| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-1987 |
11-May-1987 |
Change |
Change % |
Previous Week |
| Open |
2,319.90 |
2,364.00 |
44.10 |
1.9% |
2,286.40 |
| High |
2,357.20 |
2,380.80 |
23.60 |
1.0% |
2,369.90 |
| Low |
2,303.10 |
2,297.90 |
-5.20 |
-0.2% |
2,255.30 |
| Close |
2,322.30 |
2,307.30 |
-15.00 |
-0.6% |
2,322.30 |
| Range |
54.10 |
82.90 |
28.80 |
53.2% |
114.60 |
| ATR |
59.63 |
61.29 |
1.66 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.37 |
2,525.23 |
2,352.90 |
|
| R3 |
2,494.47 |
2,442.33 |
2,330.10 |
|
| R2 |
2,411.57 |
2,411.57 |
2,322.50 |
|
| R1 |
2,359.43 |
2,359.43 |
2,314.90 |
2,344.05 |
| PP |
2,328.67 |
2,328.67 |
2,328.67 |
2,320.98 |
| S1 |
2,276.53 |
2,276.53 |
2,299.70 |
2,261.15 |
| S2 |
2,245.77 |
2,245.77 |
2,292.10 |
|
| S3 |
2,162.87 |
2,193.63 |
2,284.50 |
|
| S4 |
2,079.97 |
2,110.73 |
2,261.71 |
|
|
| Weekly Pivots for week ending 08-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.63 |
2,605.57 |
2,385.33 |
|
| R3 |
2,545.03 |
2,490.97 |
2,353.82 |
|
| R2 |
2,430.43 |
2,430.43 |
2,343.31 |
|
| R1 |
2,376.37 |
2,376.37 |
2,332.81 |
2,403.40 |
| PP |
2,315.83 |
2,315.83 |
2,315.83 |
2,329.35 |
| S1 |
2,261.77 |
2,261.77 |
2,311.80 |
2,288.80 |
| S2 |
2,201.23 |
2,201.23 |
2,301.29 |
|
| S3 |
2,086.63 |
2,147.17 |
2,290.79 |
|
| S4 |
1,972.03 |
2,032.57 |
2,259.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.80 |
2,294.60 |
86.20 |
3.7% |
60.64 |
2.6% |
15% |
True |
False |
|
| 10 |
2,380.80 |
2,214.10 |
166.70 |
7.2% |
58.51 |
2.5% |
56% |
True |
False |
|
| 20 |
2,380.80 |
2,180.50 |
200.30 |
8.7% |
64.38 |
2.8% |
63% |
True |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
58.64 |
2.5% |
51% |
False |
False |
|
| 60 |
2,428.40 |
2,148.80 |
279.60 |
12.1% |
53.60 |
2.3% |
57% |
False |
False |
|
| 80 |
2,428.40 |
2,051.30 |
377.10 |
16.3% |
53.51 |
2.3% |
68% |
False |
False |
|
| 100 |
2,428.40 |
1,885.40 |
543.00 |
23.5% |
49.59 |
2.1% |
78% |
False |
False |
|
| 120 |
2,428.40 |
1,797.10 |
631.30 |
27.4% |
47.57 |
2.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.13 |
|
2.618 |
2,597.83 |
|
1.618 |
2,514.93 |
|
1.000 |
2,463.70 |
|
0.618 |
2,432.03 |
|
HIGH |
2,380.80 |
|
0.618 |
2,349.13 |
|
0.500 |
2,339.35 |
|
0.382 |
2,329.57 |
|
LOW |
2,297.90 |
|
0.618 |
2,246.67 |
|
1.000 |
2,215.00 |
|
1.618 |
2,163.77 |
|
2.618 |
2,080.87 |
|
4.250 |
1,945.58 |
|
|