Trading Metrics calculated at close of trading on 08-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-1987 |
08-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,785.60 |
1,812.30 |
26.70 |
1.5% |
1,848.10 |
High |
1,818.10 |
1,870.70 |
52.60 |
2.9% |
1,878.00 |
Low |
1,765.80 |
1,794.60 |
28.80 |
1.6% |
1,733.90 |
Close |
1,812.20 |
1,868.40 |
56.20 |
3.1% |
1,766.70 |
Range |
52.30 |
76.10 |
23.80 |
45.5% |
144.10 |
ATR |
76.05 |
76.05 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.87 |
2,046.73 |
1,910.26 |
|
R3 |
1,996.77 |
1,970.63 |
1,889.33 |
|
R2 |
1,920.67 |
1,920.67 |
1,882.35 |
|
R1 |
1,894.53 |
1,894.53 |
1,875.38 |
1,907.60 |
PP |
1,844.57 |
1,844.57 |
1,844.57 |
1,851.10 |
S1 |
1,818.43 |
1,818.43 |
1,861.42 |
1,831.50 |
S2 |
1,768.47 |
1,768.47 |
1,854.45 |
|
S3 |
1,692.37 |
1,742.33 |
1,847.47 |
|
S4 |
1,616.27 |
1,666.23 |
1,826.55 |
|
|
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 |
1,871.50 |
1,733.90 |
137.60 |
7.4% |
64.44 |
3.4% |
98% |
False |
False |
|
10 |
1,985.30 |
1,733.90 |
251.40 |
13.5% |
58.68 |
3.1% |
54% |
False |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
13.5% |
57.28 |
3.1% |
54% |
False |
False |
|
40 |
2,528.40 |
1,616.20 |
912.20 |
48.8% |
98.33 |
5.3% |
28% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
56.0% |
85.37 |
4.6% |
24% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
60.5% |
78.16 |
4.2% |
22% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
60.5% |
71.80 |
3.8% |
22% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.5% |
66.63 |
3.6% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,194.13 |
2.618 |
2,069.93 |
1.618 |
1,993.83 |
1.000 |
1,946.80 |
0.618 |
1,917.73 |
HIGH |
1,870.70 |
0.618 |
1,841.63 |
0.500 |
1,832.65 |
0.382 |
1,823.67 |
LOW |
1,794.60 |
0.618 |
1,747.57 |
1.000 |
1,718.50 |
1.618 |
1,671.47 |
2.618 |
1,595.37 |
4.250 |
1,471.18 |
|
|
Fisher Pivots for day following 08-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,856.48 |
1,846.37 |
PP |
1,844.57 |
1,824.33 |
S1 |
1,832.65 |
1,802.30 |
|