Trading Metrics calculated at close of trading on 03-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1987 |
03-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,842.70 |
1,819.50 |
-23.20 |
-1.3% |
1,910.50 |
High |
1,871.50 |
1,859.10 |
-12.40 |
-0.7% |
1,985.30 |
Low |
1,825.30 |
1,772.20 |
-53.10 |
-2.9% |
1,889.30 |
Close |
1,849.00 |
1,776.50 |
-72.50 |
-3.9% |
1,910.50 |
Range |
46.20 |
86.90 |
40.70 |
88.1% |
96.00 |
ATR |
78.60 |
79.20 |
0.59 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.30 |
2,006.80 |
1,824.30 |
|
R3 |
1,976.40 |
1,919.90 |
1,800.40 |
|
R2 |
1,889.50 |
1,889.50 |
1,792.43 |
|
R1 |
1,833.00 |
1,833.00 |
1,784.47 |
1,817.80 |
PP |
1,802.60 |
1,802.60 |
1,802.60 |
1,795.00 |
S1 |
1,746.10 |
1,746.10 |
1,768.53 |
1,730.90 |
S2 |
1,715.70 |
1,715.70 |
1,760.57 |
|
S3 |
1,628.80 |
1,659.20 |
1,752.60 |
|
S4 |
1,541.90 |
1,572.30 |
1,728.71 |
|
|
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 |
1,955.20 |
1,772.20 |
183.00 |
10.3% |
60.46 |
3.4% |
2% |
False |
True |
|
10 |
1,985.30 |
1,772.20 |
213.10 |
12.0% |
57.33 |
3.2% |
2% |
False |
True |
|
20 |
2,023.50 |
1,772.20 |
251.30 |
14.1% |
59.62 |
3.4% |
2% |
False |
True |
|
40 |
2,561.40 |
1,616.20 |
945.20 |
53.2% |
98.61 |
5.6% |
17% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
58.9% |
84.60 |
4.8% |
15% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
63.6% |
77.84 |
4.4% |
14% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
63.6% |
71.26 |
4.0% |
14% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
63.6% |
65.96 |
3.7% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,228.43 |
2.618 |
2,086.60 |
1.618 |
1,999.70 |
1.000 |
1,946.00 |
0.618 |
1,912.80 |
HIGH |
1,859.10 |
0.618 |
1,825.90 |
0.500 |
1,815.65 |
0.382 |
1,805.40 |
LOW |
1,772.20 |
0.618 |
1,718.50 |
1.000 |
1,685.30 |
1.618 |
1,631.60 |
2.618 |
1,544.70 |
4.250 |
1,402.88 |
|
|
Fisher Pivots for day following 03-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,815.65 |
1,825.10 |
PP |
1,802.60 |
1,808.90 |
S1 |
1,789.55 |
1,792.70 |
|