Trading Metrics calculated at close of trading on 24-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1987 |
24-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,994.90 |
2,000.50 |
5.60 |
0.3% |
1,893.10 |
High |
2,019.60 |
2,013.10 |
-6.50 |
-0.3% |
1,987.20 |
Low |
1,977.60 |
1,985.70 |
8.10 |
0.4% |
1,860.40 |
Close |
2,005.60 |
1,999.70 |
-5.90 |
-0.3% |
1,975.30 |
Range |
42.00 |
27.40 |
-14.60 |
-34.8% |
126.80 |
ATR |
67.04 |
64.21 |
-2.83 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.70 |
2,068.10 |
2,014.77 |
|
R3 |
2,054.30 |
2,040.70 |
2,007.24 |
|
R2 |
2,026.90 |
2,026.90 |
2,004.72 |
|
R1 |
2,013.30 |
2,013.30 |
2,002.21 |
2,006.40 |
PP |
1,999.50 |
1,999.50 |
1,999.50 |
1,996.05 |
S1 |
1,985.90 |
1,985.90 |
1,997.19 |
1,979.00 |
S2 |
1,972.10 |
1,972.10 |
1,994.68 |
|
S3 |
1,944.70 |
1,958.50 |
1,992.17 |
|
S4 |
1,917.30 |
1,931.10 |
1,984.63 |
|
|
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 |
1,924.70 |
94.90 |
4.7% |
45.38 |
2.3% |
79% |
False |
False |
|
10 |
2,019.60 |
1,838.40 |
181.20 |
9.1% |
54.65 |
2.7% |
89% |
False |
False |
|
20 |
2,019.60 |
1,733.90 |
285.70 |
14.3% |
60.20 |
3.0% |
93% |
False |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
15.8% |
63.36 |
3.2% |
84% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
52.3% |
85.66 |
4.3% |
37% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
52.3% |
78.87 |
3.9% |
37% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.5% |
73.68 |
3.7% |
34% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.5% |
68.64 |
3.4% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,129.55 |
2.618 |
2,084.83 |
1.618 |
2,057.43 |
1.000 |
2,040.50 |
0.618 |
2,030.03 |
HIGH |
2,013.10 |
0.618 |
2,002.63 |
0.500 |
1,999.40 |
0.382 |
1,996.17 |
LOW |
1,985.70 |
0.618 |
1,968.77 |
1.000 |
1,958.30 |
1.618 |
1,941.37 |
2.618 |
1,913.97 |
4.250 |
1,869.25 |
|
|
Fisher Pivots for day following 24-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,999.60 |
1,994.62 |
PP |
1,999.50 |
1,989.53 |
S1 |
1,999.40 |
1,984.45 |
|