| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1987 |
14-Jan-1987 |
Change |
Change % |
Previous Week |
| Open |
2,011.30 |
2,021.70 |
10.40 |
0.5% |
1,946.00 |
| High |
2,027.10 |
2,046.30 |
19.20 |
0.9% |
2,021.70 |
| Low |
1,994.50 |
2,003.90 |
9.40 |
0.5% |
1,936.60 |
| Close |
2,012.90 |
2,035.00 |
22.10 |
1.1% |
2,005.90 |
| Range |
32.60 |
42.40 |
9.80 |
30.1% |
85.10 |
| ATR |
34.15 |
34.74 |
0.59 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.60 |
2,137.70 |
2,058.32 |
|
| R3 |
2,113.20 |
2,095.30 |
2,046.66 |
|
| R2 |
2,070.80 |
2,070.80 |
2,042.77 |
|
| R1 |
2,052.90 |
2,052.90 |
2,038.89 |
2,061.85 |
| PP |
2,028.40 |
2,028.40 |
2,028.40 |
2,032.88 |
| S1 |
2,010.50 |
2,010.50 |
2,031.11 |
2,019.45 |
| S2 |
1,986.00 |
1,986.00 |
2,027.23 |
|
| S3 |
1,943.60 |
1,968.10 |
2,023.34 |
|
| S4 |
1,901.20 |
1,925.70 |
2,011.68 |
|
|
| Weekly Pivots for week ending 09-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.37 |
2,209.73 |
2,052.71 |
|
| R3 |
2,158.27 |
2,124.63 |
2,029.30 |
|
| R2 |
2,073.17 |
2,073.17 |
2,021.50 |
|
| R1 |
2,039.53 |
2,039.53 |
2,013.70 |
2,056.35 |
| PP |
1,988.07 |
1,988.07 |
1,988.07 |
1,996.48 |
| S1 |
1,954.43 |
1,954.43 |
1,998.10 |
1,971.25 |
| S2 |
1,902.97 |
1,902.97 |
1,990.30 |
|
| S3 |
1,817.87 |
1,869.33 |
1,982.50 |
|
| S4 |
1,732.77 |
1,784.23 |
1,959.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,046.30 |
1,976.00 |
70.30 |
3.5% |
36.16 |
1.8% |
84% |
True |
False |
|
| 10 |
2,046.30 |
1,885.40 |
160.90 |
7.9% |
36.53 |
1.8% |
93% |
True |
False |
|
| 20 |
2,046.30 |
1,885.40 |
160.90 |
7.9% |
32.42 |
1.6% |
93% |
True |
False |
|
| 40 |
2,046.30 |
1,797.10 |
249.20 |
12.2% |
35.00 |
1.7% |
95% |
True |
False |
|
| 60 |
2,046.30 |
1,792.00 |
254.30 |
12.5% |
34.07 |
1.7% |
96% |
True |
False |
|
| 80 |
2,046.30 |
1,733.00 |
313.30 |
15.4% |
34.49 |
1.7% |
96% |
True |
False |
|
| 100 |
2,046.30 |
1,733.00 |
313.30 |
15.4% |
36.14 |
1.8% |
96% |
True |
False |
|
| 120 |
2,046.30 |
1,730.60 |
315.70 |
15.5% |
36.32 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.50 |
|
2.618 |
2,157.30 |
|
1.618 |
2,114.90 |
|
1.000 |
2,088.70 |
|
0.618 |
2,072.50 |
|
HIGH |
2,046.30 |
|
0.618 |
2,030.10 |
|
0.500 |
2,025.10 |
|
0.382 |
2,020.10 |
|
LOW |
2,003.90 |
|
0.618 |
1,977.70 |
|
1.000 |
1,961.50 |
|
1.618 |
1,935.30 |
|
2.618 |
1,892.90 |
|
4.250 |
1,823.70 |
|
|