Trading Metrics calculated at close of trading on 10-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-1987 |
10-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,910.50 |
1,874.70 |
-35.80 |
-1.9% |
1,993.20 |
High |
1,941.80 |
1,912.00 |
-29.80 |
-1.5% |
2,027.50 |
Low |
1,882.00 |
1,846.00 |
-36.00 |
-1.9% |
1,891.70 |
Close |
1,900.20 |
1,878.20 |
-22.00 |
-1.2% |
1,959.10 |
Range |
59.80 |
66.00 |
6.20 |
10.4% |
135.80 |
ATR |
119.29 |
115.49 |
-3.81 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.73 |
2,043.47 |
1,914.50 |
|
R3 |
2,010.73 |
1,977.47 |
1,896.35 |
|
R2 |
1,944.73 |
1,944.73 |
1,890.30 |
|
R1 |
1,911.47 |
1,911.47 |
1,884.25 |
1,928.10 |
PP |
1,878.73 |
1,878.73 |
1,878.73 |
1,887.05 |
S1 |
1,845.47 |
1,845.47 |
1,872.15 |
1,862.10 |
S2 |
1,812.73 |
1,812.73 |
1,866.10 |
|
S3 |
1,746.73 |
1,779.47 |
1,860.05 |
|
S4 |
1,680.73 |
1,713.47 |
1,841.90 |
|
|
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 |
1,846.00 |
177.50 |
9.5% |
73.86 |
3.9% |
18% |
False |
True |
|
10 |
2,049.10 |
1,767.70 |
281.40 |
15.0% |
87.92 |
4.7% |
39% |
False |
False |
|
20 |
2,485.20 |
1,616.20 |
869.00 |
46.3% |
139.11 |
7.4% |
30% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
55.7% |
99.80 |
5.3% |
25% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
85.56 |
4.6% |
23% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
75.82 |
4.0% |
23% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
68.79 |
3.7% |
23% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.2% |
64.49 |
3.4% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,192.50 |
2.618 |
2,084.79 |
1.618 |
2,018.79 |
1.000 |
1,978.00 |
0.618 |
1,952.79 |
HIGH |
1,912.00 |
0.618 |
1,886.79 |
0.500 |
1,879.00 |
0.382 |
1,871.21 |
LOW |
1,846.00 |
0.618 |
1,805.21 |
1.000 |
1,780.00 |
1.618 |
1,739.21 |
2.618 |
1,673.21 |
4.250 |
1,565.50 |
|
|
Fisher Pivots for day following 10-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,879.00 |
1,934.75 |
PP |
1,878.73 |
1,915.90 |
S1 |
1,878.47 |
1,897.05 |
|