Trading Metrics calculated at close of trading on 18-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-1987 |
18-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,905.50 |
1,914.30 |
8.80 |
0.5% |
1,910.50 |
High |
1,940.00 |
1,951.90 |
11.90 |
0.6% |
1,983.90 |
Low |
1,888.80 |
1,888.90 |
0.10 |
0.0% |
1,846.00 |
Close |
1,922.30 |
1,939.20 |
16.90 |
0.9% |
1,935.00 |
Range |
51.20 |
63.00 |
11.80 |
23.0% |
137.90 |
ATR |
98.44 |
95.91 |
-2.53 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,115.67 |
2,090.43 |
1,973.85 |
|
R3 |
2,052.67 |
2,027.43 |
1,956.53 |
|
R2 |
1,989.67 |
1,989.67 |
1,950.75 |
|
R1 |
1,964.43 |
1,964.43 |
1,944.98 |
1,977.05 |
PP |
1,926.67 |
1,926.67 |
1,926.67 |
1,932.98 |
S1 |
1,901.43 |
1,901.43 |
1,933.43 |
1,914.05 |
S2 |
1,863.67 |
1,863.67 |
1,927.65 |
|
S3 |
1,800.67 |
1,838.43 |
1,921.88 |
|
S4 |
1,737.67 |
1,775.43 |
1,904.55 |
|
|
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 |
1,888.80 |
95.10 |
4.9% |
54.28 |
2.8% |
53% |
False |
False |
|
10 |
2,023.50 |
1,846.00 |
177.50 |
9.2% |
61.91 |
3.2% |
53% |
False |
False |
|
20 |
2,049.10 |
1,767.70 |
281.40 |
14.5% |
83.23 |
4.3% |
61% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.0% |
98.14 |
5.1% |
31% |
False |
False |
|
60 |
2,742.00 |
1,616.20 |
1,125.80 |
58.1% |
85.66 |
4.4% |
29% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
76.48 |
3.9% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
69.77 |
3.6% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
64.72 |
3.3% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,219.65 |
2.618 |
2,116.83 |
1.618 |
2,053.83 |
1.000 |
2,014.90 |
0.618 |
1,990.83 |
HIGH |
1,951.90 |
0.618 |
1,927.83 |
0.500 |
1,920.40 |
0.382 |
1,912.97 |
LOW |
1,888.90 |
0.618 |
1,849.97 |
1.000 |
1,825.90 |
1.618 |
1,786.97 |
2.618 |
1,723.97 |
4.250 |
1,621.15 |
|
|
Fisher Pivots for day following 18-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,932.93 |
1,937.48 |
PP |
1,926.67 |
1,935.77 |
S1 |
1,920.40 |
1,934.05 |
|