| Trading Metrics calculated at close of trading on 14-Dec-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1987 |
14-Dec-1987 |
Change |
Change % |
Previous Week |
| Open |
1,873.20 |
1,893.10 |
19.90 |
1.1% |
1,785.60 |
| High |
1,887.90 |
1,942.30 |
54.40 |
2.9% |
1,924.90 |
| Low |
1,838.40 |
1,860.40 |
22.00 |
1.2% |
1,765.80 |
| Close |
1,867.00 |
1,932.90 |
65.90 |
3.5% |
1,867.00 |
| Range |
49.50 |
81.90 |
32.40 |
65.5% |
159.10 |
| ATR |
75.07 |
75.56 |
0.49 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.57 |
2,127.13 |
1,977.95 |
|
| R3 |
2,075.67 |
2,045.23 |
1,955.42 |
|
| R2 |
1,993.77 |
1,993.77 |
1,947.92 |
|
| R1 |
1,963.33 |
1,963.33 |
1,940.41 |
1,978.55 |
| PP |
1,911.87 |
1,911.87 |
1,911.87 |
1,919.48 |
| S1 |
1,881.43 |
1,881.43 |
1,925.39 |
1,896.65 |
| S2 |
1,829.97 |
1,829.97 |
1,917.89 |
|
| S3 |
1,748.07 |
1,799.53 |
1,910.38 |
|
| S4 |
1,666.17 |
1,717.63 |
1,887.86 |
|
|
| 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 |
1,942.30 |
1,794.60 |
147.70 |
7.6% |
74.72 |
3.9% |
94% |
True |
False |
|
| 10 |
1,942.30 |
1,733.90 |
208.40 |
10.8% |
66.86 |
3.5% |
95% |
True |
False |
|
| 20 |
1,985.30 |
1,733.90 |
251.40 |
13.0% |
61.58 |
3.2% |
79% |
False |
False |
|
| 40 |
2,164.20 |
1,616.20 |
548.00 |
28.4% |
94.79 |
4.9% |
58% |
False |
False |
|
| 60 |
2,662.40 |
1,616.20 |
1,046.20 |
54.1% |
86.94 |
4.5% |
30% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.5% |
79.37 |
4.1% |
28% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.5% |
73.01 |
3.8% |
28% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.5% |
67.78 |
3.5% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.38 |
|
2.618 |
2,156.71 |
|
1.618 |
2,074.81 |
|
1.000 |
2,024.20 |
|
0.618 |
1,992.91 |
|
HIGH |
1,942.30 |
|
0.618 |
1,911.01 |
|
0.500 |
1,901.35 |
|
0.382 |
1,891.69 |
|
LOW |
1,860.40 |
|
0.618 |
1,809.79 |
|
1.000 |
1,778.50 |
|
1.618 |
1,727.89 |
|
2.618 |
1,645.99 |
|
4.250 |
1,512.33 |
|
|
| Fisher Pivots for day following 14-Dec-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,922.38 |
1,918.27 |
| PP |
1,911.87 |
1,903.63 |
| S1 |
1,901.35 |
1,889.00 |
|