Trading Metrics calculated at close of trading on 30-Dec-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-1987 |
30-Dec-1987 |
Change |
Change % |
Previous Week |
Open |
1,940.30 |
1,951.40 |
11.10 |
0.6% |
1,978.50 |
High |
1,951.80 |
1,966.20 |
14.40 |
0.7% |
2,019.60 |
Low |
1,918.10 |
1,925.70 |
7.60 |
0.4% |
1,949.30 |
Close |
1,926.90 |
1,950.10 |
23.20 |
1.2% |
1,999.70 |
Range |
33.70 |
40.50 |
6.80 |
20.2% |
70.30 |
ATR |
62.93 |
61.33 |
-1.60 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,068.83 |
2,049.97 |
1,972.38 |
|
R3 |
2,028.33 |
2,009.47 |
1,961.24 |
|
R2 |
1,987.83 |
1,987.83 |
1,957.53 |
|
R1 |
1,968.97 |
1,968.97 |
1,953.81 |
1,958.15 |
PP |
1,947.33 |
1,947.33 |
1,947.33 |
1,941.93 |
S1 |
1,928.47 |
1,928.47 |
1,946.39 |
1,917.65 |
S2 |
1,906.83 |
1,906.83 |
1,942.68 |
|
S3 |
1,866.33 |
1,887.97 |
1,938.96 |
|
S4 |
1,825.83 |
1,847.47 |
1,927.83 |
|
|
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 |
5.2% |
37.58 |
1.9% |
32% |
False |
False |
|
10 |
2,019.60 |
1,917.40 |
102.20 |
5.2% |
48.09 |
2.5% |
32% |
False |
False |
|
20 |
2,019.60 |
1,733.90 |
285.70 |
14.7% |
57.67 |
3.0% |
76% |
False |
False |
|
40 |
2,023.50 |
1,733.90 |
289.60 |
14.9% |
59.42 |
3.0% |
75% |
False |
False |
|
60 |
2,632.80 |
1,616.20 |
1,016.60 |
52.1% |
85.23 |
4.4% |
33% |
False |
False |
|
80 |
2,662.40 |
1,616.20 |
1,046.20 |
53.6% |
77.77 |
4.0% |
32% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
73.56 |
3.8% |
30% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
68.66 |
3.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,138.33 |
2.618 |
2,072.23 |
1.618 |
2,031.73 |
1.000 |
2,006.70 |
0.618 |
1,991.23 |
HIGH |
1,966.20 |
0.618 |
1,950.73 |
0.500 |
1,945.95 |
0.382 |
1,941.17 |
LOW |
1,925.70 |
0.618 |
1,900.67 |
1.000 |
1,885.20 |
1.618 |
1,860.17 |
2.618 |
1,819.67 |
4.250 |
1,753.58 |
|
|
Fisher Pivots for day following 30-Dec-1987 |
Pivot |
1 day |
3 day |
R1 |
1,948.72 |
1,947.45 |
PP |
1,947.33 |
1,944.80 |
S1 |
1,945.95 |
1,942.15 |
|