| Trading Metrics calculated at close of trading on 23-Oct-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1987 |
23-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
1,979.80 |
1,981.40 |
1.60 |
0.1% |
2,040.60 |
| High |
2,005.00 |
1,993.90 |
-11.10 |
-0.6% |
2,164.20 |
| Low |
1,837.90 |
1,898.50 |
60.60 |
3.3% |
1,616.20 |
| Close |
1,950.40 |
1,950.80 |
0.40 |
0.0% |
1,950.80 |
| Range |
167.10 |
95.40 |
-71.70 |
-42.9% |
548.00 |
| ATR |
145.57 |
141.99 |
-3.58 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.93 |
2,187.77 |
2,003.27 |
|
| R3 |
2,138.53 |
2,092.37 |
1,977.04 |
|
| R2 |
2,043.13 |
2,043.13 |
1,968.29 |
|
| R1 |
1,996.97 |
1,996.97 |
1,959.55 |
1,972.35 |
| PP |
1,947.73 |
1,947.73 |
1,947.73 |
1,935.43 |
| S1 |
1,901.57 |
1,901.57 |
1,942.06 |
1,876.95 |
| S2 |
1,852.33 |
1,852.33 |
1,933.31 |
|
| S3 |
1,756.93 |
1,806.17 |
1,924.57 |
|
| S4 |
1,661.53 |
1,710.77 |
1,898.33 |
|
|
| Weekly Pivots for week ending 23-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.40 |
3,300.60 |
2,252.20 |
|
| R3 |
3,006.40 |
2,752.60 |
2,101.50 |
|
| R2 |
2,458.40 |
2,458.40 |
2,051.27 |
|
| R1 |
2,204.60 |
2,204.60 |
2,001.03 |
2,057.50 |
| PP |
1,910.40 |
1,910.40 |
1,910.40 |
1,836.85 |
| S1 |
1,656.60 |
1,656.60 |
1,900.57 |
1,509.50 |
| S2 |
1,362.40 |
1,362.40 |
1,850.33 |
|
| S3 |
814.40 |
1,108.60 |
1,800.10 |
|
| S4 |
266.40 |
560.60 |
1,649.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,164.20 |
1,616.20 |
548.00 |
28.1% |
265.94 |
13.6% |
61% |
False |
False |
|
| 10 |
2,528.40 |
1,616.20 |
912.20 |
46.8% |
183.96 |
9.4% |
37% |
False |
False |
|
| 20 |
2,662.40 |
1,616.20 |
1,046.20 |
53.6% |
121.56 |
6.2% |
32% |
False |
False |
|
| 40 |
2,695.50 |
1,616.20 |
1,079.30 |
55.3% |
90.95 |
4.7% |
31% |
False |
False |
|
| 60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
77.00 |
3.9% |
30% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
68.50 |
3.5% |
30% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
62.72 |
3.2% |
30% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
61.04 |
3.1% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.35 |
|
2.618 |
2,243.66 |
|
1.618 |
2,148.26 |
|
1.000 |
2,089.30 |
|
0.618 |
2,052.86 |
|
HIGH |
1,993.90 |
|
0.618 |
1,957.46 |
|
0.500 |
1,946.20 |
|
0.382 |
1,934.94 |
|
LOW |
1,898.50 |
|
0.618 |
1,839.54 |
|
1.000 |
1,803.10 |
|
1.618 |
1,744.14 |
|
2.618 |
1,648.74 |
|
4.250 |
1,493.05 |
|
|
| Fisher Pivots for day following 23-Oct-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.27 |
1,959.50 |
| PP |
1,947.73 |
1,956.60 |
| S1 |
1,946.20 |
1,953.70 |
|