Trading Metrics calculated at close of trading on 25-Nov-1987 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-1987 |
25-Nov-1987 |
Change |
Change % |
Previous Week |
Open |
1,953.10 |
1,968.00 |
14.90 |
0.8% |
1,961.70 |
High |
1,985.30 |
1,982.60 |
-2.70 |
-0.1% |
1,979.30 |
Low |
1,936.80 |
1,935.70 |
-1.10 |
-0.1% |
1,853.60 |
Close |
1,963.50 |
1,947.00 |
-16.50 |
-0.8% |
1,913.60 |
Range |
48.50 |
46.90 |
-1.60 |
-3.3% |
125.70 |
ATR |
86.50 |
83.67 |
-2.83 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.80 |
2,068.30 |
1,972.80 |
|
R3 |
2,048.90 |
2,021.40 |
1,959.90 |
|
R2 |
2,002.00 |
2,002.00 |
1,955.60 |
|
R1 |
1,974.50 |
1,974.50 |
1,951.30 |
1,964.80 |
PP |
1,955.10 |
1,955.10 |
1,955.10 |
1,950.25 |
S1 |
1,927.60 |
1,927.60 |
1,942.70 |
1,917.90 |
S2 |
1,908.20 |
1,908.20 |
1,938.40 |
|
S3 |
1,861.30 |
1,880.70 |
1,934.10 |
|
S4 |
1,814.40 |
1,833.80 |
1,921.21 |
|
|
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 |
1,985.30 |
1,853.60 |
131.70 |
6.8% |
54.20 |
2.8% |
71% |
False |
False |
|
10 |
1,985.30 |
1,853.60 |
131.70 |
6.8% |
54.24 |
2.8% |
71% |
False |
False |
|
20 |
2,049.10 |
1,846.00 |
203.10 |
10.4% |
66.53 |
3.4% |
50% |
False |
False |
|
40 |
2,662.40 |
1,616.20 |
1,046.20 |
53.7% |
98.38 |
5.1% |
32% |
False |
False |
|
60 |
2,662.40 |
1,616.20 |
1,046.20 |
53.7% |
85.09 |
4.4% |
32% |
False |
False |
|
80 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
77.05 |
4.0% |
29% |
False |
False |
|
100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
70.33 |
3.6% |
29% |
False |
False |
|
120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.1% |
65.17 |
3.3% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,181.93 |
2.618 |
2,105.38 |
1.618 |
2,058.48 |
1.000 |
2,029.50 |
0.618 |
2,011.58 |
HIGH |
1,982.60 |
0.618 |
1,964.68 |
0.500 |
1,959.15 |
0.382 |
1,953.62 |
LOW |
1,935.70 |
0.618 |
1,906.72 |
1.000 |
1,888.80 |
1.618 |
1,859.82 |
2.618 |
1,812.92 |
4.250 |
1,736.38 |
|
|
Fisher Pivots for day following 25-Nov-1987 |
Pivot |
1 day |
3 day |
R1 |
1,959.15 |
1,943.77 |
PP |
1,955.10 |
1,940.53 |
S1 |
1,951.05 |
1,937.30 |
|