| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-1987 |
20-May-1987 |
Change |
Change % |
Previous Week |
| Open |
2,268.00 |
2,206.00 |
-62.00 |
-2.7% |
2,364.00 |
| High |
2,280.50 |
2,248.10 |
-32.40 |
-1.4% |
2,380.80 |
| Low |
2,205.40 |
2,188.50 |
-16.90 |
-0.8% |
2,266.60 |
| Close |
2,221.30 |
2,215.90 |
-5.40 |
-0.2% |
2,272.50 |
| Range |
75.10 |
59.60 |
-15.50 |
-20.6% |
114.20 |
| ATR |
58.91 |
58.95 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.30 |
2,365.70 |
2,248.68 |
|
| R3 |
2,336.70 |
2,306.10 |
2,232.29 |
|
| R2 |
2,277.10 |
2,277.10 |
2,226.83 |
|
| R1 |
2,246.50 |
2,246.50 |
2,221.36 |
2,261.80 |
| PP |
2,217.50 |
2,217.50 |
2,217.50 |
2,225.15 |
| S1 |
2,186.90 |
2,186.90 |
2,210.44 |
2,202.20 |
| S2 |
2,157.90 |
2,157.90 |
2,204.97 |
|
| S3 |
2,098.30 |
2,127.30 |
2,199.51 |
|
| S4 |
2,038.70 |
2,067.70 |
2,183.12 |
|
|
| Weekly Pivots for week ending 15-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.23 |
2,575.07 |
2,335.31 |
|
| R3 |
2,535.03 |
2,460.87 |
2,303.91 |
|
| R2 |
2,420.83 |
2,420.83 |
2,293.44 |
|
| R1 |
2,346.67 |
2,346.67 |
2,282.97 |
2,326.65 |
| PP |
2,306.63 |
2,306.63 |
2,306.63 |
2,296.63 |
| S1 |
2,232.47 |
2,232.47 |
2,262.03 |
2,212.45 |
| S2 |
2,192.43 |
2,192.43 |
2,251.56 |
|
| S3 |
2,078.23 |
2,118.27 |
2,241.10 |
|
| S4 |
1,964.03 |
2,004.07 |
2,209.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,349.30 |
2,188.50 |
160.80 |
7.3% |
58.10 |
2.6% |
17% |
False |
True |
|
| 10 |
2,380.80 |
2,188.50 |
192.30 |
8.7% |
56.84 |
2.6% |
14% |
False |
True |
|
| 20 |
2,380.80 |
2,180.50 |
200.30 |
9.0% |
58.44 |
2.6% |
18% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
11.2% |
60.14 |
2.7% |
14% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
11.2% |
53.94 |
2.4% |
14% |
False |
False |
|
| 80 |
2,428.40 |
2,110.20 |
318.20 |
14.4% |
52.42 |
2.4% |
33% |
False |
False |
|
| 100 |
2,428.40 |
1,885.40 |
543.00 |
24.5% |
51.38 |
2.3% |
61% |
False |
False |
|
| 120 |
2,428.40 |
1,880.50 |
547.90 |
24.7% |
48.25 |
2.2% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.40 |
|
2.618 |
2,404.13 |
|
1.618 |
2,344.53 |
|
1.000 |
2,307.70 |
|
0.618 |
2,284.93 |
|
HIGH |
2,248.10 |
|
0.618 |
2,225.33 |
|
0.500 |
2,218.30 |
|
0.382 |
2,211.27 |
|
LOW |
2,188.50 |
|
0.618 |
2,151.67 |
|
1.000 |
2,128.90 |
|
1.618 |
2,092.07 |
|
2.618 |
2,032.47 |
|
4.250 |
1,935.20 |
|
|