| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-1987 |
10-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,348.80 |
2,364.80 |
16.00 |
0.7% |
2,297.20 |
| High |
2,366.10 |
2,389.70 |
23.60 |
1.0% |
2,346.30 |
| Low |
2,331.80 |
2,328.60 |
-3.20 |
-0.1% |
2,260.60 |
| Close |
2,352.70 |
2,353.60 |
0.90 |
0.0% |
2,326.20 |
| Range |
34.30 |
61.10 |
26.80 |
78.1% |
85.70 |
| ATR |
50.44 |
51.20 |
0.76 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.60 |
2,508.20 |
2,387.21 |
|
| R3 |
2,479.50 |
2,447.10 |
2,370.40 |
|
| R2 |
2,418.40 |
2,418.40 |
2,364.80 |
|
| R1 |
2,386.00 |
2,386.00 |
2,359.20 |
2,371.65 |
| PP |
2,357.30 |
2,357.30 |
2,357.30 |
2,350.13 |
| S1 |
2,324.90 |
2,324.90 |
2,348.00 |
2,310.55 |
| S2 |
2,296.20 |
2,296.20 |
2,342.40 |
|
| S3 |
2,235.10 |
2,263.80 |
2,336.80 |
|
| S4 |
2,174.00 |
2,202.70 |
2,320.00 |
|
|
| 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 |
2,389.70 |
2,306.90 |
82.80 |
3.5% |
43.98 |
1.9% |
56% |
True |
False |
|
| 10 |
2,389.70 |
2,260.60 |
129.10 |
5.5% |
46.42 |
2.0% |
72% |
True |
False |
|
| 20 |
2,389.70 |
2,188.50 |
201.20 |
8.5% |
48.98 |
2.1% |
82% |
True |
False |
|
| 40 |
2,389.70 |
2,180.50 |
209.20 |
8.9% |
55.83 |
2.4% |
83% |
True |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
55.50 |
2.4% |
70% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
52.33 |
2.2% |
70% |
False |
False |
|
| 100 |
2,428.40 |
2,051.30 |
377.10 |
16.0% |
52.59 |
2.2% |
80% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.1% |
49.62 |
2.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.38 |
|
2.618 |
2,549.66 |
|
1.618 |
2,488.56 |
|
1.000 |
2,450.80 |
|
0.618 |
2,427.46 |
|
HIGH |
2,389.70 |
|
0.618 |
2,366.36 |
|
0.500 |
2,359.15 |
|
0.382 |
2,351.94 |
|
LOW |
2,328.60 |
|
0.618 |
2,290.84 |
|
1.000 |
2,267.50 |
|
1.618 |
2,229.74 |
|
2.618 |
2,168.64 |
|
4.250 |
2,068.93 |
|
|