Trading Metrics calculated at close of trading on 23-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1987 |
23-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,963.50 |
1,994.90 |
31.40 |
1.6% |
1,893.10 |
High |
1,999.70 |
2,019.60 |
19.90 |
1.0% |
1,987.20 |
Low |
1,949.30 |
1,977.60 |
28.30 |
1.5% |
1,860.40 |
Close |
1,978.50 |
2,005.60 |
27.10 |
1.4% |
1,975.30 |
Range |
50.40 |
42.00 |
-8.40 |
-16.7% |
126.80 |
ATR |
68.96 |
67.04 |
-1.93 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,126.93 |
2,108.27 |
2,028.70 |
|
R3 |
2,084.93 |
2,066.27 |
2,017.15 |
|
R2 |
2,042.93 |
2,042.93 |
2,013.30 |
|
R1 |
2,024.27 |
2,024.27 |
2,009.45 |
2,033.60 |
PP |
2,000.93 |
2,000.93 |
2,000.93 |
2,005.60 |
S1 |
1,982.27 |
1,982.27 |
2,001.75 |
1,991.60 |
S2 |
1,958.93 |
1,958.93 |
1,997.90 |
|
S3 |
1,916.93 |
1,940.27 |
1,994.05 |
|
S4 |
1,874.93 |
1,898.27 |
1,982.50 |
|
|
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 |
2,019.60 |
1,917.40 |
102.20 |
5.1% |
53.86 |
2.7% |
86% |
True |
False |
|
10 |
2,019.60 |
1,835.70 |
183.90 |
9.2% |
60.70 |
3.0% |
92% |
True |
False |
|
20 |
2,019.60 |
1,733.90 |
285.70 |
14.2% |
61.18 |
3.1% |
95% |
True |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
15.7% |
66.10 |
3.3% |
86% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
52.2% |
86.03 |
4.3% |
37% |
False |
False |
|
80 |
2,695.50 |
1,616.20 |
1,079.30 |
53.8% |
79.80 |
4.0% |
36% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.4% |
73.84 |
3.7% |
34% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.4% |
68.77 |
3.4% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.10 |
2.618 |
2,129.56 |
1.618 |
2,087.56 |
1.000 |
2,061.60 |
0.618 |
2,045.56 |
HIGH |
2,019.60 |
0.618 |
2,003.56 |
0.500 |
1,998.60 |
0.382 |
1,993.64 |
LOW |
1,977.60 |
0.618 |
1,951.64 |
1.000 |
1,935.60 |
1.618 |
1,909.64 |
2.618 |
1,867.64 |
4.250 |
1,799.10 |
|
|
Fisher Pivots for day following 23-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
2,003.27 |
1,998.55 |
PP |
2,000.93 |
1,991.50 |
S1 |
1,998.60 |
1,984.45 |
|