Trading Metrics calculated at close of trading on 05-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1987 |
05-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,933.20 |
1,957.10 |
23.90 |
1.2% |
1,839.00 |
High |
1,980.60 |
2,011.90 |
31.30 |
1.6% |
2,049.10 |
Low |
1,913.30 |
1,920.40 |
7.10 |
0.4% |
1,767.70 |
Close |
1,945.30 |
1,985.40 |
40.10 |
2.1% |
1,993.50 |
Range |
67.30 |
91.50 |
24.20 |
36.0% |
281.40 |
ATR |
128.06 |
125.45 |
-2.61 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,247.07 |
2,207.73 |
2,035.73 |
|
R3 |
2,155.57 |
2,116.23 |
2,010.56 |
|
R2 |
2,064.07 |
2,064.07 |
2,002.18 |
|
R1 |
2,024.73 |
2,024.73 |
1,993.79 |
2,044.40 |
PP |
1,972.57 |
1,972.57 |
1,972.57 |
1,982.40 |
S1 |
1,933.23 |
1,933.23 |
1,977.01 |
1,952.90 |
S2 |
1,881.07 |
1,881.07 |
1,968.63 |
|
S3 |
1,789.57 |
1,841.73 |
1,960.24 |
|
S4 |
1,698.07 |
1,750.23 |
1,935.08 |
|
|
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 |
1,891.70 |
157.40 |
7.9% |
81.84 |
4.1% |
60% |
False |
False |
|
10 |
2,049.10 |
1,767.70 |
281.40 |
14.2% |
96.99 |
4.9% |
77% |
False |
False |
|
20 |
2,531.70 |
1,616.20 |
915.50 |
46.1% |
138.68 |
7.0% |
40% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
52.7% |
98.23 |
4.9% |
35% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
56.9% |
84.57 |
4.3% |
33% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
56.9% |
74.73 |
3.8% |
33% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.9% |
67.75 |
3.4% |
33% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.9% |
64.22 |
3.2% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,400.78 |
2.618 |
2,251.45 |
1.618 |
2,159.95 |
1.000 |
2,103.40 |
0.618 |
2,068.45 |
HIGH |
2,011.90 |
0.618 |
1,976.95 |
0.500 |
1,966.15 |
0.382 |
1,955.35 |
LOW |
1,920.40 |
0.618 |
1,863.85 |
1.000 |
1,828.90 |
1.618 |
1,772.35 |
2.618 |
1,680.85 |
4.250 |
1,531.53 |
|
|
Fisher Pivots for day following 05-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,978.98 |
1,974.20 |
PP |
1,972.57 |
1,963.00 |
S1 |
1,966.15 |
1,951.80 |
|