| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1987 |
16-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,481.60 |
2,484.90 |
3.30 |
0.1% |
2,444.40 |
| High |
2,502.20 |
2,511.50 |
9.30 |
0.4% |
2,478.50 |
| Low |
2,455.20 |
2,471.80 |
16.60 |
0.7% |
2,413.00 |
| Close |
2,483.70 |
2,497.00 |
13.30 |
0.5% |
2,456.00 |
| Range |
47.00 |
39.70 |
-7.30 |
-15.5% |
65.50 |
| ATR |
42.87 |
42.64 |
-0.23 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.53 |
2,594.47 |
2,518.84 |
|
| R3 |
2,572.83 |
2,554.77 |
2,507.92 |
|
| R2 |
2,533.13 |
2,533.13 |
2,504.28 |
|
| R1 |
2,515.07 |
2,515.07 |
2,500.64 |
2,524.10 |
| PP |
2,493.43 |
2,493.43 |
2,493.43 |
2,497.95 |
| S1 |
2,475.37 |
2,475.37 |
2,493.36 |
2,484.40 |
| S2 |
2,453.73 |
2,453.73 |
2,489.72 |
|
| S3 |
2,414.03 |
2,435.67 |
2,486.08 |
|
| S4 |
2,374.33 |
2,395.97 |
2,475.17 |
|
|
| 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 |
2,511.50 |
2,427.10 |
84.40 |
3.4% |
42.98 |
1.7% |
83% |
True |
False |
|
| 10 |
2,511.50 |
2,413.00 |
98.50 |
3.9% |
41.62 |
1.7% |
85% |
True |
False |
|
| 20 |
2,511.50 |
2,386.50 |
125.00 |
5.0% |
40.02 |
1.6% |
88% |
True |
False |
|
| 40 |
2,511.50 |
2,188.50 |
323.00 |
12.9% |
42.31 |
1.7% |
96% |
True |
False |
|
| 60 |
2,511.50 |
2,180.50 |
331.00 |
13.3% |
47.88 |
1.9% |
96% |
True |
False |
|
| 80 |
2,511.50 |
2,180.50 |
331.00 |
13.3% |
50.97 |
2.0% |
96% |
True |
False |
|
| 100 |
2,511.50 |
2,180.50 |
331.00 |
13.3% |
49.11 |
2.0% |
96% |
True |
False |
|
| 120 |
2,511.50 |
2,079.70 |
431.80 |
17.3% |
48.93 |
2.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.23 |
|
2.618 |
2,615.43 |
|
1.618 |
2,575.73 |
|
1.000 |
2,551.20 |
|
0.618 |
2,536.03 |
|
HIGH |
2,511.50 |
|
0.618 |
2,496.33 |
|
0.500 |
2,491.65 |
|
0.382 |
2,486.97 |
|
LOW |
2,471.80 |
|
0.618 |
2,447.27 |
|
1.000 |
2,432.10 |
|
1.618 |
2,407.57 |
|
2.618 |
2,367.87 |
|
4.250 |
2,303.08 |
|
|