Trading Metrics calculated at close of trading on 28-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1987 |
28-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,853.00 |
1,819.50 |
-33.50 |
-1.8% |
2,040.60 |
High |
1,904.70 |
1,904.50 |
-0.20 |
0.0% |
2,164.20 |
Low |
1,806.70 |
1,767.70 |
-39.00 |
-2.2% |
1,616.20 |
Close |
1,846.50 |
1,846.80 |
0.30 |
0.0% |
1,950.80 |
Range |
98.00 |
136.80 |
38.80 |
39.6% |
548.00 |
ATR |
142.07 |
141.69 |
-0.38 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,250.07 |
2,185.23 |
1,922.04 |
|
R3 |
2,113.27 |
2,048.43 |
1,884.42 |
|
R2 |
1,976.47 |
1,976.47 |
1,871.88 |
|
R1 |
1,911.63 |
1,911.63 |
1,859.34 |
1,944.05 |
PP |
1,839.67 |
1,839.67 |
1,839.67 |
1,855.88 |
S1 |
1,774.83 |
1,774.83 |
1,834.26 |
1,807.25 |
S2 |
1,702.87 |
1,702.87 |
1,821.72 |
|
S3 |
1,566.07 |
1,638.03 |
1,809.18 |
|
S4 |
1,429.27 |
1,501.23 |
1,771.56 |
|
|
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 |
2,005.00 |
1,767.70 |
237.30 |
12.8% |
121.02 |
6.6% |
33% |
False |
True |
|
10 |
2,439.80 |
1,616.20 |
823.60 |
44.6% |
195.50 |
10.6% |
28% |
False |
False |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
56.6% |
130.24 |
7.1% |
22% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
56.6% |
94.38 |
5.1% |
22% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
80.56 |
4.4% |
20% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
71.28 |
3.9% |
20% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
64.90 |
3.5% |
20% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
62.51 |
3.4% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,485.90 |
2.618 |
2,262.64 |
1.618 |
2,125.84 |
1.000 |
2,041.30 |
0.618 |
1,989.04 |
HIGH |
1,904.50 |
0.618 |
1,852.24 |
0.500 |
1,836.10 |
0.382 |
1,819.96 |
LOW |
1,767.70 |
0.618 |
1,683.16 |
1.000 |
1,630.90 |
1.618 |
1,546.36 |
2.618 |
1,409.56 |
4.250 |
1,186.30 |
|
|
Fisher Pivots for day following 28-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,843.23 |
1,843.27 |
PP |
1,839.67 |
1,839.73 |
S1 |
1,836.10 |
1,836.20 |
|