Trading Metrics calculated at close of trading on 20-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1987 |
20-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,931.70 |
1,881.00 |
-50.70 |
-2.6% |
1,961.70 |
High |
1,942.00 |
1,926.40 |
-15.60 |
-0.8% |
1,979.30 |
Low |
1,881.80 |
1,853.60 |
-28.20 |
-1.5% |
1,853.60 |
Close |
1,895.40 |
1,913.60 |
18.20 |
1.0% |
1,913.60 |
Range |
60.20 |
72.80 |
12.60 |
20.9% |
125.70 |
ATR |
93.36 |
91.89 |
-1.47 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.27 |
2,087.73 |
1,953.64 |
|
R3 |
2,043.47 |
2,014.93 |
1,933.62 |
|
R2 |
1,970.67 |
1,970.67 |
1,926.95 |
|
R1 |
1,942.13 |
1,942.13 |
1,920.27 |
1,956.40 |
PP |
1,897.87 |
1,897.87 |
1,897.87 |
1,905.00 |
S1 |
1,869.33 |
1,869.33 |
1,906.93 |
1,883.60 |
S2 |
1,825.07 |
1,825.07 |
1,900.25 |
|
S3 |
1,752.27 |
1,796.53 |
1,893.58 |
|
S4 |
1,679.47 |
1,723.73 |
1,873.56 |
|
|
Weekly Pivots for week ending 20-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,292.60 |
2,228.80 |
1,982.74 |
|
R3 |
2,166.90 |
2,103.10 |
1,948.17 |
|
R2 |
2,041.20 |
2,041.20 |
1,936.65 |
|
R1 |
1,977.40 |
1,977.40 |
1,925.12 |
1,946.45 |
PP |
1,915.50 |
1,915.50 |
1,915.50 |
1,900.03 |
S1 |
1,851.70 |
1,851.70 |
1,902.08 |
1,820.75 |
S2 |
1,789.80 |
1,789.80 |
1,890.56 |
|
S3 |
1,664.10 |
1,726.00 |
1,879.03 |
|
S4 |
1,538.40 |
1,600.30 |
1,844.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,979.30 |
1,853.60 |
125.70 |
6.6% |
60.94 |
3.2% |
48% |
False |
True |
|
10 |
1,983.90 |
1,846.00 |
137.90 |
7.2% |
57.59 |
3.0% |
49% |
False |
False |
|
20 |
2,049.10 |
1,767.70 |
281.40 |
14.7% |
76.76 |
4.0% |
52% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.7% |
99.16 |
5.2% |
28% |
False |
False |
|
60 |
2,695.50 |
1,616.20 |
1,079.30 |
56.4% |
86.22 |
4.5% |
28% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.1% |
76.94 |
4.0% |
26% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.1% |
70.15 |
3.7% |
26% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.1% |
65.06 |
3.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,235.80 |
2.618 |
2,116.99 |
1.618 |
2,044.19 |
1.000 |
1,999.20 |
0.618 |
1,971.39 |
HIGH |
1,926.40 |
0.618 |
1,898.59 |
0.500 |
1,890.00 |
0.382 |
1,881.41 |
LOW |
1,853.60 |
0.618 |
1,808.61 |
1.000 |
1,780.80 |
1.618 |
1,735.81 |
2.618 |
1,663.01 |
4.250 |
1,544.20 |
|
|
Fisher Pivots for day following 20-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,905.73 |
1,909.98 |
PP |
1,897.87 |
1,906.37 |
S1 |
1,890.00 |
1,902.75 |
|