Trading Metrics calculated at close of trading on 06-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1987 |
06-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,957.10 |
1,986.20 |
29.10 |
1.5% |
1,993.20 |
High |
2,011.90 |
2,023.50 |
11.60 |
0.6% |
2,027.50 |
Low |
1,920.40 |
1,938.80 |
18.40 |
1.0% |
1,891.70 |
Close |
1,985.40 |
1,959.10 |
-26.30 |
-1.3% |
1,959.10 |
Range |
91.50 |
84.70 |
-6.80 |
-7.4% |
135.80 |
ATR |
125.45 |
122.54 |
-2.91 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,227.90 |
2,178.20 |
2,005.69 |
|
R3 |
2,143.20 |
2,093.50 |
1,982.39 |
|
R2 |
2,058.50 |
2,058.50 |
1,974.63 |
|
R1 |
2,008.80 |
2,008.80 |
1,966.86 |
1,991.30 |
PP |
1,973.80 |
1,973.80 |
1,973.80 |
1,965.05 |
S1 |
1,924.10 |
1,924.10 |
1,951.34 |
1,906.60 |
S2 |
1,889.10 |
1,889.10 |
1,943.57 |
|
S3 |
1,804.40 |
1,839.40 |
1,935.81 |
|
S4 |
1,719.70 |
1,754.70 |
1,912.52 |
|
|
Weekly Pivots for week ending 06-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,366.83 |
2,298.77 |
2,033.79 |
|
R3 |
2,231.03 |
2,162.97 |
1,996.45 |
|
R2 |
2,095.23 |
2,095.23 |
1,984.00 |
|
R1 |
2,027.17 |
2,027.17 |
1,971.55 |
1,993.30 |
PP |
1,959.43 |
1,959.43 |
1,959.43 |
1,942.50 |
S1 |
1,891.37 |
1,891.37 |
1,946.65 |
1,857.50 |
S2 |
1,823.63 |
1,823.63 |
1,934.20 |
|
S3 |
1,687.83 |
1,755.57 |
1,921.76 |
|
S4 |
1,552.03 |
1,619.77 |
1,884.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,027.50 |
1,891.70 |
135.80 |
6.9% |
82.10 |
4.2% |
50% |
False |
False |
|
10 |
2,049.10 |
1,767.70 |
281.40 |
14.4% |
95.92 |
4.9% |
68% |
False |
False |
|
20 |
2,528.40 |
1,616.20 |
912.20 |
46.6% |
139.94 |
7.1% |
38% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.4% |
99.08 |
5.1% |
33% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
85.01 |
4.3% |
30% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
75.29 |
3.8% |
30% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
68.23 |
3.5% |
30% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
57.7% |
64.30 |
3.3% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,383.48 |
2.618 |
2,245.24 |
1.618 |
2,160.54 |
1.000 |
2,108.20 |
0.618 |
2,075.84 |
HIGH |
2,023.50 |
0.618 |
1,991.14 |
0.500 |
1,981.15 |
0.382 |
1,971.16 |
LOW |
1,938.80 |
0.618 |
1,886.46 |
1.000 |
1,854.10 |
1.618 |
1,801.76 |
2.618 |
1,717.06 |
4.250 |
1,578.83 |
|
|
Fisher Pivots for day following 06-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,981.15 |
1,968.40 |
PP |
1,973.80 |
1,965.30 |
S1 |
1,966.45 |
1,962.20 |
|