Trading Metrics calculated at close of trading on 03-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-1987 |
03-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,993.20 |
1,970.30 |
-22.90 |
-1.1% |
1,839.00 |
High |
2,027.50 |
1,988.40 |
-39.10 |
-1.9% |
2,049.10 |
Low |
1,957.20 |
1,891.70 |
-65.50 |
-3.3% |
1,767.70 |
Close |
2,014.10 |
1,963.50 |
-50.60 |
-2.5% |
1,993.50 |
Range |
70.30 |
96.70 |
26.40 |
37.6% |
281.40 |
ATR |
133.53 |
132.73 |
-0.79 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,237.97 |
2,197.43 |
2,016.69 |
|
R3 |
2,141.27 |
2,100.73 |
1,990.09 |
|
R2 |
2,044.57 |
2,044.57 |
1,981.23 |
|
R1 |
2,004.03 |
2,004.03 |
1,972.36 |
1,975.95 |
PP |
1,947.87 |
1,947.87 |
1,947.87 |
1,933.83 |
S1 |
1,907.33 |
1,907.33 |
1,954.64 |
1,879.25 |
S2 |
1,851.17 |
1,851.17 |
1,945.77 |
|
S3 |
1,754.47 |
1,810.63 |
1,936.91 |
|
S4 |
1,657.77 |
1,713.93 |
1,910.32 |
|
|
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 |
14.3% |
101.98 |
5.2% |
70% |
False |
False |
|
10 |
2,081.10 |
1,767.70 |
313.40 |
16.0% |
110.75 |
5.6% |
62% |
False |
False |
|
20 |
2,571.00 |
1,616.20 |
954.80 |
48.6% |
137.19 |
7.0% |
36% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.3% |
96.61 |
4.9% |
33% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
83.74 |
4.3% |
31% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
73.96 |
3.8% |
31% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
66.91 |
3.4% |
31% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
63.84 |
3.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,399.38 |
2.618 |
2,241.56 |
1.618 |
2,144.86 |
1.000 |
2,085.10 |
0.618 |
2,048.16 |
HIGH |
1,988.40 |
0.618 |
1,951.46 |
0.500 |
1,940.05 |
0.382 |
1,928.64 |
LOW |
1,891.70 |
0.618 |
1,831.94 |
1.000 |
1,795.00 |
1.618 |
1,735.24 |
2.618 |
1,638.54 |
4.250 |
1,480.73 |
|
|
Fisher Pivots for day following 03-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,955.68 |
1,970.40 |
PP |
1,947.87 |
1,968.10 |
S1 |
1,940.05 |
1,965.80 |
|