| Trading Metrics calculated at close of trading on 27-Nov-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-1987 |
27-Nov-1987 |
Change |
Change % |
Previous Week |
| Open |
1,968.00 |
1,944.10 |
-23.90 |
-1.2% |
1,910.50 |
| High |
1,982.60 |
1,955.20 |
-27.40 |
-1.4% |
1,985.30 |
| Low |
1,935.70 |
1,907.00 |
-28.70 |
-1.5% |
1,889.30 |
| Close |
1,947.00 |
1,910.50 |
-36.50 |
-1.9% |
1,910.50 |
| Range |
46.90 |
48.20 |
1.30 |
2.8% |
96.00 |
| ATR |
83.67 |
81.14 |
-2.53 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.83 |
2,037.87 |
1,937.01 |
|
| R3 |
2,020.63 |
1,989.67 |
1,923.76 |
|
| R2 |
1,972.43 |
1,972.43 |
1,919.34 |
|
| R1 |
1,941.47 |
1,941.47 |
1,914.92 |
1,932.85 |
| PP |
1,924.23 |
1,924.23 |
1,924.23 |
1,919.93 |
| S1 |
1,893.27 |
1,893.27 |
1,906.08 |
1,884.65 |
| S2 |
1,876.03 |
1,876.03 |
1,901.66 |
|
| S3 |
1,827.83 |
1,845.07 |
1,897.25 |
|
| S4 |
1,779.63 |
1,796.87 |
1,883.99 |
|
|
| Weekly Pivots for week ending 27-Nov-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.37 |
2,159.43 |
1,963.30 |
|
| R3 |
2,120.37 |
2,063.43 |
1,936.90 |
|
| R2 |
2,024.37 |
2,024.37 |
1,928.10 |
|
| R1 |
1,967.43 |
1,967.43 |
1,919.30 |
1,958.50 |
| PP |
1,928.37 |
1,928.37 |
1,928.37 |
1,923.90 |
| S1 |
1,871.43 |
1,871.43 |
1,901.70 |
1,862.50 |
| S2 |
1,832.37 |
1,832.37 |
1,892.90 |
|
| S3 |
1,736.37 |
1,775.43 |
1,884.10 |
|
| S4 |
1,640.37 |
1,679.43 |
1,857.70 |
|
|
| 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 |
6.9% |
51.80 |
2.7% |
43% |
False |
False |
|
| 10 |
1,985.30 |
1,853.60 |
131.70 |
6.9% |
54.16 |
2.8% |
43% |
False |
False |
|
| 20 |
2,049.10 |
1,846.00 |
203.10 |
10.6% |
62.80 |
3.3% |
32% |
False |
False |
|
| 40 |
2,662.40 |
1,616.20 |
1,046.20 |
54.8% |
98.19 |
5.1% |
28% |
False |
False |
|
| 60 |
2,662.40 |
1,616.20 |
1,046.20 |
54.8% |
84.84 |
4.4% |
28% |
False |
False |
|
| 80 |
2,746.70 |
1,616.20 |
1,130.50 |
59.2% |
77.09 |
4.0% |
26% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
59.2% |
70.37 |
3.7% |
26% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
59.2% |
65.29 |
3.4% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.05 |
|
2.618 |
2,081.39 |
|
1.618 |
2,033.19 |
|
1.000 |
2,003.40 |
|
0.618 |
1,984.99 |
|
HIGH |
1,955.20 |
|
0.618 |
1,936.79 |
|
0.500 |
1,931.10 |
|
0.382 |
1,925.41 |
|
LOW |
1,907.00 |
|
0.618 |
1,877.21 |
|
1.000 |
1,858.80 |
|
1.618 |
1,829.01 |
|
2.618 |
1,780.81 |
|
4.250 |
1,702.15 |
|
|
| Fisher Pivots for day following 27-Nov-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,931.10 |
1,946.15 |
| PP |
1,924.23 |
1,934.27 |
| S1 |
1,917.37 |
1,922.38 |
|