Trading Metrics calculated at close of trading on 24-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-1987 |
24-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,910.50 |
1,953.10 |
42.60 |
2.2% |
1,961.70 |
High |
1,931.90 |
1,985.30 |
53.40 |
2.8% |
1,979.30 |
Low |
1,889.30 |
1,936.80 |
47.50 |
2.5% |
1,853.60 |
Close |
1,923.10 |
1,963.50 |
40.40 |
2.1% |
1,913.60 |
Range |
42.60 |
48.50 |
5.90 |
13.8% |
125.70 |
ATR |
88.37 |
86.50 |
-1.87 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,107.37 |
2,083.93 |
1,990.18 |
|
R3 |
2,058.87 |
2,035.43 |
1,976.84 |
|
R2 |
2,010.37 |
2,010.37 |
1,972.39 |
|
R1 |
1,986.93 |
1,986.93 |
1,967.95 |
1,998.65 |
PP |
1,961.87 |
1,961.87 |
1,961.87 |
1,967.73 |
S1 |
1,938.43 |
1,938.43 |
1,959.05 |
1,950.15 |
S2 |
1,913.37 |
1,913.37 |
1,954.61 |
|
S3 |
1,864.87 |
1,889.93 |
1,950.16 |
|
S4 |
1,816.37 |
1,841.43 |
1,936.83 |
|
|
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 |
1,985.30 |
1,853.60 |
131.70 |
6.7% |
57.42 |
2.9% |
83% |
True |
False |
|
10 |
1,985.30 |
1,853.60 |
131.70 |
6.7% |
54.12 |
2.8% |
83% |
True |
False |
|
20 |
2,049.10 |
1,767.70 |
281.40 |
14.3% |
71.02 |
3.6% |
70% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.3% |
98.46 |
5.0% |
33% |
False |
False |
|
60 |
2,695.50 |
1,616.20 |
1,079.30 |
55.0% |
86.00 |
4.4% |
32% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
77.00 |
3.9% |
31% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
70.28 |
3.6% |
31% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.6% |
65.25 |
3.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,191.43 |
2.618 |
2,112.27 |
1.618 |
2,063.77 |
1.000 |
2,033.80 |
0.618 |
2,015.27 |
HIGH |
1,985.30 |
0.618 |
1,966.77 |
0.500 |
1,961.05 |
0.382 |
1,955.33 |
LOW |
1,936.80 |
0.618 |
1,906.83 |
1.000 |
1,888.30 |
1.618 |
1,858.33 |
2.618 |
1,809.83 |
4.250 |
1,730.68 |
|
|
Fisher Pivots for day following 24-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,962.68 |
1,948.82 |
PP |
1,961.87 |
1,934.13 |
S1 |
1,961.05 |
1,919.45 |
|