| Trading Metrics calculated at close of trading on 13-Nov-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1987 |
13-Nov-1987 |
Change |
Change % |
Previous Week |
| Open |
1,949.80 |
1,954.70 |
4.90 |
0.3% |
1,910.50 |
| High |
1,983.90 |
1,973.80 |
-10.10 |
-0.5% |
1,983.90 |
| Low |
1,934.90 |
1,923.10 |
-11.80 |
-0.6% |
1,846.00 |
| Close |
1,960.20 |
1,935.00 |
-25.20 |
-1.3% |
1,935.00 |
| Range |
49.00 |
50.70 |
1.70 |
3.5% |
137.90 |
| ATR |
108.91 |
104.75 |
-4.16 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.07 |
2,066.23 |
1,962.89 |
|
| R3 |
2,045.37 |
2,015.53 |
1,948.94 |
|
| R2 |
1,994.67 |
1,994.67 |
1,944.30 |
|
| R1 |
1,964.83 |
1,964.83 |
1,939.65 |
1,954.40 |
| PP |
1,943.97 |
1,943.97 |
1,943.97 |
1,938.75 |
| S1 |
1,914.13 |
1,914.13 |
1,930.35 |
1,903.70 |
| S2 |
1,893.27 |
1,893.27 |
1,925.71 |
|
| S3 |
1,842.57 |
1,863.43 |
1,921.06 |
|
| S4 |
1,791.87 |
1,812.73 |
1,907.12 |
|
|
| Weekly Pivots for week ending 13-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.33 |
2,273.07 |
2,010.85 |
|
| R3 |
2,197.43 |
2,135.17 |
1,972.92 |
|
| R2 |
2,059.53 |
2,059.53 |
1,960.28 |
|
| R1 |
1,997.27 |
1,997.27 |
1,947.64 |
2,028.40 |
| PP |
1,921.63 |
1,921.63 |
1,921.63 |
1,937.20 |
| S1 |
1,859.37 |
1,859.37 |
1,922.36 |
1,890.50 |
| S2 |
1,783.73 |
1,783.73 |
1,909.72 |
|
| S3 |
1,645.83 |
1,721.47 |
1,897.08 |
|
| S4 |
1,507.93 |
1,583.57 |
1,859.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.90 |
1,846.00 |
137.90 |
7.1% |
54.24 |
2.8% |
65% |
False |
False |
|
| 10 |
2,027.50 |
1,846.00 |
181.50 |
9.4% |
68.17 |
3.5% |
49% |
False |
False |
|
| 20 |
2,164.20 |
1,616.20 |
548.00 |
28.3% |
128.01 |
6.6% |
58% |
False |
False |
|
| 40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.1% |
99.62 |
5.1% |
30% |
False |
False |
|
| 60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.4% |
85.30 |
4.4% |
28% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.4% |
75.87 |
3.9% |
28% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.4% |
69.02 |
3.6% |
28% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.4% |
64.56 |
3.3% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.28 |
|
2.618 |
2,106.53 |
|
1.618 |
2,055.83 |
|
1.000 |
2,024.50 |
|
0.618 |
2,005.13 |
|
HIGH |
1,973.80 |
|
0.618 |
1,954.43 |
|
0.500 |
1,948.45 |
|
0.382 |
1,942.47 |
|
LOW |
1,923.10 |
|
0.618 |
1,891.77 |
|
1.000 |
1,872.40 |
|
1.618 |
1,841.07 |
|
2.618 |
1,790.37 |
|
4.250 |
1,707.63 |
|
|
| Fisher Pivots for day following 13-Nov-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,948.45 |
1,934.32 |
| PP |
1,943.97 |
1,933.63 |
| S1 |
1,939.48 |
1,932.95 |
|