Trading Metrics calculated at close of trading on 10-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1987 |
10-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,876.00 |
1,874.70 |
-1.30 |
-0.1% |
1,848.10 |
High |
1,924.90 |
1,923.60 |
-1.30 |
-0.1% |
1,878.00 |
Low |
1,846.70 |
1,835.70 |
-11.00 |
-0.6% |
1,733.90 |
Close |
1,902.50 |
1,855.40 |
-47.10 |
-2.5% |
1,766.70 |
Range |
78.20 |
87.90 |
9.70 |
12.4% |
144.10 |
ATR |
76.21 |
77.04 |
0.84 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.27 |
2,083.23 |
1,903.75 |
|
R3 |
2,047.37 |
1,995.33 |
1,879.57 |
|
R2 |
1,959.47 |
1,959.47 |
1,871.52 |
|
R1 |
1,907.43 |
1,907.43 |
1,863.46 |
1,889.50 |
PP |
1,871.57 |
1,871.57 |
1,871.57 |
1,862.60 |
S1 |
1,819.53 |
1,819.53 |
1,847.34 |
1,801.60 |
S2 |
1,783.67 |
1,783.67 |
1,839.29 |
|
S3 |
1,695.77 |
1,731.63 |
1,831.23 |
|
S4 |
1,607.87 |
1,643.73 |
1,807.06 |
|
|
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 |
10.3% |
71.04 |
3.8% |
64% |
False |
False |
|
10 |
1,955.20 |
1,733.90 |
221.30 |
11.9% |
65.75 |
3.5% |
55% |
False |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
13.5% |
60.00 |
3.2% |
48% |
False |
False |
|
40 |
2,439.80 |
1,616.20 |
823.60 |
44.4% |
98.58 |
5.3% |
29% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
56.4% |
86.25 |
4.6% |
23% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
60.9% |
78.94 |
4.3% |
21% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
60.9% |
72.56 |
3.9% |
21% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.9% |
67.37 |
3.6% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,297.18 |
2.618 |
2,153.72 |
1.618 |
2,065.82 |
1.000 |
2,011.50 |
0.618 |
1,977.92 |
HIGH |
1,923.60 |
0.618 |
1,890.02 |
0.500 |
1,879.65 |
0.382 |
1,869.28 |
LOW |
1,835.70 |
0.618 |
1,781.38 |
1.000 |
1,747.80 |
1.618 |
1,693.48 |
2.618 |
1,605.58 |
4.250 |
1,462.13 |
|
|
Fisher Pivots for day following 10-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,879.65 |
1,859.75 |
PP |
1,871.57 |
1,858.30 |
S1 |
1,863.48 |
1,856.85 |
|