
2,695.50 |
1,616.20 |
1,079.30 |
60.2% |
92.44 |
5.2% |
16% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
63.0% |
78.17 |
4.4% |
16% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
63.0% |
69.47 |
3.9% |
16% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
63.0% |
63.45 |
3.5% |
16% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
63.0% |
61.44 |
3.4% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,339.95 |
2.618 |
2,164.02 |
1.618 |
2,056.22 |
1.000 |
1,989.60 |
0.618 |
1,948.42 |
HIGH |
1,881.80 |
0.618 |
1,840.62 |
0.500 |
1,827.90 |
0.382 |
1,815.18 |
LOW |
1,774.00 |
0.618 |
1,707.38 |
1.000 |
1,666.20 |
1.618 |
1,599.58 |
2.618 |
1,491.78 |
4.250 |
1,315.85 |
|
|
Fisher Pivots for day following 26-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,827.90 |
1,889.50 |
PP |
1,816.57 |
1,857.63 |
S1 |
1,805.23 |
1,825.77 |
|