Trading Metrics calculated at close of trading on 28-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1987 |
28-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
2,000.50 |
1,944.80 |
-55.70 |
-2.8% |
1,978.50 |
High |
2,013.10 |
1,966.20 |
-46.90 |
-2.3% |
2,019.60 |
Low |
1,985.70 |
1,921.90 |
-63.80 |
-3.2% |
1,949.30 |
Close |
1,999.70 |
1,943.00 |
-56.70 |
-2.8% |
1,999.70 |
Range |
27.40 |
44.30 |
16.90 |
61.7% |
70.30 |
ATR |
64.21 |
65.18 |
0.97 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.60 |
2,054.10 |
1,967.37 |
|
R3 |
2,032.30 |
2,009.80 |
1,955.18 |
|
R2 |
1,988.00 |
1,988.00 |
1,951.12 |
|
R1 |
1,965.50 |
1,965.50 |
1,947.06 |
1,954.60 |
PP |
1,943.70 |
1,943.70 |
1,943.70 |
1,938.25 |
S1 |
1,921.20 |
1,921.20 |
1,938.94 |
1,910.30 |
S2 |
1,899.40 |
1,899.40 |
1,934.88 |
|
S3 |
1,855.10 |
1,876.90 |
1,930.82 |
|
S4 |
1,810.80 |
1,832.60 |
1,918.64 |
|
|
Weekly Pivots for week ending 25-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,200.43 |
2,170.37 |
2,038.37 |
|
R3 |
2,130.13 |
2,100.07 |
2,019.03 |
|
R2 |
2,059.83 |
2,059.83 |
2,012.59 |
|
R1 |
2,029.77 |
2,029.77 |
2,006.14 |
2,044.80 |
PP |
1,989.53 |
1,989.53 |
1,989.53 |
1,997.05 |
S1 |
1,959.47 |
1,959.47 |
1,993.26 |
1,974.50 |
S2 |
1,919.23 |
1,919.23 |
1,986.81 |
|
S3 |
1,848.93 |
1,889.17 |
1,980.37 |
|
S4 |
1,778.63 |
1,818.87 |
1,961.04 |
|
|
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 |
1,921.90 |
97.70 |
5.0% |
42.60 |
2.2% |
22% |
False |
True |
|
10 |
2,019.60 |
1,860.40 |
159.20 |
8.2% |
54.13 |
2.8% |
52% |
False |
False |
|
20 |
2,019.60 |
1,733.90 |
285.70 |
14.7% |
60.01 |
3.1% |
73% |
False |
False |
|
40 |
2,049.10 |
1,733.90 |
315.20 |
16.2% |
61.40 |
3.2% |
66% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
53.8% |
85.46 |
4.4% |
31% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
53.8% |
78.63 |
4.0% |
31% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.2% |
73.67 |
3.8% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.2% |
68.65 |
3.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,154.48 |
2.618 |
2,082.18 |
1.618 |
2,037.88 |
1.000 |
2,010.50 |
0.618 |
1,993.58 |
HIGH |
1,966.20 |
0.618 |
1,949.28 |
0.500 |
1,944.05 |
0.382 |
1,938.82 |
LOW |
1,921.90 |
0.618 |
1,894.52 |
1.000 |
1,877.60 |
1.618 |
1,850.22 |
2.618 |
1,805.92 |
4.250 |
1,733.63 |
|
|
Fisher Pivots for day following 28-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,944.05 |
1,970.75 |
PP |
1,943.70 |
1,961.50 |
S1 |
1,943.35 |
1,952.25 |
|