Trading Metrics calculated at close of trading on 23-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1987 |
23-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,881.00 |
1,910.50 |
29.50 |
1.6% |
1,961.70 |
High |
1,926.40 |
1,931.90 |
5.50 |
0.3% |
1,979.30 |
Low |
1,853.60 |
1,889.30 |
35.70 |
1.9% |
1,853.60 |
Close |
1,913.60 |
1,923.10 |
9.50 |
0.5% |
1,913.60 |
Range |
72.80 |
42.60 |
-30.20 |
-41.5% |
125.70 |
ATR |
91.89 |
88.37 |
-3.52 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.57 |
2,025.43 |
1,946.53 |
|
R3 |
1,999.97 |
1,982.83 |
1,934.82 |
|
R2 |
1,957.37 |
1,957.37 |
1,930.91 |
|
R1 |
1,940.23 |
1,940.23 |
1,927.01 |
1,948.80 |
PP |
1,914.77 |
1,914.77 |
1,914.77 |
1,919.05 |
S1 |
1,897.63 |
1,897.63 |
1,919.20 |
1,906.20 |
S2 |
1,872.17 |
1,872.17 |
1,915.29 |
|
S3 |
1,829.57 |
1,855.03 |
1,911.39 |
|
S4 |
1,786.97 |
1,812.43 |
1,899.67 |
|
|
Weekly Pivots for week ending 20-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,292.60 |
2,228.80 |
1,982.74 |
|
R3 |
2,166.90 |
2,103.10 |
1,948.17 |
|
R2 |
2,041.20 |
2,041.20 |
1,936.65 |
|
R1 |
1,977.40 |
1,977.40 |
1,925.12 |
1,946.45 |
PP |
1,915.50 |
1,915.50 |
1,915.50 |
1,900.03 |
S1 |
1,851.70 |
1,851.70 |
1,902.08 |
1,820.75 |
S2 |
1,789.80 |
1,789.80 |
1,890.56 |
|
S3 |
1,664.10 |
1,726.00 |
1,879.03 |
|
S4 |
1,538.40 |
1,600.30 |
1,844.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,951.90 |
1,853.60 |
98.30 |
5.1% |
57.96 |
3.0% |
71% |
False |
False |
|
10 |
1,983.90 |
1,846.00 |
137.90 |
7.2% |
55.87 |
2.9% |
56% |
False |
False |
|
20 |
2,049.10 |
1,767.70 |
281.40 |
14.6% |
73.50 |
3.8% |
55% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.4% |
98.71 |
5.1% |
29% |
False |
False |
|
60 |
2,695.50 |
1,616.20 |
1,079.30 |
56.1% |
86.13 |
4.5% |
28% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
77.00 |
4.0% |
27% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
70.27 |
3.7% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.8% |
65.13 |
3.4% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,112.95 |
2.618 |
2,043.43 |
1.618 |
2,000.83 |
1.000 |
1,974.50 |
0.618 |
1,958.23 |
HIGH |
1,931.90 |
0.618 |
1,915.63 |
0.500 |
1,910.60 |
0.382 |
1,905.57 |
LOW |
1,889.30 |
0.618 |
1,862.97 |
1.000 |
1,846.70 |
1.618 |
1,820.37 |
2.618 |
1,777.77 |
4.250 |
1,708.25 |
|
|
Fisher Pivots for day following 23-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,918.93 |
1,914.67 |
PP |
1,914.77 |
1,906.23 |
S1 |
1,910.60 |
1,897.80 |
|