Trading Metrics calculated at close of trading on 15-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-1987 |
15-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,893.10 |
1,955.60 |
62.50 |
3.3% |
1,785.60 |
High |
1,942.30 |
1,969.00 |
26.70 |
1.4% |
1,924.90 |
Low |
1,860.40 |
1,916.30 |
55.90 |
3.0% |
1,765.80 |
Close |
1,932.90 |
1,941.50 |
8.60 |
0.4% |
1,867.00 |
Range |
81.90 |
52.70 |
-29.20 |
-35.7% |
159.10 |
ATR |
75.56 |
73.93 |
-1.63 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.37 |
2,073.63 |
1,970.49 |
|
R3 |
2,047.67 |
2,020.93 |
1,955.99 |
|
R2 |
1,994.97 |
1,994.97 |
1,951.16 |
|
R1 |
1,968.23 |
1,968.23 |
1,946.33 |
1,955.25 |
PP |
1,942.27 |
1,942.27 |
1,942.27 |
1,935.78 |
S1 |
1,915.53 |
1,915.53 |
1,936.67 |
1,902.55 |
S2 |
1,889.57 |
1,889.57 |
1,931.84 |
|
S3 |
1,836.87 |
1,862.83 |
1,927.01 |
|
S4 |
1,784.17 |
1,810.13 |
1,912.52 |
|
|
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 |
1,969.00 |
1,835.70 |
133.30 |
6.9% |
70.04 |
3.6% |
79% |
True |
False |
|
10 |
1,969.00 |
1,733.90 |
235.10 |
12.1% |
67.24 |
3.5% |
88% |
True |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
12.9% |
61.34 |
3.2% |
83% |
False |
False |
|
40 |
2,081.10 |
1,616.20 |
464.90 |
23.9% |
83.95 |
4.3% |
70% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
53.9% |
86.49 |
4.5% |
31% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.2% |
79.45 |
4.1% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.2% |
73.22 |
3.8% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.2% |
67.97 |
3.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,192.98 |
2.618 |
2,106.97 |
1.618 |
2,054.27 |
1.000 |
2,021.70 |
0.618 |
2,001.57 |
HIGH |
1,969.00 |
0.618 |
1,948.87 |
0.500 |
1,942.65 |
0.382 |
1,936.43 |
LOW |
1,916.30 |
0.618 |
1,883.73 |
1.000 |
1,863.60 |
1.618 |
1,831.03 |
2.618 |
1,778.33 |
4.250 |
1,692.33 |
|
|
Fisher Pivots for day following 15-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,942.65 |
1,928.90 |
PP |
1,942.27 |
1,916.30 |
S1 |
1,941.88 |
1,903.70 |
|