Trading Metrics calculated at close of trading on 29-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-1987 |
29-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,944.80 |
1,940.30 |
-4.50 |
-0.2% |
1,978.50 |
High |
1,966.20 |
1,951.80 |
-14.40 |
-0.7% |
2,019.60 |
Low |
1,921.90 |
1,918.10 |
-3.80 |
-0.2% |
1,949.30 |
Close |
1,943.00 |
1,926.90 |
-16.10 |
-0.8% |
1,999.70 |
Range |
44.30 |
33.70 |
-10.60 |
-23.9% |
70.30 |
ATR |
65.18 |
62.93 |
-2.25 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.37 |
2,013.83 |
1,945.44 |
|
R3 |
1,999.67 |
1,980.13 |
1,936.17 |
|
R2 |
1,965.97 |
1,965.97 |
1,933.08 |
|
R1 |
1,946.43 |
1,946.43 |
1,929.99 |
1,939.35 |
PP |
1,932.27 |
1,932.27 |
1,932.27 |
1,928.73 |
S1 |
1,912.73 |
1,912.73 |
1,923.81 |
1,905.65 |
S2 |
1,898.57 |
1,898.57 |
1,920.72 |
|
S3 |
1,864.87 |
1,879.03 |
1,917.63 |
|
S4 |
1,831.17 |
1,845.33 |
1,908.37 |
|
|
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 |
1,918.10 |
101.50 |
5.3% |
39.56 |
2.1% |
9% |
False |
True |
|
10 |
2,019.60 |
1,916.30 |
103.30 |
5.4% |
49.31 |
2.6% |
10% |
False |
False |
|
20 |
2,019.60 |
1,733.90 |
285.70 |
14.8% |
58.09 |
3.0% |
68% |
False |
False |
|
40 |
2,027.50 |
1,733.90 |
293.60 |
15.2% |
60.16 |
3.1% |
66% |
False |
False |
|
60 |
2,658.80 |
1,616.20 |
1,042.60 |
54.1% |
85.35 |
4.4% |
30% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
54.3% |
78.03 |
4.0% |
30% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
73.52 |
3.8% |
27% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.7% |
68.62 |
3.6% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,095.03 |
2.618 |
2,040.03 |
1.618 |
2,006.33 |
1.000 |
1,985.50 |
0.618 |
1,972.63 |
HIGH |
1,951.80 |
0.618 |
1,938.93 |
0.500 |
1,934.95 |
0.382 |
1,930.97 |
LOW |
1,918.10 |
0.618 |
1,897.27 |
1.000 |
1,884.40 |
1.618 |
1,863.57 |
2.618 |
1,829.87 |
4.250 |
1,774.88 |
|
|
Fisher Pivots for day following 29-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,934.95 |
1,965.60 |
PP |
1,932.27 |
1,952.70 |
S1 |
1,929.58 |
1,939.80 |
|