Trading Metrics calculated at close of trading on 02-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-1987 |
02-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,852.10 |
1,842.70 |
-9.40 |
-0.5% |
1,910.50 |
High |
1,878.00 |
1,871.50 |
-6.50 |
-0.3% |
1,985.30 |
Low |
1,829.10 |
1,825.30 |
-3.80 |
-0.2% |
1,889.30 |
Close |
1,842.30 |
1,849.00 |
6.70 |
0.4% |
1,910.50 |
Range |
48.90 |
46.20 |
-2.70 |
-5.5% |
96.00 |
ATR |
81.10 |
78.60 |
-2.49 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.20 |
1,964.30 |
1,874.41 |
|
R3 |
1,941.00 |
1,918.10 |
1,861.71 |
|
R2 |
1,894.80 |
1,894.80 |
1,857.47 |
|
R1 |
1,871.90 |
1,871.90 |
1,853.24 |
1,883.35 |
PP |
1,848.60 |
1,848.60 |
1,848.60 |
1,854.33 |
S1 |
1,825.70 |
1,825.70 |
1,844.77 |
1,837.15 |
S2 |
1,802.40 |
1,802.40 |
1,840.53 |
|
S3 |
1,756.20 |
1,779.50 |
1,836.30 |
|
S4 |
1,710.00 |
1,733.30 |
1,823.59 |
|
|
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 |
1,982.60 |
1,795.30 |
187.30 |
10.1% |
52.46 |
2.8% |
29% |
False |
False |
|
10 |
1,985.30 |
1,795.30 |
190.00 |
10.3% |
54.94 |
3.0% |
28% |
False |
False |
|
20 |
2,023.50 |
1,795.30 |
228.20 |
12.3% |
58.64 |
3.2% |
24% |
False |
False |
|
40 |
2,571.00 |
1,616.20 |
954.80 |
51.6% |
97.92 |
5.3% |
24% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
56.6% |
83.95 |
4.5% |
22% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.1% |
77.46 |
4.2% |
21% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.1% |
70.89 |
3.8% |
21% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.1% |
65.53 |
3.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,067.85 |
2.618 |
1,992.45 |
1.618 |
1,946.25 |
1.000 |
1,917.70 |
0.618 |
1,900.05 |
HIGH |
1,871.50 |
0.618 |
1,853.85 |
0.500 |
1,848.40 |
0.382 |
1,842.95 |
LOW |
1,825.30 |
0.618 |
1,796.75 |
1.000 |
1,779.10 |
1.618 |
1,750.55 |
2.618 |
1,704.35 |
4.250 |
1,628.95 |
|
|
Fisher Pivots for day following 02-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,848.80 |
1,844.88 |
PP |
1,848.60 |
1,840.77 |
S1 |
1,848.40 |
1,836.65 |
|