Day Change Summary |
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Previous |
Current |
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18-Sep-1987 |
21-Sep-1987 |
Change |
Change % |
Previous Week |
Open |
2,532.30 |
2,544.40 |
12.10 |
0.5% |
2,607.50 |
High |
2,554.80 |
2,559.70 |
4.90 |
0.2% |
2,634.60 |
Low |
2,514.00 |
2,479.80 |
-34.20 |
-1.4% |
2,508.00 |
Close |
2,524.60 |
2,492.80 |
-31.80 |
-1.3% |
2,524.60 |
Range |
40.80 |
79.90 |
39.10 |
95.8% |
126.60 |
ATR |
54.07 |
55.92 |
1.84 |
3.4% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,750.47 |
2,701.53 |
2,536.75 |
|
R3 |
2,670.57 |
2,621.63 |
2,514.77 |
|
R2 |
2,590.67 |
2,590.67 |
2,507.45 |
|
R1 |
2,541.73 |
2,541.73 |
2,500.12 |
2,526.25 |
PP |
2,510.77 |
2,510.77 |
2,510.77 |
2,503.03 |
S1 |
2,461.83 |
2,461.83 |
2,485.48 |
2,446.35 |
S2 |
2,430.87 |
2,430.87 |
2,478.15 |
|
S3 |
2,350.97 |
2,381.93 |
2,470.83 |
|
S4 |
2,271.07 |
2,302.03 |
2,448.86 |
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Weekly Pivots for week ending 18-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,935.53 |
2,856.67 |
2,594.23 |
|
R3 |
2,808.93 |
2,730.07 |
2,559.42 |
|
R2 |
2,682.33 |
2,682.33 |
2,547.81 |
|
R1 |
2,603.47 |
2,603.47 |
2,536.21 |
2,579.60 |
PP |
2,555.73 |
2,555.73 |
2,555.73 |
2,543.80 |
S1 |
2,476.87 |
2,476.87 |
2,513.00 |
2,453.00 |
S2 |
2,429.13 |
2,429.13 |
2,501.39 |
|
S3 |
2,302.53 |
2,350.27 |
2,489.79 |
|
S4 |
2,175.93 |
2,223.67 |
2,454.97 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,610.50 |
2,479.80 |
130.70 |
5.2% |
56.60 |
2.3% |
10% |
False |
True |
|
10 |
2,634.60 |
2,479.80 |
154.80 |
6.2% |
55.18 |
2.2% |
8% |
False |
True |
|
20 |
2,746.70 |
2,479.80 |
266.90 |
10.7% |
58.35 |
2.3% |
5% |
False |
True |
|
40 |
2,746.70 |
2,468.80 |
277.90 |
11.1% |
53.31 |
2.1% |
9% |
False |
False |
|
60 |
2,746.70 |
2,391.30 |
355.40 |
14.3% |
49.45 |
2.0% |
29% |
False |
False |
|
80 |
2,746.70 |
2,260.60 |
486.10 |
19.5% |
47.31 |
1.9% |
48% |
False |
False |
|
100 |
2,746.70 |
2,188.50 |
558.20 |
22.4% |
48.74 |
2.0% |
55% |
False |
False |
|
120 |
2,746.70 |
2,180.50 |
566.20 |
22.7% |
51.43 |
2.1% |
55% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,899.28 |
2.618 |
2,768.88 |
1.618 |
2,688.98 |
1.000 |
2,639.60 |
0.618 |
2,609.08 |
HIGH |
2,559.70 |
0.618 |
2,529.18 |
0.500 |
2,519.75 |
0.382 |
2,510.32 |
LOW |
2,479.80 |
0.618 |
2,430.42 |
1.000 |
2,399.90 |
1.618 |
2,350.52 |
2.618 |
2,270.62 |
4.250 |
2,140.23 |
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