Trading Metrics calculated at close of trading on 19-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1987 |
19-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,914.30 |
1,931.70 |
17.40 |
0.9% |
1,910.50 |
High |
1,951.90 |
1,942.00 |
-9.90 |
-0.5% |
1,983.90 |
Low |
1,888.90 |
1,881.80 |
-7.10 |
-0.4% |
1,846.00 |
Close |
1,939.20 |
1,895.40 |
-43.80 |
-2.3% |
1,935.00 |
Range |
63.00 |
60.20 |
-2.80 |
-4.4% |
137.90 |
ATR |
95.91 |
93.36 |
-2.55 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.00 |
2,051.40 |
1,928.51 |
|
R3 |
2,026.80 |
1,991.20 |
1,911.96 |
|
R2 |
1,966.60 |
1,966.60 |
1,906.44 |
|
R1 |
1,931.00 |
1,931.00 |
1,900.92 |
1,918.70 |
PP |
1,906.40 |
1,906.40 |
1,906.40 |
1,900.25 |
S1 |
1,870.80 |
1,870.80 |
1,889.88 |
1,858.50 |
S2 |
1,846.20 |
1,846.20 |
1,884.36 |
|
S3 |
1,786.00 |
1,810.60 |
1,878.85 |
|
S4 |
1,725.80 |
1,750.40 |
1,862.29 |
|
|
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 |
1,979.30 |
1,881.80 |
97.50 |
5.1% |
56.52 |
3.0% |
14% |
False |
True |
|
10 |
2,023.50 |
1,846.00 |
177.50 |
9.4% |
58.78 |
3.1% |
28% |
False |
False |
|
20 |
2,049.10 |
1,767.70 |
281.40 |
14.8% |
77.89 |
4.1% |
45% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
55.2% |
98.35 |
5.2% |
27% |
False |
False |
|
60 |
2,705.50 |
1,616.20 |
1,089.30 |
57.5% |
85.74 |
4.5% |
26% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.6% |
76.64 |
4.0% |
25% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.6% |
69.82 |
3.7% |
25% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.6% |
64.84 |
3.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,197.85 |
2.618 |
2,099.60 |
1.618 |
2,039.40 |
1.000 |
2,002.20 |
0.618 |
1,979.20 |
HIGH |
1,942.00 |
0.618 |
1,919.00 |
0.500 |
1,911.90 |
0.382 |
1,904.80 |
LOW |
1,881.80 |
0.618 |
1,844.60 |
1.000 |
1,821.60 |
1.618 |
1,784.40 |
2.618 |
1,724.20 |
4.250 |
1,625.95 |
|
|
Fisher Pivots for day following 19-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,911.90 |
1,916.85 |
PP |
1,906.40 |
1,909.70 |
S1 |
1,900.90 |
1,902.55 |
|