| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1987 |
05-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,322.40 |
2,326.30 |
3.90 |
0.2% |
2,297.20 |
| High |
2,343.50 |
2,346.30 |
2.80 |
0.1% |
2,346.30 |
| Low |
2,308.70 |
2,312.40 |
3.70 |
0.2% |
2,260.60 |
| Close |
2,337.10 |
2,326.20 |
-10.90 |
-0.5% |
2,326.20 |
| Range |
34.80 |
33.90 |
-0.90 |
-2.6% |
85.70 |
| ATR |
52.71 |
51.37 |
-1.34 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.00 |
2,412.00 |
2,344.85 |
|
| R3 |
2,396.10 |
2,378.10 |
2,335.52 |
|
| R2 |
2,362.20 |
2,362.20 |
2,332.42 |
|
| R1 |
2,344.20 |
2,344.20 |
2,329.31 |
2,336.25 |
| PP |
2,328.30 |
2,328.30 |
2,328.30 |
2,324.33 |
| S1 |
2,310.30 |
2,310.30 |
2,323.09 |
2,302.35 |
| S2 |
2,294.40 |
2,294.40 |
2,319.99 |
|
| S3 |
2,260.50 |
2,276.40 |
2,316.88 |
|
| S4 |
2,226.60 |
2,242.50 |
2,307.56 |
|
|
| Weekly Pivots for week ending 05-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.13 |
2,532.87 |
2,373.34 |
|
| R3 |
2,482.43 |
2,447.17 |
2,349.77 |
|
| R2 |
2,396.73 |
2,396.73 |
2,341.91 |
|
| R1 |
2,361.47 |
2,361.47 |
2,334.06 |
2,379.10 |
| PP |
2,311.03 |
2,311.03 |
2,311.03 |
2,319.85 |
| S1 |
2,275.77 |
2,275.77 |
2,318.34 |
2,293.40 |
| S2 |
2,225.33 |
2,225.33 |
2,310.49 |
|
| S3 |
2,139.63 |
2,190.07 |
2,302.63 |
|
| S4 |
2,053.93 |
2,104.37 |
2,279.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.30 |
2,260.60 |
85.70 |
3.7% |
40.80 |
1.8% |
77% |
True |
False |
|
| 10 |
2,346.30 |
2,220.20 |
126.10 |
5.4% |
44.97 |
1.9% |
84% |
True |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.3% |
50.43 |
2.2% |
72% |
False |
False |
|
| 40 |
2,383.80 |
2,180.50 |
203.30 |
8.7% |
56.90 |
2.4% |
72% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
54.88 |
2.4% |
59% |
False |
False |
|
| 80 |
2,428.40 |
2,145.50 |
282.90 |
12.2% |
52.27 |
2.2% |
64% |
False |
False |
|
| 100 |
2,428.40 |
2,003.90 |
424.50 |
18.2% |
52.55 |
2.3% |
76% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.3% |
49.16 |
2.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.38 |
|
2.618 |
2,435.05 |
|
1.618 |
2,401.15 |
|
1.000 |
2,380.20 |
|
0.618 |
2,367.25 |
|
HIGH |
2,346.30 |
|
0.618 |
2,333.35 |
|
0.500 |
2,329.35 |
|
0.382 |
2,325.35 |
|
LOW |
2,312.40 |
|
0.618 |
2,291.45 |
|
1.000 |
2,278.50 |
|
1.618 |
2,257.55 |
|
2.618 |
2,223.65 |
|
4.250 |
2,168.33 |
|
|