Trading Metrics calculated at close of trading on 30-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-1987 |
30-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,894.90 |
1,998.20 |
103.30 |
5.5% |
1,839.00 |
High |
1,972.00 |
2,049.10 |
77.10 |
3.9% |
2,049.10 |
Low |
1,849.30 |
1,965.70 |
116.40 |
6.3% |
1,767.70 |
Close |
1,938.30 |
1,993.50 |
55.20 |
2.8% |
1,993.50 |
Range |
122.70 |
83.40 |
-39.30 |
-32.0% |
281.40 |
ATR |
140.52 |
138.39 |
-2.12 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,252.97 |
2,206.63 |
2,039.37 |
|
R3 |
2,169.57 |
2,123.23 |
2,016.44 |
|
R2 |
2,086.17 |
2,086.17 |
2,008.79 |
|
R1 |
2,039.83 |
2,039.83 |
2,001.15 |
2,021.30 |
PP |
2,002.77 |
2,002.77 |
2,002.77 |
1,993.50 |
S1 |
1,956.43 |
1,956.43 |
1,985.86 |
1,937.90 |
S2 |
1,919.37 |
1,919.37 |
1,978.21 |
|
S3 |
1,835.97 |
1,873.03 |
1,970.57 |
|
S4 |
1,752.57 |
1,789.63 |
1,947.63 |
|
|
Weekly Pivots for week ending 30-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,780.97 |
2,668.63 |
2,148.27 |
|
R3 |
2,499.57 |
2,387.23 |
2,070.89 |
|
R2 |
2,218.17 |
2,218.17 |
2,045.09 |
|
R1 |
2,105.83 |
2,105.83 |
2,019.30 |
2,162.00 |
PP |
1,936.77 |
1,936.77 |
1,936.77 |
1,964.85 |
S1 |
1,824.43 |
1,824.43 |
1,967.71 |
1,880.60 |
S2 |
1,655.37 |
1,655.37 |
1,941.91 |
|
S3 |
1,373.97 |
1,543.03 |
1,916.12 |
|
S4 |
1,092.57 |
1,261.63 |
1,838.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,049.10 |
1,767.70 |
281.40 |
14.1% |
109.74 |
5.5% |
80% |
True |
False |
|
10 |
2,164.20 |
1,616.20 |
548.00 |
27.5% |
187.84 |
9.4% |
69% |
False |
False |
|
20 |
2,658.80 |
1,616.20 |
1,042.60 |
52.3% |
135.74 |
6.8% |
36% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
52.5% |
95.90 |
4.8% |
36% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
56.7% |
82.42 |
4.1% |
33% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
56.7% |
72.84 |
3.7% |
33% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.7% |
66.01 |
3.3% |
33% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.7% |
63.17 |
3.2% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,403.55 |
2.618 |
2,267.44 |
1.618 |
2,184.04 |
1.000 |
2,132.50 |
0.618 |
2,100.64 |
HIGH |
2,049.10 |
0.618 |
2,017.24 |
0.500 |
2,007.40 |
0.382 |
1,997.56 |
LOW |
1,965.70 |
0.618 |
1,914.16 |
1.000 |
1,882.30 |
1.618 |
1,830.76 |
2.618 |
1,747.36 |
4.250 |
1,611.25 |
|
|
Fisher Pivots for day following 30-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
2,007.40 |
1,965.13 |
PP |
2,002.77 |
1,936.77 |
S1 |
1,998.13 |
1,908.40 |
|