Trading Metrics calculated at close of trading on 17-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-1987 |
17-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,961.70 |
1,905.50 |
-56.20 |
-2.9% |
1,910.50 |
High |
1,979.30 |
1,940.00 |
-39.30 |
-2.0% |
1,983.90 |
Low |
1,921.80 |
1,888.80 |
-33.00 |
-1.7% |
1,846.00 |
Close |
1,949.10 |
1,922.30 |
-26.80 |
-1.4% |
1,935.00 |
Range |
57.50 |
51.20 |
-6.30 |
-11.0% |
137.90 |
ATR |
101.38 |
98.44 |
-2.93 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.63 |
2,047.67 |
1,950.46 |
|
R3 |
2,019.43 |
1,996.47 |
1,936.38 |
|
R2 |
1,968.23 |
1,968.23 |
1,931.69 |
|
R1 |
1,945.27 |
1,945.27 |
1,926.99 |
1,956.75 |
PP |
1,917.03 |
1,917.03 |
1,917.03 |
1,922.78 |
S1 |
1,894.07 |
1,894.07 |
1,917.61 |
1,905.55 |
S2 |
1,865.83 |
1,865.83 |
1,912.91 |
|
S3 |
1,814.63 |
1,842.87 |
1,908.22 |
|
S4 |
1,763.43 |
1,791.67 |
1,894.14 |
|
|
Weekly Pivots for week ending 13-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,335.33 |
2,273.07 |
2,010.85 |
|
R3 |
2,197.43 |
2,135.17 |
1,972.92 |
|
R2 |
2,059.53 |
2,059.53 |
1,960.28 |
|
R1 |
1,997.27 |
1,997.27 |
1,947.64 |
2,028.40 |
PP |
1,921.63 |
1,921.63 |
1,921.63 |
1,937.20 |
S1 |
1,859.37 |
1,859.37 |
1,922.36 |
1,890.50 |
S2 |
1,783.73 |
1,783.73 |
1,909.72 |
|
S3 |
1,645.83 |
1,721.47 |
1,897.08 |
|
S4 |
1,507.93 |
1,583.57 |
1,859.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.90 |
1,882.00 |
101.90 |
5.3% |
50.82 |
2.6% |
40% |
False |
False |
|
10 |
2,023.50 |
1,846.00 |
177.50 |
9.2% |
62.34 |
3.2% |
43% |
False |
False |
|
20 |
2,081.10 |
1,767.70 |
313.40 |
16.3% |
86.55 |
4.5% |
49% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.4% |
97.75 |
5.1% |
29% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
85.48 |
4.4% |
27% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
76.29 |
4.0% |
27% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
69.50 |
3.6% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
64.56 |
3.4% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,157.60 |
2.618 |
2,074.04 |
1.618 |
2,022.84 |
1.000 |
1,991.20 |
0.618 |
1,971.64 |
HIGH |
1,940.00 |
0.618 |
1,920.44 |
0.500 |
1,914.40 |
0.382 |
1,908.36 |
LOW |
1,888.80 |
0.618 |
1,857.16 |
1.000 |
1,837.60 |
1.618 |
1,805.96 |
2.618 |
1,754.76 |
4.250 |
1,671.20 |
|
|
Fisher Pivots for day following 17-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,919.67 |
1,934.05 |
PP |
1,917.03 |
1,930.13 |
S1 |
1,914.40 |
1,926.22 |
|