Trading Metrics calculated at close of trading on 11-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1987 |
11-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,874.70 |
1,873.20 |
-1.50 |
-0.1% |
1,785.60 |
High |
1,923.60 |
1,887.90 |
-35.70 |
-1.9% |
1,924.90 |
Low |
1,835.70 |
1,838.40 |
2.70 |
0.1% |
1,765.80 |
Close |
1,855.40 |
1,867.00 |
11.60 |
0.6% |
1,867.00 |
Range |
87.90 |
49.50 |
-38.40 |
-43.7% |
159.10 |
ATR |
77.04 |
75.07 |
-1.97 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.93 |
1,989.47 |
1,894.23 |
|
R3 |
1,963.43 |
1,939.97 |
1,880.61 |
|
R2 |
1,913.93 |
1,913.93 |
1,876.08 |
|
R1 |
1,890.47 |
1,890.47 |
1,871.54 |
1,877.45 |
PP |
1,864.43 |
1,864.43 |
1,864.43 |
1,857.93 |
S1 |
1,840.97 |
1,840.97 |
1,862.46 |
1,827.95 |
S2 |
1,814.93 |
1,814.93 |
1,857.93 |
|
S3 |
1,765.43 |
1,791.47 |
1,853.39 |
|
S4 |
1,715.93 |
1,741.97 |
1,839.78 |
|
|
Weekly Pivots for week ending 11-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,329.87 |
2,257.53 |
1,954.51 |
|
R3 |
2,170.77 |
2,098.43 |
1,910.75 |
|
R2 |
2,011.67 |
2,011.67 |
1,896.17 |
|
R1 |
1,939.33 |
1,939.33 |
1,881.58 |
1,975.50 |
PP |
1,852.57 |
1,852.57 |
1,852.57 |
1,870.65 |
S1 |
1,780.23 |
1,780.23 |
1,852.42 |
1,816.40 |
S2 |
1,693.47 |
1,693.47 |
1,837.83 |
|
S3 |
1,534.37 |
1,621.13 |
1,823.25 |
|
S4 |
1,375.27 |
1,462.03 |
1,779.50 |
|
|
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 |
1,765.80 |
159.10 |
8.5% |
68.80 |
3.7% |
64% |
False |
False |
|
10 |
1,924.90 |
1,733.90 |
191.00 |
10.2% |
65.88 |
3.5% |
70% |
False |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
13.5% |
60.02 |
3.2% |
53% |
False |
False |
|
40 |
2,396.20 |
1,616.20 |
780.00 |
41.8% |
97.46 |
5.2% |
32% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
56.0% |
86.25 |
4.6% |
24% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
60.6% |
78.96 |
4.2% |
22% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
60.6% |
72.65 |
3.9% |
22% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
60.6% |
67.42 |
3.6% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.28 |
2.618 |
2,017.49 |
1.618 |
1,967.99 |
1.000 |
1,937.40 |
0.618 |
1,918.49 |
HIGH |
1,887.90 |
0.618 |
1,868.99 |
0.500 |
1,863.15 |
0.382 |
1,857.31 |
LOW |
1,838.40 |
0.618 |
1,807.81 |
1.000 |
1,788.90 |
1.618 |
1,758.31 |
2.618 |
1,708.81 |
4.250 |
1,628.03 |
|
|
Fisher Pivots for day following 11-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,865.72 |
1,880.30 |
PP |
1,864.43 |
1,875.87 |
S1 |
1,863.15 |
1,871.43 |
|