| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1987 |
10-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,458.20 |
2,449.10 |
-9.10 |
-0.4% |
2,444.40 |
| High |
2,478.50 |
2,470.50 |
-8.00 |
-0.3% |
2,478.50 |
| Low |
2,441.20 |
2,435.90 |
-5.30 |
-0.2% |
2,413.00 |
| Close |
2,451.20 |
2,456.00 |
4.80 |
0.2% |
2,456.00 |
| Range |
37.30 |
34.60 |
-2.70 |
-7.2% |
65.50 |
| ATR |
42.41 |
41.85 |
-0.56 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,557.93 |
2,541.57 |
2,475.03 |
|
| R3 |
2,523.33 |
2,506.97 |
2,465.52 |
|
| R2 |
2,488.73 |
2,488.73 |
2,462.34 |
|
| R1 |
2,472.37 |
2,472.37 |
2,459.17 |
2,480.55 |
| PP |
2,454.13 |
2,454.13 |
2,454.13 |
2,458.23 |
| S1 |
2,437.77 |
2,437.77 |
2,452.83 |
2,445.95 |
| S2 |
2,419.53 |
2,419.53 |
2,449.66 |
|
| S3 |
2,384.93 |
2,403.17 |
2,446.49 |
|
| S4 |
2,350.33 |
2,368.57 |
2,436.97 |
|
|
| Weekly Pivots for week ending 10-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.67 |
2,616.33 |
2,492.03 |
|
| R3 |
2,580.17 |
2,550.83 |
2,474.01 |
|
| R2 |
2,514.67 |
2,514.67 |
2,468.01 |
|
| R1 |
2,485.33 |
2,485.33 |
2,462.00 |
2,500.00 |
| PP |
2,449.17 |
2,449.17 |
2,449.17 |
2,456.50 |
| S1 |
2,419.83 |
2,419.83 |
2,450.00 |
2,434.50 |
| S2 |
2,383.67 |
2,383.67 |
2,443.99 |
|
| S3 |
2,318.17 |
2,354.33 |
2,437.99 |
|
| S4 |
2,252.67 |
2,288.83 |
2,419.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.50 |
2,413.00 |
65.50 |
2.7% |
41.06 |
1.7% |
66% |
False |
False |
|
| 10 |
2,478.50 |
2,391.30 |
87.20 |
3.6% |
39.73 |
1.6% |
74% |
False |
False |
|
| 20 |
2,478.50 |
2,360.70 |
117.80 |
4.8% |
38.49 |
1.6% |
81% |
False |
False |
|
| 40 |
2,478.50 |
2,188.50 |
290.00 |
11.8% |
43.58 |
1.8% |
92% |
False |
False |
|
| 60 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
49.35 |
2.0% |
92% |
False |
False |
|
| 80 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
51.11 |
2.1% |
92% |
False |
False |
|
| 100 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
49.37 |
2.0% |
92% |
False |
False |
|
| 120 |
2,478.50 |
2,062.90 |
415.60 |
16.9% |
50.05 |
2.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,617.55 |
|
2.618 |
2,561.08 |
|
1.618 |
2,526.48 |
|
1.000 |
2,505.10 |
|
0.618 |
2,491.88 |
|
HIGH |
2,470.50 |
|
0.618 |
2,457.28 |
|
0.500 |
2,453.20 |
|
0.382 |
2,449.12 |
|
LOW |
2,435.90 |
|
0.618 |
2,414.52 |
|
1.000 |
2,401.30 |
|
1.618 |
2,379.92 |
|
2.618 |
2,345.32 |
|
4.250 |
2,288.85 |
|
|