Trading Metrics calculated at close of trading on 07-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-1987 |
07-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,779.70 |
1,785.60 |
5.90 |
0.3% |
1,848.10 |
High |
1,794.60 |
1,818.10 |
23.50 |
1.3% |
1,878.00 |
Low |
1,733.90 |
1,765.80 |
31.90 |
1.8% |
1,733.90 |
Close |
1,766.70 |
1,812.20 |
45.50 |
2.6% |
1,766.70 |
Range |
60.70 |
52.30 |
-8.40 |
-13.8% |
144.10 |
ATR |
77.87 |
76.05 |
-1.83 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.60 |
1,936.20 |
1,840.97 |
|
R3 |
1,903.30 |
1,883.90 |
1,826.58 |
|
R2 |
1,851.00 |
1,851.00 |
1,821.79 |
|
R1 |
1,831.60 |
1,831.60 |
1,816.99 |
1,841.30 |
PP |
1,798.70 |
1,798.70 |
1,798.70 |
1,803.55 |
S1 |
1,779.30 |
1,779.30 |
1,807.41 |
1,789.00 |
S2 |
1,746.40 |
1,746.40 |
1,802.61 |
|
S3 |
1,694.10 |
1,727.00 |
1,797.82 |
|
S4 |
1,641.80 |
1,674.70 |
1,783.44 |
|
|
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 |
8.0% |
59.00 |
3.3% |
54% |
False |
False |
|
10 |
1,985.30 |
1,733.90 |
251.40 |
13.9% |
55.33 |
3.1% |
31% |
False |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
13.9% |
56.46 |
3.1% |
31% |
False |
False |
|
40 |
2,528.40 |
1,616.20 |
912.20 |
50.3% |
98.20 |
5.4% |
21% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
57.7% |
84.88 |
4.7% |
19% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
62.4% |
77.87 |
4.3% |
17% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
62.4% |
71.52 |
3.9% |
17% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
62.4% |
66.27 |
3.7% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.38 |
2.618 |
1,955.02 |
1.618 |
1,902.72 |
1.000 |
1,870.40 |
0.618 |
1,850.42 |
HIGH |
1,818.10 |
0.618 |
1,798.12 |
0.500 |
1,791.95 |
0.382 |
1,785.78 |
LOW |
1,765.80 |
0.618 |
1,733.48 |
1.000 |
1,713.50 |
1.618 |
1,681.18 |
2.618 |
1,628.88 |
4.250 |
1,543.53 |
|
|
Fisher Pivots for day following 07-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,805.45 |
1,806.97 |
PP |
1,798.70 |
1,801.73 |
S1 |
1,791.95 |
1,796.50 |
|