Trading Metrics calculated at close of trading on 16-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-1987 |
16-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,955.60 |
1,934.50 |
-21.10 |
-1.1% |
1,785.60 |
High |
1,969.00 |
1,984.10 |
15.10 |
0.8% |
1,924.90 |
Low |
1,916.30 |
1,918.40 |
2.10 |
0.1% |
1,765.80 |
Close |
1,941.50 |
1,974.50 |
33.00 |
1.7% |
1,867.00 |
Range |
52.70 |
65.70 |
13.00 |
24.7% |
159.10 |
ATR |
73.93 |
73.34 |
-0.59 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,156.10 |
2,131.00 |
2,010.64 |
|
R3 |
2,090.40 |
2,065.30 |
1,992.57 |
|
R2 |
2,024.70 |
2,024.70 |
1,986.55 |
|
R1 |
1,999.60 |
1,999.60 |
1,980.52 |
2,012.15 |
PP |
1,959.00 |
1,959.00 |
1,959.00 |
1,965.28 |
S1 |
1,933.90 |
1,933.90 |
1,968.48 |
1,946.45 |
S2 |
1,893.30 |
1,893.30 |
1,962.46 |
|
S3 |
1,827.60 |
1,868.20 |
1,956.43 |
|
S4 |
1,761.90 |
1,802.50 |
1,938.37 |
|
|
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 |
1,984.10 |
1,835.70 |
148.40 |
7.5% |
67.54 |
3.4% |
94% |
True |
False |
|
10 |
1,984.10 |
1,733.90 |
250.20 |
12.7% |
69.19 |
3.5% |
96% |
True |
False |
|
20 |
1,985.30 |
1,733.90 |
251.40 |
12.7% |
62.07 |
3.1% |
96% |
False |
False |
|
40 |
2,081.10 |
1,733.90 |
347.20 |
17.6% |
74.31 |
3.8% |
69% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
53.0% |
85.85 |
4.3% |
34% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
57.3% |
79.63 |
4.0% |
32% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.3% |
73.44 |
3.7% |
32% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.3% |
68.26 |
3.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,263.33 |
2.618 |
2,156.10 |
1.618 |
2,090.40 |
1.000 |
2,049.80 |
0.618 |
2,024.70 |
HIGH |
1,984.10 |
0.618 |
1,959.00 |
0.500 |
1,951.25 |
0.382 |
1,943.50 |
LOW |
1,918.40 |
0.618 |
1,877.80 |
1.000 |
1,852.70 |
1.618 |
1,812.10 |
2.618 |
1,746.40 |
4.250 |
1,639.18 |
|
|
Fisher Pivots for day following 16-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,966.75 |
1,957.08 |
PP |
1,959.00 |
1,939.67 |
S1 |
1,951.25 |
1,922.25 |
|