| Trading Metrics calculated at close of trading on 31-Dec-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1987 |
31-Dec-1987 |
Change |
Change % |
Previous Week |
| Open |
1,951.40 |
1,931.90 |
-19.50 |
-1.0% |
1,978.50 |
| High |
1,966.20 |
1,951.30 |
-14.90 |
-0.8% |
2,019.60 |
| Low |
1,925.70 |
1,912.60 |
-13.10 |
-0.7% |
1,949.30 |
| Close |
1,950.10 |
1,938.80 |
-11.30 |
-0.6% |
1,999.70 |
| Range |
40.50 |
38.70 |
-1.80 |
-4.4% |
70.30 |
| ATR |
61.33 |
59.71 |
-1.62 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.33 |
2,033.27 |
1,960.09 |
|
| R3 |
2,011.63 |
1,994.57 |
1,949.44 |
|
| R2 |
1,972.93 |
1,972.93 |
1,945.90 |
|
| R1 |
1,955.87 |
1,955.87 |
1,942.35 |
1,964.40 |
| PP |
1,934.23 |
1,934.23 |
1,934.23 |
1,938.50 |
| S1 |
1,917.17 |
1,917.17 |
1,935.25 |
1,925.70 |
| S2 |
1,895.53 |
1,895.53 |
1,931.71 |
|
| S3 |
1,856.83 |
1,878.47 |
1,928.16 |
|
| S4 |
1,818.13 |
1,839.77 |
1,917.52 |
|
|
| Weekly Pivots for week ending 25-Dec-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.43 |
2,170.37 |
2,038.37 |
|
| R3 |
2,130.13 |
2,100.07 |
2,019.03 |
|
| R2 |
2,059.83 |
2,059.83 |
2,012.59 |
|
| R1 |
2,029.77 |
2,029.77 |
2,006.14 |
2,044.80 |
| PP |
1,989.53 |
1,989.53 |
1,989.53 |
1,997.05 |
| S1 |
1,959.47 |
1,959.47 |
1,993.26 |
1,974.50 |
| S2 |
1,919.23 |
1,919.23 |
1,986.81 |
|
| S3 |
1,848.93 |
1,889.17 |
1,980.37 |
|
| S4 |
1,778.63 |
1,818.87 |
1,961.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,013.10 |
1,912.60 |
100.50 |
5.2% |
36.92 |
1.9% |
26% |
False |
True |
|
| 10 |
2,019.60 |
1,912.60 |
107.00 |
5.5% |
45.39 |
2.3% |
24% |
False |
True |
|
| 20 |
2,019.60 |
1,733.90 |
285.70 |
14.7% |
57.29 |
3.0% |
72% |
False |
False |
|
| 40 |
2,023.50 |
1,733.90 |
289.60 |
14.9% |
57.97 |
3.0% |
71% |
False |
False |
|
| 60 |
2,571.00 |
1,616.20 |
954.80 |
49.2% |
84.37 |
4.4% |
34% |
False |
False |
|
| 80 |
2,662.40 |
1,616.20 |
1,046.20 |
54.0% |
77.29 |
4.0% |
31% |
False |
False |
|
| 100 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
73.43 |
3.8% |
29% |
False |
False |
|
| 120 |
2,746.70 |
1,616.20 |
1,130.50 |
58.3% |
68.63 |
3.5% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.78 |
|
2.618 |
2,052.62 |
|
1.618 |
2,013.92 |
|
1.000 |
1,990.00 |
|
0.618 |
1,975.22 |
|
HIGH |
1,951.30 |
|
0.618 |
1,936.52 |
|
0.500 |
1,931.95 |
|
0.382 |
1,927.38 |
|
LOW |
1,912.60 |
|
0.618 |
1,888.68 |
|
1.000 |
1,873.90 |
|
1.618 |
1,849.98 |
|
2.618 |
1,811.28 |
|
4.250 |
1,748.13 |
|
|
| Fisher Pivots for day following 31-Dec-1987 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.52 |
1,939.40 |
| PP |
1,934.23 |
1,939.20 |
| S1 |
1,931.95 |
1,939.00 |
|