| Trading Metrics calculated at close of trading on 21-Dec-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-1987 |
21-Dec-1987 |
Change |
Change % |
Previous Week |
| Open |
1,949.40 |
1,978.50 |
29.10 |
1.5% |
1,893.10 |
| High |
1,982.90 |
2,008.50 |
25.60 |
1.3% |
1,987.20 |
| Low |
1,924.70 |
1,959.60 |
34.90 |
1.8% |
1,860.40 |
| Close |
1,975.30 |
1,990.40 |
15.10 |
0.8% |
1,975.30 |
| Range |
58.20 |
48.90 |
-9.30 |
-16.0% |
126.80 |
| ATR |
72.05 |
70.39 |
-1.65 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.87 |
2,110.53 |
2,017.30 |
|
| R3 |
2,083.97 |
2,061.63 |
2,003.85 |
|
| R2 |
2,035.07 |
2,035.07 |
1,999.37 |
|
| R1 |
2,012.73 |
2,012.73 |
1,994.88 |
2,023.90 |
| PP |
1,986.17 |
1,986.17 |
1,986.17 |
1,991.75 |
| S1 |
1,963.83 |
1,963.83 |
1,985.92 |
1,975.00 |
| S2 |
1,937.27 |
1,937.27 |
1,981.44 |
|
| S3 |
1,888.37 |
1,914.93 |
1,976.95 |
|
| S4 |
1,839.47 |
1,866.03 |
1,963.51 |
|
|
| Weekly Pivots for week ending 18-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.37 |
2,275.13 |
2,045.04 |
|
| R3 |
2,194.57 |
2,148.33 |
2,010.17 |
|
| R2 |
2,067.77 |
2,067.77 |
1,998.55 |
|
| R1 |
2,021.53 |
2,021.53 |
1,986.92 |
2,044.65 |
| PP |
1,940.97 |
1,940.97 |
1,940.97 |
1,952.53 |
| S1 |
1,894.73 |
1,894.73 |
1,963.68 |
1,917.85 |
| S2 |
1,814.17 |
1,814.17 |
1,952.05 |
|
| S3 |
1,687.37 |
1,767.93 |
1,940.43 |
|
| S4 |
1,560.57 |
1,641.13 |
1,905.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.50 |
1,916.30 |
92.20 |
4.6% |
59.06 |
3.0% |
80% |
True |
False |
|
| 10 |
2,008.50 |
1,794.60 |
213.90 |
10.7% |
66.89 |
3.4% |
92% |
True |
False |
|
| 20 |
2,008.50 |
1,733.90 |
274.60 |
13.8% |
61.11 |
3.1% |
93% |
True |
False |
|
| 40 |
2,049.10 |
1,733.90 |
315.20 |
15.8% |
68.93 |
3.5% |
81% |
False |
False |
|
| 60 |
2,662.40 |
1,616.20 |
1,046.20 |
52.6% |
86.48 |
4.3% |
36% |
False |
False |
|
| 80 |
2,695.50 |
1,616.20 |
1,079.30 |
54.2% |
79.94 |
4.0% |
35% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
56.8% |
73.77 |
3.7% |
33% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
56.8% |
68.64 |
3.4% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.33 |
|
2.618 |
2,136.52 |
|
1.618 |
2,087.62 |
|
1.000 |
2,057.40 |
|
0.618 |
2,038.72 |
|
HIGH |
2,008.50 |
|
0.618 |
1,989.82 |
|
0.500 |
1,984.05 |
|
0.382 |
1,978.28 |
|
LOW |
1,959.60 |
|
0.618 |
1,929.38 |
|
1.000 |
1,910.70 |
|
1.618 |
1,880.48 |
|
2.618 |
1,831.58 |
|
4.250 |
1,751.78 |
|
|
| Fisher Pivots for day following 21-Dec-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.28 |
1,981.25 |
| PP |
1,986.17 |
1,972.10 |
| S1 |
1,984.05 |
1,962.95 |
|