Trading Metrics calculated at close of trading on 12-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1987 |
12-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,909.20 |
1,949.80 |
40.60 |
2.1% |
1,993.20 |
High |
1,927.70 |
1,983.90 |
56.20 |
2.9% |
2,027.50 |
Low |
1,882.00 |
1,934.90 |
52.90 |
2.8% |
1,891.70 |
Close |
1,899.20 |
1,960.20 |
61.00 |
3.2% |
1,959.10 |
Range |
45.70 |
49.00 |
3.30 |
7.2% |
135.80 |
ATR |
110.77 |
108.91 |
-1.86 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.67 |
2,082.43 |
1,987.15 |
|
R3 |
2,057.67 |
2,033.43 |
1,973.68 |
|
R2 |
2,008.67 |
2,008.67 |
1,969.18 |
|
R1 |
1,984.43 |
1,984.43 |
1,964.69 |
1,996.55 |
PP |
1,959.67 |
1,959.67 |
1,959.67 |
1,965.73 |
S1 |
1,935.43 |
1,935.43 |
1,955.71 |
1,947.55 |
S2 |
1,910.67 |
1,910.67 |
1,951.22 |
|
S3 |
1,861.67 |
1,886.43 |
1,946.73 |
|
S4 |
1,812.67 |
1,837.43 |
1,933.25 |
|
|
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 |
9.1% |
61.04 |
3.1% |
64% |
False |
False |
|
10 |
2,049.10 |
1,846.00 |
203.10 |
10.4% |
71.44 |
3.6% |
56% |
False |
False |
|
20 |
2,396.20 |
1,616.20 |
780.00 |
39.8% |
134.90 |
6.9% |
44% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.4% |
99.37 |
5.1% |
33% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
85.27 |
4.3% |
30% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
75.81 |
3.9% |
30% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
68.90 |
3.5% |
30% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
64.52 |
3.3% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,192.15 |
2.618 |
2,112.18 |
1.618 |
2,063.18 |
1.000 |
2,032.90 |
0.618 |
2,014.18 |
HIGH |
1,983.90 |
0.618 |
1,965.18 |
0.500 |
1,959.40 |
0.382 |
1,953.62 |
LOW |
1,934.90 |
0.618 |
1,904.62 |
1.000 |
1,885.90 |
1.618 |
1,855.62 |
2.618 |
1,806.62 |
4.250 |
1,726.65 |
|
|
Fisher Pivots for day following 12-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,959.93 |
1,945.12 |
PP |
1,959.67 |
1,930.03 |
S1 |
1,959.40 |
1,914.95 |
|