Trading Metrics calculated at close of trading on 29-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-1987 |
29-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,819.50 |
1,894.90 |
75.40 |
4.1% |
2,040.60 |
High |
1,904.50 |
1,972.00 |
67.50 |
3.5% |
2,164.20 |
Low |
1,767.70 |
1,849.30 |
81.60 |
4.6% |
1,616.20 |
Close |
1,846.80 |
1,938.30 |
91.50 |
5.0% |
1,950.80 |
Range |
136.80 |
122.70 |
-14.10 |
-10.3% |
548.00 |
ATR |
141.69 |
140.52 |
-1.18 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,287.97 |
2,235.83 |
2,005.79 |
|
R3 |
2,165.27 |
2,113.13 |
1,972.04 |
|
R2 |
2,042.57 |
2,042.57 |
1,960.80 |
|
R1 |
1,990.43 |
1,990.43 |
1,949.55 |
2,016.50 |
PP |
1,919.87 |
1,919.87 |
1,919.87 |
1,932.90 |
S1 |
1,867.73 |
1,867.73 |
1,927.05 |
1,893.80 |
S2 |
1,797.17 |
1,797.17 |
1,915.81 |
|
S3 |
1,674.47 |
1,745.03 |
1,904.56 |
|
S4 |
1,551.77 |
1,622.33 |
1,870.82 |
|
|
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 |
1,993.90 |
1,767.70 |
226.20 |
11.7% |
112.14 |
5.8% |
75% |
False |
False |
|
10 |
2,396.20 |
1,616.20 |
780.00 |
40.2% |
198.35 |
10.2% |
41% |
False |
False |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
54.0% |
133.59 |
6.9% |
31% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.0% |
95.86 |
4.9% |
31% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
81.85 |
4.2% |
28% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
72.27 |
3.7% |
28% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
65.79 |
3.4% |
28% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
62.84 |
3.2% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,493.48 |
2.618 |
2,293.23 |
1.618 |
2,170.53 |
1.000 |
2,094.70 |
0.618 |
2,047.83 |
HIGH |
1,972.00 |
0.618 |
1,925.13 |
0.500 |
1,910.65 |
0.382 |
1,896.17 |
LOW |
1,849.30 |
0.618 |
1,773.47 |
1.000 |
1,726.60 |
1.618 |
1,650.77 |
2.618 |
1,528.07 |
4.250 |
1,327.83 |
|
|
Fisher Pivots for day following 29-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,929.08 |
1,915.48 |
PP |
1,919.87 |
1,892.67 |
S1 |
1,910.65 |
1,869.85 |
|