| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1987 |
08-Jan-1987 |
Change |
Change % |
Previous Week |
| Open |
1,981.20 |
1,993.40 |
12.20 |
0.6% |
1,916.50 |
| High |
2,003.10 |
2,014.20 |
11.10 |
0.6% |
1,933.50 |
| Low |
1,965.70 |
1,976.00 |
10.30 |
0.5% |
1,885.40 |
| Close |
1,994.00 |
2,002.30 |
8.30 |
0.4% |
1,927.30 |
| Range |
37.40 |
38.20 |
0.80 |
2.1% |
48.10 |
| ATR |
34.04 |
34.34 |
0.30 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.10 |
2,095.40 |
2,023.31 |
|
| R3 |
2,073.90 |
2,057.20 |
2,012.81 |
|
| R2 |
2,035.70 |
2,035.70 |
2,009.30 |
|
| R1 |
2,019.00 |
2,019.00 |
2,005.80 |
2,027.35 |
| PP |
1,997.50 |
1,997.50 |
1,997.50 |
2,001.68 |
| S1 |
1,980.80 |
1,980.80 |
1,998.80 |
1,989.15 |
| S2 |
1,959.30 |
1,959.30 |
1,995.30 |
|
| S3 |
1,921.10 |
1,942.60 |
1,991.80 |
|
| S4 |
1,882.90 |
1,904.40 |
1,981.29 |
|
|
| Weekly Pivots for week ending 02-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.70 |
2,041.60 |
1,953.76 |
|
| R3 |
2,011.60 |
1,993.50 |
1,940.53 |
|
| R2 |
1,963.50 |
1,963.50 |
1,936.12 |
|
| R1 |
1,945.40 |
1,945.40 |
1,931.71 |
1,954.45 |
| PP |
1,915.40 |
1,915.40 |
1,915.40 |
1,919.93 |
| S1 |
1,897.30 |
1,897.30 |
1,922.89 |
1,906.35 |
| S2 |
1,867.30 |
1,867.30 |
1,918.48 |
|
| S3 |
1,819.20 |
1,849.20 |
1,914.07 |
|
| S4 |
1,771.10 |
1,801.10 |
1,900.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.20 |
1,897.40 |
116.80 |
5.8% |
37.54 |
1.9% |
90% |
True |
False |
|
| 10 |
2,014.20 |
1,885.40 |
128.80 |
6.4% |
32.26 |
1.6% |
91% |
True |
False |
|
| 20 |
2,014.20 |
1,885.40 |
128.80 |
6.4% |
32.46 |
1.6% |
91% |
True |
False |
|
| 40 |
2,014.20 |
1,797.10 |
217.10 |
10.8% |
34.78 |
1.7% |
95% |
True |
False |
|
| 60 |
2,014.20 |
1,783.30 |
230.90 |
11.5% |
33.99 |
1.7% |
95% |
True |
False |
|
| 80 |
2,014.20 |
1,733.00 |
281.20 |
14.0% |
34.76 |
1.7% |
96% |
True |
False |
|
| 100 |
2,014.20 |
1,733.00 |
281.20 |
14.0% |
36.12 |
1.8% |
96% |
True |
False |
|
| 120 |
2,014.20 |
1,730.60 |
283.60 |
14.2% |
36.23 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.55 |
|
2.618 |
2,114.21 |
|
1.618 |
2,076.01 |
|
1.000 |
2,052.40 |
|
0.618 |
2,037.81 |
|
HIGH |
2,014.20 |
|
0.618 |
1,999.61 |
|
0.500 |
1,995.10 |
|
0.382 |
1,990.59 |
|
LOW |
1,976.00 |
|
0.618 |
1,952.39 |
|
1.000 |
1,937.80 |
|
1.618 |
1,914.19 |
|
2.618 |
1,875.99 |
|
4.250 |
1,813.65 |
|
|