Trading Metrics calculated at close of trading on 09-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-1987 |
09-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,812.30 |
1,876.00 |
63.70 |
3.5% |
1,848.10 |
High |
1,870.70 |
1,924.90 |
54.20 |
2.9% |
1,878.00 |
Low |
1,794.60 |
1,846.70 |
52.10 |
2.9% |
1,733.90 |
Close |
1,868.40 |
1,902.50 |
34.10 |
1.8% |
1,766.70 |
Range |
76.10 |
78.20 |
2.10 |
2.8% |
144.10 |
ATR |
76.05 |
76.21 |
0.15 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,125.97 |
2,092.43 |
1,945.51 |
|
R3 |
2,047.77 |
2,014.23 |
1,924.01 |
|
R2 |
1,969.57 |
1,969.57 |
1,916.84 |
|
R1 |
1,936.03 |
1,936.03 |
1,909.67 |
1,952.80 |
PP |
1,891.37 |
1,891.37 |
1,891.37 |
1,899.75 |
S1 |
1,857.83 |
1,857.83 |
1,895.33 |
1,874.60 |
S2 |
1,813.17 |
1,813.17 |
1,888.16 |
|
S3 |
1,734.97 |
1,779.63 |
1,881.00 |
|
S4 |
1,656.77 |
1,701.43 |
1,859.49 |
|
|
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 |
1,924.90 |
1,733.90 |
191.00 |
10.0% |
70.84 |
3.7% |
88% |
True |
False |
|
10 |
1,982.60 |
1,733.90 |
248.70 |
13.1% |
61.65 |
3.2% |
68% |
False |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
13.2% |
57.89 |
3.0% |
67% |
False |
False |
|
40 |
2,485.20 |
1,616.20 |
869.00 |
45.7% |
98.50 |
5.2% |
33% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
55.0% |
85.83 |
4.5% |
27% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.4% |
78.64 |
4.1% |
25% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.4% |
72.23 |
3.8% |
25% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.4% |
66.97 |
3.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,257.25 |
2.618 |
2,129.63 |
1.618 |
2,051.43 |
1.000 |
2,003.10 |
0.618 |
1,973.23 |
HIGH |
1,924.90 |
0.618 |
1,895.03 |
0.500 |
1,885.80 |
0.382 |
1,876.57 |
LOW |
1,846.70 |
0.618 |
1,798.37 |
1.000 |
1,768.50 |
1.618 |
1,720.17 |
2.618 |
1,641.97 |
4.250 |
1,514.35 |
|
|
Fisher Pivots for day following 09-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,896.93 |
1,883.45 |
PP |
1,891.37 |
1,864.40 |
S1 |
1,885.80 |
1,845.35 |
|