Trading Metrics calculated at close of trading on 02-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-1987 |
02-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,998.20 |
1,993.20 |
-5.00 |
-0.3% |
1,839.00 |
High |
2,049.10 |
2,027.50 |
-21.60 |
-1.1% |
2,049.10 |
Low |
1,965.70 |
1,957.20 |
-8.50 |
-0.4% |
1,767.70 |
Close |
1,993.50 |
2,014.10 |
20.60 |
1.0% |
1,993.50 |
Range |
83.40 |
70.30 |
-13.10 |
-15.7% |
281.40 |
ATR |
138.39 |
133.53 |
-4.86 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,210.50 |
2,182.60 |
2,052.77 |
|
R3 |
2,140.20 |
2,112.30 |
2,033.43 |
|
R2 |
2,069.90 |
2,069.90 |
2,026.99 |
|
R1 |
2,042.00 |
2,042.00 |
2,020.54 |
2,055.95 |
PP |
1,999.60 |
1,999.60 |
1,999.60 |
2,006.58 |
S1 |
1,971.70 |
1,971.70 |
2,007.66 |
1,985.65 |
S2 |
1,929.30 |
1,929.30 |
2,001.21 |
|
S3 |
1,859.00 |
1,901.40 |
1,994.77 |
|
S4 |
1,788.70 |
1,831.10 |
1,975.44 |
|
|
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 |
14.0% |
102.24 |
5.1% |
88% |
False |
False |
|
10 |
2,081.10 |
1,616.20 |
464.90 |
23.1% |
146.21 |
7.3% |
86% |
False |
False |
|
20 |
2,632.80 |
1,616.20 |
1,016.60 |
50.5% |
136.87 |
6.8% |
39% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
51.9% |
96.13 |
4.8% |
38% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
83.00 |
4.1% |
35% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
73.29 |
3.6% |
35% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
66.33 |
3.3% |
35% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.1% |
63.38 |
3.1% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,326.28 |
2.618 |
2,211.55 |
1.618 |
2,141.25 |
1.000 |
2,097.80 |
0.618 |
2,070.95 |
HIGH |
2,027.50 |
0.618 |
2,000.65 |
0.500 |
1,992.35 |
0.382 |
1,984.05 |
LOW |
1,957.20 |
0.618 |
1,913.75 |
1.000 |
1,886.90 |
1.618 |
1,843.45 |
2.618 |
1,773.15 |
4.250 |
1,658.43 |
|
|
Fisher Pivots for day following 02-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
2,006.85 |
1,992.47 |
PP |
1,999.60 |
1,970.83 |
S1 |
1,992.35 |
1,949.20 |
|