Trading Metrics calculated at close of trading on 27-Oct-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1987 |
27-Oct-1987 |
Change |
Change % |
Previous Week |
Open |
1,839.00 |
1,853.00 |
14.00 |
0.8% |
2,040.60 |
High |
1,881.80 |
1,904.70 |
22.90 |
1.2% |
2,164.20 |
Low |
1,774.00 |
1,806.70 |
32.70 |
1.8% |
1,616.20 |
Close |
1,793.90 |
1,846.50 |
52.60 |
2.9% |
1,950.80 |
Range |
107.80 |
98.00 |
-9.80 |
-9.1% |
548.00 |
ATR |
144.48 |
142.07 |
-2.41 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,146.63 |
2,094.57 |
1,900.40 |
|
R3 |
2,048.63 |
1,996.57 |
1,873.45 |
|
R2 |
1,950.63 |
1,950.63 |
1,864.47 |
|
R1 |
1,898.57 |
1,898.57 |
1,855.48 |
1,875.60 |
PP |
1,852.63 |
1,852.63 |
1,852.63 |
1,841.15 |
S1 |
1,800.57 |
1,800.57 |
1,837.52 |
1,777.60 |
S2 |
1,754.63 |
1,754.63 |
1,828.53 |
|
S3 |
1,656.63 |
1,702.57 |
1,819.55 |
|
S4 |
1,558.63 |
1,604.57 |
1,792.60 |
|
|
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 |
2,081.10 |
1,774.00 |
307.10 |
16.6% |
119.52 |
6.5% |
24% |
False |
False |
|
10 |
2,485.20 |
1,616.20 |
869.00 |
47.1% |
190.29 |
10.3% |
27% |
False |
False |
|
20 |
2,662.40 |
1,616.20 |
1,046.20 |
56.7% |
125.90 |
6.8% |
22% |
False |
False |
|
40 |
2,695.50 |
1,616.20 |
1,079.30 |
58.5% |
93.49 |
5.1% |
21% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
78.99 |
4.3% |
20% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
70.10 |
3.8% |
20% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
64.09 |
3.5% |
20% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
61.2% |
61.82 |
3.3% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,321.20 |
2.618 |
2,161.26 |
1.618 |
2,063.26 |
1.000 |
2,002.70 |
0.618 |
1,965.26 |
HIGH |
1,904.70 |
0.618 |
1,867.26 |
0.500 |
1,855.70 |
0.382 |
1,844.14 |
LOW |
1,806.70 |
0.618 |
1,746.14 |
1.000 |
1,708.70 |
1.618 |
1,648.14 |
2.618 |
1,550.14 |
4.250 |
1,390.20 |
|
|
Fisher Pivots for day following 27-Oct-1987 |
Pivot |
1 day |
3 day |
R1 |
1,855.70 |
1,883.95 |
PP |
1,852.63 |
1,871.47 |
S1 |
1,849.57 |
1,858.98 |
|