| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-1987 |
17-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,241.20 |
2,253.40 |
12.20 |
0.5% |
2,253.00 |
| High |
2,263.60 |
2,287.80 |
24.20 |
1.1% |
2,302.20 |
| Low |
2,224.90 |
2,238.20 |
13.30 |
0.6% |
2,238.60 |
| Close |
2,248.40 |
2,284.80 |
36.40 |
1.6% |
2,258.70 |
| Range |
38.70 |
49.60 |
10.90 |
28.2% |
63.60 |
| ATR |
42.90 |
43.38 |
0.48 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.07 |
2,401.53 |
2,312.08 |
|
| R3 |
2,369.47 |
2,351.93 |
2,298.44 |
|
| R2 |
2,319.87 |
2,319.87 |
2,293.89 |
|
| R1 |
2,302.33 |
2,302.33 |
2,289.35 |
2,311.10 |
| PP |
2,270.27 |
2,270.27 |
2,270.27 |
2,274.65 |
| S1 |
2,252.73 |
2,252.73 |
2,280.25 |
2,261.50 |
| S2 |
2,220.67 |
2,220.67 |
2,275.71 |
|
| S3 |
2,171.07 |
2,203.13 |
2,271.16 |
|
| S4 |
2,121.47 |
2,153.53 |
2,257.52 |
|
|
| Weekly Pivots for week ending 13-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.30 |
2,421.60 |
2,293.68 |
|
| R3 |
2,393.70 |
2,358.00 |
2,276.19 |
|
| R2 |
2,330.10 |
2,330.10 |
2,270.36 |
|
| R1 |
2,294.40 |
2,294.40 |
2,264.53 |
2,312.25 |
| PP |
2,266.50 |
2,266.50 |
2,266.50 |
2,275.43 |
| S1 |
2,230.80 |
2,230.80 |
2,252.87 |
2,248.65 |
| S2 |
2,202.90 |
2,202.90 |
2,247.04 |
|
| S3 |
2,139.30 |
2,167.20 |
2,241.21 |
|
| S4 |
2,075.70 |
2,103.60 |
2,223.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,302.20 |
2,224.90 |
77.30 |
3.4% |
41.90 |
1.8% |
77% |
False |
False |
|
| 10 |
2,302.20 |
2,224.90 |
77.30 |
3.4% |
42.14 |
1.8% |
77% |
False |
False |
|
| 20 |
2,302.20 |
2,186.30 |
115.90 |
5.1% |
42.44 |
1.9% |
85% |
False |
False |
|
| 40 |
2,302.20 |
2,062.90 |
239.30 |
10.5% |
47.93 |
2.1% |
93% |
False |
False |
|
| 60 |
2,302.20 |
1,885.40 |
416.80 |
18.2% |
44.12 |
1.9% |
96% |
False |
False |
|
| 80 |
2,302.20 |
1,823.10 |
479.10 |
21.0% |
41.90 |
1.8% |
96% |
False |
False |
|
| 100 |
2,302.20 |
1,797.10 |
505.10 |
22.1% |
40.36 |
1.8% |
97% |
False |
False |
|
| 120 |
2,302.20 |
1,733.00 |
569.20 |
24.9% |
39.51 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.60 |
|
2.618 |
2,417.65 |
|
1.618 |
2,368.05 |
|
1.000 |
2,337.40 |
|
0.618 |
2,318.45 |
|
HIGH |
2,287.80 |
|
0.618 |
2,268.85 |
|
0.500 |
2,263.00 |
|
0.382 |
2,257.15 |
|
LOW |
2,238.20 |
|
0.618 |
2,207.55 |
|
1.000 |
2,188.60 |
|
1.618 |
2,157.95 |
|
2.618 |
2,108.35 |
|
4.250 |
2,027.40 |
|
|