| Trading Metrics calculated at close of trading on 25-Jun-1987 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1987 |
25-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
308.43 |
306.86 |
-1.57 |
-0.5% |
301.62 |
| High |
308.91 |
309.44 |
0.53 |
0.2% |
306.97 |
| Low |
306.32 |
306.86 |
0.54 |
0.2% |
296.04 |
| Close |
306.86 |
308.96 |
2.10 |
0.7% |
306.97 |
| Range |
2.59 |
2.58 |
-0.01 |
-0.4% |
10.93 |
| ATR |
4.01 |
3.91 |
-0.10 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
316.16 |
315.14 |
310.38 |
|
| R3 |
313.58 |
312.56 |
309.67 |
|
| R2 |
311.00 |
311.00 |
309.43 |
|
| R1 |
309.98 |
309.98 |
309.20 |
310.49 |
| PP |
308.42 |
308.42 |
308.42 |
308.68 |
| S1 |
307.40 |
307.40 |
308.72 |
307.91 |
| S2 |
305.84 |
305.84 |
308.49 |
|
| S3 |
303.26 |
304.82 |
308.25 |
|
| S4 |
300.68 |
302.24 |
307.54 |
|
|
| Weekly Pivots for week ending 19-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
336.12 |
332.47 |
312.98 |
|
| R3 |
325.19 |
321.54 |
309.98 |
|
| R2 |
314.26 |
314.26 |
308.97 |
|
| R1 |
310.61 |
310.61 |
307.97 |
312.44 |
| PP |
303.33 |
303.33 |
303.33 |
304.24 |
| S1 |
299.68 |
299.68 |
305.97 |
301.51 |
| S2 |
292.40 |
292.40 |
304.97 |
|
| S3 |
281.47 |
288.75 |
303.96 |
|
| S4 |
270.54 |
277.82 |
300.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
310.27 |
298.35 |
11.92 |
3.9% |
3.96 |
1.3% |
89% |
False |
False |
|
| 10 |
310.27 |
296.04 |
14.23 |
4.6% |
3.86 |
1.2% |
91% |
False |
False |
|
| 20 |
310.27 |
286.93 |
23.34 |
7.6% |
3.60 |
1.2% |
94% |
False |
False |
|
| 40 |
310.27 |
277.01 |
33.26 |
10.8% |
4.07 |
1.3% |
96% |
False |
False |
|
| 60 |
310.27 |
275.67 |
34.60 |
11.2% |
4.60 |
1.5% |
96% |
False |
False |
|
| 80 |
310.27 |
275.67 |
34.60 |
11.2% |
4.31 |
1.4% |
96% |
False |
False |
|
| 100 |
310.27 |
273.49 |
36.78 |
11.9% |
4.15 |
1.3% |
96% |
False |
False |
|
| 120 |
310.27 |
252.14 |
58.13 |
18.8% |
4.11 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
320.41 |
|
2.618 |
316.19 |
|
1.618 |
313.61 |
|
1.000 |
312.02 |
|
0.618 |
311.03 |
|
HIGH |
309.44 |
|
0.618 |
308.45 |
|
0.500 |
308.15 |
|
0.382 |
307.85 |
|
LOW |
306.86 |
|
0.618 |
305.27 |
|
1.000 |
304.28 |
|
1.618 |
302.69 |
|
2.618 |
300.11 |
|
4.250 |
295.90 |
|
|
| Fisher Pivots for day following 25-Jun-1987 |
| Pivot |
1 day |
3 day |
| R1 |
308.69 |
308.74 |
| PP |
308.42 |
308.52 |
| S1 |
308.15 |
308.30 |
|