Trading Metrics calculated at close of trading on 22-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-1987 |
22-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,978.50 |
1,963.50 |
-15.00 |
-0.8% |
1,893.10 |
High |
2,008.50 |
1,999.70 |
-8.80 |
-0.4% |
1,987.20 |
Low |
1,959.60 |
1,949.30 |
-10.30 |
-0.5% |
1,860.40 |
Close |
1,990.40 |
1,978.50 |
-11.90 |
-0.6% |
1,975.30 |
Range |
48.90 |
50.40 |
1.50 |
3.1% |
126.80 |
ATR |
70.39 |
68.96 |
-1.43 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,127.03 |
2,103.17 |
2,006.22 |
|
R3 |
2,076.63 |
2,052.77 |
1,992.36 |
|
R2 |
2,026.23 |
2,026.23 |
1,987.74 |
|
R1 |
2,002.37 |
2,002.37 |
1,983.12 |
2,014.30 |
PP |
1,975.83 |
1,975.83 |
1,975.83 |
1,981.80 |
S1 |
1,951.97 |
1,951.97 |
1,973.88 |
1,963.90 |
S2 |
1,925.43 |
1,925.43 |
1,969.26 |
|
S3 |
1,875.03 |
1,901.57 |
1,964.64 |
|
S4 |
1,824.63 |
1,851.17 |
1,950.78 |
|
|
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 |
2,008.50 |
1,917.40 |
91.10 |
4.6% |
58.60 |
3.0% |
67% |
False |
False |
|
10 |
2,008.50 |
1,835.70 |
172.80 |
8.7% |
64.32 |
3.3% |
83% |
False |
False |
|
20 |
2,008.50 |
1,733.90 |
274.60 |
13.9% |
61.50 |
3.1% |
89% |
False |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
15.9% |
67.50 |
3.4% |
78% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
52.9% |
86.31 |
4.4% |
35% |
False |
False |
|
80 |
2,695.50 |
1,616.20 |
1,079.30 |
54.6% |
79.97 |
4.0% |
34% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.1% |
73.90 |
3.7% |
32% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.1% |
68.81 |
3.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,213.90 |
2.618 |
2,131.65 |
1.618 |
2,081.25 |
1.000 |
2,050.10 |
0.618 |
2,030.85 |
HIGH |
1,999.70 |
0.618 |
1,980.45 |
0.500 |
1,974.50 |
0.382 |
1,968.55 |
LOW |
1,949.30 |
0.618 |
1,918.15 |
1.000 |
1,898.90 |
1.618 |
1,867.75 |
2.618 |
1,817.35 |
4.250 |
1,735.10 |
|
|
Fisher Pivots for day following 22-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,977.17 |
1,974.53 |
PP |
1,975.83 |
1,970.57 |
S1 |
1,974.50 |
1,966.60 |
|