Trading Metrics calculated at close of trading on 01-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-1987 |
01-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,848.10 |
1,852.10 |
4.00 |
0.2% |
1,910.50 |
High |
1,867.40 |
1,878.00 |
10.60 |
0.6% |
1,985.30 |
Low |
1,795.30 |
1,829.10 |
33.80 |
1.9% |
1,889.30 |
Close |
1,833.60 |
1,842.30 |
8.70 |
0.5% |
1,910.50 |
Range |
72.10 |
48.90 |
-23.20 |
-32.2% |
96.00 |
ATR |
83.57 |
81.10 |
-2.48 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.50 |
1,968.30 |
1,869.20 |
|
R3 |
1,947.60 |
1,919.40 |
1,855.75 |
|
R2 |
1,898.70 |
1,898.70 |
1,851.27 |
|
R1 |
1,870.50 |
1,870.50 |
1,846.78 |
1,860.15 |
PP |
1,849.80 |
1,849.80 |
1,849.80 |
1,844.63 |
S1 |
1,821.60 |
1,821.60 |
1,837.82 |
1,811.25 |
S2 |
1,800.90 |
1,800.90 |
1,833.34 |
|
S3 |
1,752.00 |
1,772.70 |
1,828.85 |
|
S4 |
1,703.10 |
1,723.80 |
1,815.41 |
|
|
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 |
10.3% |
52.92 |
2.9% |
25% |
False |
False |
|
10 |
1,985.30 |
1,795.30 |
190.00 |
10.3% |
55.44 |
3.0% |
25% |
False |
False |
|
20 |
2,023.50 |
1,795.30 |
228.20 |
12.4% |
61.17 |
3.3% |
21% |
False |
False |
|
40 |
2,632.80 |
1,616.20 |
1,016.60 |
55.2% |
99.02 |
5.4% |
22% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
56.8% |
84.48 |
4.6% |
22% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
77.54 |
4.2% |
20% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
70.86 |
3.8% |
20% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.4% |
65.47 |
3.6% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,085.83 |
2.618 |
2,006.02 |
1.618 |
1,957.12 |
1.000 |
1,926.90 |
0.618 |
1,908.22 |
HIGH |
1,878.00 |
0.618 |
1,859.32 |
0.500 |
1,853.55 |
0.382 |
1,847.78 |
LOW |
1,829.10 |
0.618 |
1,798.88 |
1.000 |
1,780.20 |
1.618 |
1,749.98 |
2.618 |
1,701.08 |
4.250 |
1,621.28 |
|
|
Fisher Pivots for day following 01-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,853.55 |
1,875.25 |
PP |
1,849.80 |
1,864.27 |
S1 |
1,846.05 |
1,853.28 |
|