Trading Metrics calculated at close of trading on 17-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1987 |
17-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,934.50 |
1,961.20 |
26.70 |
1.4% |
1,785.60 |
High |
1,984.10 |
1,987.20 |
3.10 |
0.2% |
1,924.90 |
Low |
1,918.40 |
1,917.40 |
-1.00 |
-0.1% |
1,765.80 |
Close |
1,974.50 |
1,924.40 |
-50.10 |
-2.5% |
1,867.00 |
Range |
65.70 |
69.80 |
4.10 |
6.2% |
159.10 |
ATR |
73.34 |
73.09 |
-0.25 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.40 |
2,108.20 |
1,962.79 |
|
R3 |
2,082.60 |
2,038.40 |
1,943.60 |
|
R2 |
2,012.80 |
2,012.80 |
1,937.20 |
|
R1 |
1,968.60 |
1,968.60 |
1,930.80 |
1,955.80 |
PP |
1,943.00 |
1,943.00 |
1,943.00 |
1,936.60 |
S1 |
1,898.80 |
1,898.80 |
1,918.00 |
1,886.00 |
S2 |
1,873.20 |
1,873.20 |
1,911.60 |
|
S3 |
1,803.40 |
1,829.00 |
1,905.21 |
|
S4 |
1,733.60 |
1,759.20 |
1,886.01 |
|
|
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 |
1,987.20 |
1,838.40 |
148.80 |
7.7% |
63.92 |
3.3% |
58% |
True |
False |
|
10 |
1,987.20 |
1,733.90 |
253.30 |
13.2% |
67.48 |
3.5% |
75% |
True |
False |
|
20 |
1,987.20 |
1,733.90 |
253.30 |
13.2% |
62.41 |
3.2% |
75% |
True |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
16.4% |
72.82 |
3.8% |
60% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
54.4% |
86.23 |
4.5% |
29% |
False |
False |
|
80 |
2,742.00 |
1,616.20 |
1,125.80 |
58.5% |
79.85 |
4.1% |
27% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
73.66 |
3.8% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
68.54 |
3.6% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,283.85 |
2.618 |
2,169.94 |
1.618 |
2,100.14 |
1.000 |
2,057.00 |
0.618 |
2,030.34 |
HIGH |
1,987.20 |
0.618 |
1,960.54 |
0.500 |
1,952.30 |
0.382 |
1,944.06 |
LOW |
1,917.40 |
0.618 |
1,874.26 |
1.000 |
1,847.60 |
1.618 |
1,804.46 |
2.618 |
1,734.66 |
4.250 |
1,620.75 |
|
|
Fisher Pivots for day following 17-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,952.30 |
1,951.75 |
PP |
1,943.00 |
1,942.63 |
S1 |
1,933.70 |
1,933.52 |
|