Trading Metrics calculated at close of trading on 04-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-1987 |
04-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,970.30 |
1,933.20 |
-37.10 |
-1.9% |
1,839.00 |
High |
1,988.40 |
1,980.60 |
-7.80 |
-0.4% |
2,049.10 |
Low |
1,891.70 |
1,913.30 |
21.60 |
1.1% |
1,767.70 |
Close |
1,963.50 |
1,945.30 |
-18.20 |
-0.9% |
1,993.50 |
Range |
96.70 |
67.30 |
-29.40 |
-30.4% |
281.40 |
ATR |
132.73 |
128.06 |
-4.67 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,148.30 |
2,114.10 |
1,982.32 |
|
R3 |
2,081.00 |
2,046.80 |
1,963.81 |
|
R2 |
2,013.70 |
2,013.70 |
1,957.64 |
|
R1 |
1,979.50 |
1,979.50 |
1,951.47 |
1,996.60 |
PP |
1,946.40 |
1,946.40 |
1,946.40 |
1,954.95 |
S1 |
1,912.20 |
1,912.20 |
1,939.13 |
1,929.30 |
S2 |
1,879.10 |
1,879.10 |
1,932.96 |
|
S3 |
1,811.80 |
1,844.90 |
1,926.79 |
|
S4 |
1,744.50 |
1,777.60 |
1,908.29 |
|
|
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 |
1,849.30 |
199.80 |
10.3% |
88.08 |
4.5% |
48% |
False |
False |
|
10 |
2,049.10 |
1,767.70 |
281.40 |
14.5% |
104.55 |
5.4% |
63% |
False |
False |
|
20 |
2,561.40 |
1,616.20 |
945.20 |
48.6% |
137.60 |
7.1% |
35% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.8% |
97.10 |
5.0% |
31% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
83.92 |
4.3% |
29% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
74.17 |
3.8% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
67.23 |
3.5% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
63.92 |
3.3% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,266.63 |
2.618 |
2,156.79 |
1.618 |
2,089.49 |
1.000 |
2,047.90 |
0.618 |
2,022.19 |
HIGH |
1,980.60 |
0.618 |
1,954.89 |
0.500 |
1,946.95 |
0.382 |
1,939.01 |
LOW |
1,913.30 |
0.618 |
1,871.71 |
1.000 |
1,846.00 |
1.618 |
1,804.41 |
2.618 |
1,737.11 |
4.250 |
1,627.28 |
|
|
Fisher Pivots for day following 04-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,946.95 |
1,959.60 |
PP |
1,946.40 |
1,954.83 |
S1 |
1,945.85 |
1,950.07 |
|