Trading Metrics calculated at close of trading on 04-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1987 |
04-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,819.50 |
1,779.70 |
-39.80 |
-2.2% |
1,848.10 |
High |
1,859.10 |
1,794.60 |
-64.50 |
-3.5% |
1,878.00 |
Low |
1,772.20 |
1,733.90 |
-38.30 |
-2.2% |
1,733.90 |
Close |
1,776.50 |
1,766.70 |
-9.80 |
-0.6% |
1,766.70 |
Range |
86.90 |
60.70 |
-26.20 |
-30.1% |
144.10 |
ATR |
79.20 |
77.87 |
-1.32 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.17 |
1,917.63 |
1,800.09 |
|
R3 |
1,886.47 |
1,856.93 |
1,783.39 |
|
R2 |
1,825.77 |
1,825.77 |
1,777.83 |
|
R1 |
1,796.23 |
1,796.23 |
1,772.26 |
1,780.65 |
PP |
1,765.07 |
1,765.07 |
1,765.07 |
1,757.28 |
S1 |
1,735.53 |
1,735.53 |
1,761.14 |
1,719.95 |
S2 |
1,704.37 |
1,704.37 |
1,755.57 |
|
S3 |
1,643.67 |
1,674.83 |
1,750.01 |
|
S4 |
1,582.97 |
1,614.13 |
1,733.32 |
|
|
Weekly Pivots for week ending 04-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,225.17 |
2,140.03 |
1,845.96 |
|
R3 |
2,081.07 |
1,995.93 |
1,806.33 |
|
R2 |
1,936.97 |
1,936.97 |
1,793.12 |
|
R1 |
1,851.83 |
1,851.83 |
1,779.91 |
1,822.35 |
PP |
1,792.87 |
1,792.87 |
1,792.87 |
1,778.13 |
S1 |
1,707.73 |
1,707.73 |
1,753.49 |
1,678.25 |
S2 |
1,648.77 |
1,648.77 |
1,740.28 |
|
S3 |
1,504.67 |
1,563.63 |
1,727.07 |
|
S4 |
1,360.57 |
1,419.53 |
1,687.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.00 |
1,733.90 |
144.10 |
8.2% |
62.96 |
3.6% |
23% |
False |
True |
|
10 |
1,985.30 |
1,733.90 |
251.40 |
14.2% |
57.38 |
3.2% |
13% |
False |
True |
|
20 |
2,023.50 |
1,733.90 |
289.60 |
16.4% |
58.08 |
3.3% |
11% |
False |
True |
|
40 |
2,531.70 |
1,616.20 |
915.50 |
51.8% |
98.38 |
5.6% |
16% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
59.2% |
84.85 |
4.8% |
14% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
64.0% |
77.95 |
4.4% |
13% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
64.0% |
71.40 |
4.0% |
13% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
64.0% |
66.14 |
3.7% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.58 |
2.618 |
1,953.51 |
1.618 |
1,892.81 |
1.000 |
1,855.30 |
0.618 |
1,832.11 |
HIGH |
1,794.60 |
0.618 |
1,771.41 |
0.500 |
1,764.25 |
0.382 |
1,757.09 |
LOW |
1,733.90 |
0.618 |
1,696.39 |
1.000 |
1,673.20 |
1.618 |
1,635.69 |
2.618 |
1,574.99 |
4.250 |
1,475.93 |
|
|
Fisher Pivots for day following 04-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,765.88 |
1,802.70 |
PP |
1,765.07 |
1,790.70 |
S1 |
1,764.25 |
1,778.70 |
|