| Trading Metrics calculated at close of trading on 16-Nov-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1987 |
16-Nov-1987 |
Change |
Change % |
Previous Week |
| Open |
1,954.70 |
1,961.70 |
7.00 |
0.4% |
1,910.50 |
| High |
1,973.80 |
1,979.30 |
5.50 |
0.3% |
1,983.90 |
| Low |
1,923.10 |
1,921.80 |
-1.30 |
-0.1% |
1,846.00 |
| Close |
1,935.00 |
1,949.10 |
14.10 |
0.7% |
1,935.00 |
| Range |
50.70 |
57.50 |
6.80 |
13.4% |
137.90 |
| ATR |
104.75 |
101.38 |
-3.38 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.57 |
2,093.33 |
1,980.73 |
|
| R3 |
2,065.07 |
2,035.83 |
1,964.91 |
|
| R2 |
2,007.57 |
2,007.57 |
1,959.64 |
|
| R1 |
1,978.33 |
1,978.33 |
1,954.37 |
1,964.20 |
| PP |
1,950.07 |
1,950.07 |
1,950.07 |
1,943.00 |
| S1 |
1,920.83 |
1,920.83 |
1,943.83 |
1,906.70 |
| S2 |
1,892.57 |
1,892.57 |
1,938.56 |
|
| S3 |
1,835.07 |
1,863.33 |
1,933.29 |
|
| S4 |
1,777.57 |
1,805.83 |
1,917.48 |
|
|
| 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% |
53.78 |
2.8% |
75% |
False |
False |
|
| 10 |
2,023.50 |
1,846.00 |
177.50 |
9.1% |
66.89 |
3.4% |
58% |
False |
False |
|
| 20 |
2,081.10 |
1,616.20 |
464.90 |
23.9% |
106.55 |
5.5% |
72% |
False |
False |
|
| 40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.7% |
99.06 |
5.1% |
32% |
False |
False |
|
| 60 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
85.49 |
4.4% |
29% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
76.18 |
3.9% |
29% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
69.29 |
3.6% |
29% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.0% |
64.56 |
3.3% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.68 |
|
2.618 |
2,129.84 |
|
1.618 |
2,072.34 |
|
1.000 |
2,036.80 |
|
0.618 |
2,014.84 |
|
HIGH |
1,979.30 |
|
0.618 |
1,957.34 |
|
0.500 |
1,950.55 |
|
0.382 |
1,943.77 |
|
LOW |
1,921.80 |
|
0.618 |
1,886.27 |
|
1.000 |
1,864.30 |
|
1.618 |
1,828.77 |
|
2.618 |
1,771.27 |
|
4.250 |
1,677.43 |
|
|
| Fisher Pivots for day following 16-Nov-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.55 |
1,952.85 |
| PP |
1,950.07 |
1,951.60 |
| S1 |
1,949.58 |
1,950.35 |
|