Trading Metrics calculated at close of trading on 09-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-1987 |
09-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,986.20 |
1,910.50 |
-75.70 |
-3.8% |
1,993.20 |
High |
2,023.50 |
1,941.80 |
-81.70 |
-4.0% |
2,027.50 |
Low |
1,938.80 |
1,882.00 |
-56.80 |
-2.9% |
1,891.70 |
Close |
1,959.10 |
1,900.20 |
-58.90 |
-3.0% |
1,959.10 |
Range |
84.70 |
59.80 |
-24.90 |
-29.4% |
135.80 |
ATR |
122.54 |
119.29 |
-3.25 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.40 |
2,053.60 |
1,933.09 |
|
R3 |
2,027.60 |
1,993.80 |
1,916.65 |
|
R2 |
1,967.80 |
1,967.80 |
1,911.16 |
|
R1 |
1,934.00 |
1,934.00 |
1,905.68 |
1,921.00 |
PP |
1,908.00 |
1,908.00 |
1,908.00 |
1,901.50 |
S1 |
1,874.20 |
1,874.20 |
1,894.72 |
1,861.20 |
S2 |
1,848.20 |
1,848.20 |
1,889.24 |
|
S3 |
1,788.40 |
1,814.40 |
1,883.76 |
|
S4 |
1,728.60 |
1,754.60 |
1,867.31 |
|
|
Weekly Pivots for week ending 06-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,366.83 |
2,298.77 |
2,033.79 |
|
R3 |
2,231.03 |
2,162.97 |
1,996.45 |
|
R2 |
2,095.23 |
2,095.23 |
1,984.00 |
|
R1 |
2,027.17 |
2,027.17 |
1,971.55 |
1,993.30 |
PP |
1,959.43 |
1,959.43 |
1,959.43 |
1,942.50 |
S1 |
1,891.37 |
1,891.37 |
1,946.65 |
1,857.50 |
S2 |
1,823.63 |
1,823.63 |
1,934.20 |
|
S3 |
1,687.83 |
1,755.57 |
1,921.76 |
|
S4 |
1,552.03 |
1,619.77 |
1,884.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,023.50 |
1,882.00 |
141.50 |
7.4% |
80.00 |
4.2% |
13% |
False |
True |
|
10 |
2,049.10 |
1,767.70 |
281.40 |
14.8% |
91.12 |
4.8% |
47% |
False |
False |
|
20 |
2,528.40 |
1,616.20 |
912.20 |
48.0% |
139.38 |
7.3% |
31% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
55.1% |
99.41 |
5.2% |
27% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
85.12 |
4.5% |
25% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
75.44 |
4.0% |
25% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
68.50 |
3.6% |
25% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
64.30 |
3.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,195.95 |
2.618 |
2,098.36 |
1.618 |
2,038.56 |
1.000 |
2,001.60 |
0.618 |
1,978.76 |
HIGH |
1,941.80 |
0.618 |
1,918.96 |
0.500 |
1,911.90 |
0.382 |
1,904.84 |
LOW |
1,882.00 |
0.618 |
1,845.04 |
1.000 |
1,822.20 |
1.618 |
1,785.24 |
2.618 |
1,725.44 |
4.250 |
1,627.85 |
|
|
Fisher Pivots for day following 09-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,911.90 |
1,952.75 |
PP |
1,908.00 |
1,935.23 |
S1 |
1,904.10 |
1,917.72 |
|