Trading Metrics calculated at close of trading on 18-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1987 |
18-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,961.20 |
1,949.40 |
-11.80 |
-0.6% |
1,893.10 |
High |
1,987.20 |
1,982.90 |
-4.30 |
-0.2% |
1,987.20 |
Low |
1,917.40 |
1,924.70 |
7.30 |
0.4% |
1,860.40 |
Close |
1,924.40 |
1,975.30 |
50.90 |
2.6% |
1,975.30 |
Range |
69.80 |
58.20 |
-11.60 |
-16.6% |
126.80 |
ATR |
73.09 |
72.05 |
-1.04 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.57 |
2,113.63 |
2,007.31 |
|
R3 |
2,077.37 |
2,055.43 |
1,991.31 |
|
R2 |
2,019.17 |
2,019.17 |
1,985.97 |
|
R1 |
1,997.23 |
1,997.23 |
1,980.64 |
2,008.20 |
PP |
1,960.97 |
1,960.97 |
1,960.97 |
1,966.45 |
S1 |
1,939.03 |
1,939.03 |
1,969.97 |
1,950.00 |
S2 |
1,902.77 |
1,902.77 |
1,964.63 |
|
S3 |
1,844.57 |
1,880.83 |
1,959.30 |
|
S4 |
1,786.37 |
1,822.63 |
1,943.29 |
|
|
Weekly Pivots for week ending 18-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,321.37 |
2,275.13 |
2,045.04 |
|
R3 |
2,194.57 |
2,148.33 |
2,010.17 |
|
R2 |
2,067.77 |
2,067.77 |
1,998.55 |
|
R1 |
2,021.53 |
2,021.53 |
1,986.92 |
2,044.65 |
PP |
1,940.97 |
1,940.97 |
1,940.97 |
1,952.53 |
S1 |
1,894.73 |
1,894.73 |
1,963.68 |
1,917.85 |
S2 |
1,814.17 |
1,814.17 |
1,952.05 |
|
S3 |
1,687.37 |
1,767.93 |
1,940.43 |
|
S4 |
1,560.57 |
1,641.13 |
1,905.56 |
|
|
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 |
1,860.40 |
126.80 |
6.4% |
65.66 |
3.3% |
91% |
False |
False |
|
10 |
1,987.20 |
1,765.80 |
221.40 |
11.2% |
67.23 |
3.4% |
95% |
False |
False |
|
20 |
1,987.20 |
1,733.90 |
253.30 |
12.8% |
62.31 |
3.2% |
95% |
False |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
16.0% |
70.10 |
3.5% |
77% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
53.0% |
86.33 |
4.4% |
34% |
False |
False |
|
80 |
2,705.50 |
1,616.20 |
1,089.30 |
55.1% |
79.88 |
4.0% |
33% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.2% |
73.78 |
3.7% |
32% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.2% |
68.57 |
3.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,230.25 |
2.618 |
2,135.27 |
1.618 |
2,077.07 |
1.000 |
2,041.10 |
0.618 |
2,018.87 |
HIGH |
1,982.90 |
0.618 |
1,960.67 |
0.500 |
1,953.80 |
0.382 |
1,946.93 |
LOW |
1,924.70 |
0.618 |
1,888.73 |
1.000 |
1,866.50 |
1.618 |
1,830.53 |
2.618 |
1,772.33 |
4.250 |
1,677.35 |
|
|
Fisher Pivots for day following 18-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,968.13 |
1,967.63 |
PP |
1,960.97 |
1,959.97 |
S1 |
1,953.80 |
1,952.30 |
|