Trading Metrics calculated at close of trading on 11-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-1987 |
11-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,874.70 |
1,909.20 |
34.50 |
1.8% |
1,993.20 |
High |
1,912.00 |
1,927.70 |
15.70 |
0.8% |
2,027.50 |
Low |
1,846.00 |
1,882.00 |
36.00 |
2.0% |
1,891.70 |
Close |
1,878.20 |
1,899.20 |
21.00 |
1.1% |
1,959.10 |
Range |
66.00 |
45.70 |
-20.30 |
-30.8% |
135.80 |
ATR |
115.49 |
110.77 |
-4.71 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.07 |
2,015.33 |
1,924.34 |
|
R3 |
1,994.37 |
1,969.63 |
1,911.77 |
|
R2 |
1,948.67 |
1,948.67 |
1,907.58 |
|
R1 |
1,923.93 |
1,923.93 |
1,903.39 |
1,913.45 |
PP |
1,902.97 |
1,902.97 |
1,902.97 |
1,897.73 |
S1 |
1,878.23 |
1,878.23 |
1,895.01 |
1,867.75 |
S2 |
1,857.27 |
1,857.27 |
1,890.82 |
|
S3 |
1,811.57 |
1,832.53 |
1,886.63 |
|
S4 |
1,765.87 |
1,786.83 |
1,874.07 |
|
|
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 |
2,023.50 |
1,846.00 |
177.50 |
9.3% |
69.54 |
3.7% |
30% |
False |
False |
|
10 |
2,049.10 |
1,846.00 |
203.10 |
10.7% |
78.81 |
4.1% |
26% |
False |
False |
|
20 |
2,439.80 |
1,616.20 |
823.60 |
43.4% |
137.16 |
7.2% |
34% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
55.1% |
99.38 |
5.2% |
27% |
False |
False |
|
60 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
85.25 |
4.5% |
25% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
75.70 |
4.0% |
25% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
68.85 |
3.6% |
25% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.5% |
64.55 |
3.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,121.93 |
2.618 |
2,047.34 |
1.618 |
2,001.64 |
1.000 |
1,973.40 |
0.618 |
1,955.94 |
HIGH |
1,927.70 |
0.618 |
1,910.24 |
0.500 |
1,904.85 |
0.382 |
1,899.46 |
LOW |
1,882.00 |
0.618 |
1,853.76 |
1.000 |
1,836.30 |
1.618 |
1,808.06 |
2.618 |
1,762.36 |
4.250 |
1,687.78 |
|
|
Fisher Pivots for day following 11-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,904.85 |
1,897.43 |
PP |
1,902.97 |
1,895.67 |
S1 |
1,901.08 |
1,893.90 |
|