Trading Metrics calculated at close of trading on 30-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-1987 |
30-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,944.10 |
1,848.10 |
-96.00 |
-4.9% |
1,910.50 |
High |
1,955.20 |
1,867.40 |
-87.80 |
-4.5% |
1,985.30 |
Low |
1,907.00 |
1,795.30 |
-111.70 |
-5.9% |
1,889.30 |
Close |
1,910.50 |
1,833.60 |
-76.90 |
-4.0% |
1,910.50 |
Range |
48.20 |
72.10 |
23.90 |
49.6% |
96.00 |
ATR |
81.14 |
83.57 |
2.43 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.40 |
2,013.10 |
1,873.26 |
|
R3 |
1,976.30 |
1,941.00 |
1,853.43 |
|
R2 |
1,904.20 |
1,904.20 |
1,846.82 |
|
R1 |
1,868.90 |
1,868.90 |
1,840.21 |
1,850.50 |
PP |
1,832.10 |
1,832.10 |
1,832.10 |
1,822.90 |
S1 |
1,796.80 |
1,796.80 |
1,826.99 |
1,778.40 |
S2 |
1,760.00 |
1,760.00 |
1,820.38 |
|
S3 |
1,687.90 |
1,724.70 |
1,813.77 |
|
S4 |
1,615.80 |
1,652.60 |
1,793.95 |
|
|
Weekly Pivots for week ending 27-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,216.37 |
2,159.43 |
1,963.30 |
|
R3 |
2,120.37 |
2,063.43 |
1,936.90 |
|
R2 |
2,024.37 |
2,024.37 |
1,928.10 |
|
R1 |
1,967.43 |
1,967.43 |
1,919.30 |
1,958.50 |
PP |
1,928.37 |
1,928.37 |
1,928.37 |
1,923.90 |
S1 |
1,871.43 |
1,871.43 |
1,901.70 |
1,862.50 |
S2 |
1,832.37 |
1,832.37 |
1,892.90 |
|
S3 |
1,736.37 |
1,775.43 |
1,884.10 |
|
S4 |
1,640.37 |
1,679.43 |
1,857.70 |
|
|
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 |
1,795.30 |
190.00 |
10.4% |
51.66 |
2.8% |
20% |
False |
True |
|
10 |
1,985.30 |
1,795.30 |
190.00 |
10.4% |
56.30 |
3.1% |
20% |
False |
True |
|
20 |
2,027.50 |
1,795.30 |
232.20 |
12.7% |
62.24 |
3.4% |
16% |
False |
True |
|
40 |
2,658.80 |
1,616.20 |
1,042.60 |
56.9% |
98.99 |
5.4% |
21% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
57.1% |
84.68 |
4.6% |
21% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.7% |
77.37 |
4.2% |
19% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.7% |
70.72 |
3.9% |
19% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.7% |
65.38 |
3.6% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,173.83 |
2.618 |
2,056.16 |
1.618 |
1,984.06 |
1.000 |
1,939.50 |
0.618 |
1,911.96 |
HIGH |
1,867.40 |
0.618 |
1,839.86 |
0.500 |
1,831.35 |
0.382 |
1,822.84 |
LOW |
1,795.30 |
0.618 |
1,750.74 |
1.000 |
1,723.20 |
1.618 |
1,678.64 |
2.618 |
1,606.54 |
4.250 |
1,488.88 |
|
|
Fisher Pivots for day following 30-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,832.85 |
1,888.95 |
PP |
1,832.10 |
1,870.50 |
S1 |
1,831.35 |
1,852.05 |
|