| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1987 |
31-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,547.70 |
2,574.30 |
26.60 |
1.0% |
2,488.20 |
| High |
2,576.90 |
2,588.30 |
11.40 |
0.4% |
2,588.30 |
| Low |
2,527.40 |
2,551.00 |
23.60 |
0.9% |
2,468.80 |
| Close |
2,567.40 |
2,572.10 |
4.70 |
0.2% |
2,572.10 |
| Range |
49.50 |
37.30 |
-12.20 |
-24.6% |
119.50 |
| ATR |
43.69 |
43.23 |
-0.46 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.37 |
2,664.53 |
2,592.62 |
|
| R3 |
2,645.07 |
2,627.23 |
2,582.36 |
|
| R2 |
2,607.77 |
2,607.77 |
2,578.94 |
|
| R1 |
2,589.93 |
2,589.93 |
2,575.52 |
2,580.20 |
| PP |
2,570.47 |
2,570.47 |
2,570.47 |
2,565.60 |
| S1 |
2,552.63 |
2,552.63 |
2,568.68 |
2,542.90 |
| S2 |
2,533.17 |
2,533.17 |
2,565.26 |
|
| S3 |
2,495.87 |
2,515.33 |
2,561.84 |
|
| S4 |
2,458.57 |
2,478.03 |
2,551.59 |
|
|
| Weekly Pivots for week ending 31-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.57 |
2,856.33 |
2,637.83 |
|
| R3 |
2,782.07 |
2,736.83 |
2,604.96 |
|
| R2 |
2,662.57 |
2,662.57 |
2,594.01 |
|
| R1 |
2,617.33 |
2,617.33 |
2,583.05 |
2,639.95 |
| PP |
2,543.07 |
2,543.07 |
2,543.07 |
2,554.38 |
| S1 |
2,497.83 |
2,497.83 |
2,561.15 |
2,520.45 |
| S2 |
2,423.57 |
2,423.57 |
2,550.19 |
|
| S3 |
2,304.07 |
2,378.33 |
2,539.24 |
|
| S4 |
2,184.57 |
2,258.83 |
2,506.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,588.30 |
2,468.80 |
119.50 |
4.6% |
44.88 |
1.7% |
86% |
True |
False |
|
| 10 |
2,588.30 |
2,444.70 |
143.60 |
5.6% |
43.35 |
1.7% |
89% |
True |
False |
|
| 20 |
2,588.30 |
2,413.00 |
175.30 |
6.8% |
43.35 |
1.7% |
91% |
True |
False |
|
| 40 |
2,588.30 |
2,306.90 |
281.40 |
10.9% |
41.38 |
1.6% |
94% |
True |
False |
|
| 60 |
2,588.30 |
2,188.50 |
399.80 |
15.5% |
44.71 |
1.7% |
96% |
True |
False |
|
| 80 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
49.38 |
1.9% |
96% |
True |
False |
|
| 100 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
49.60 |
1.9% |
96% |
True |
False |
|
| 120 |
2,588.30 |
2,134.40 |
453.90 |
17.6% |
48.77 |
1.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.83 |
|
2.618 |
2,685.95 |
|
1.618 |
2,648.65 |
|
1.000 |
2,625.60 |
|
0.618 |
2,611.35 |
|
HIGH |
2,588.30 |
|
0.618 |
2,574.05 |
|
0.500 |
2,569.65 |
|
0.382 |
2,565.25 |
|
LOW |
2,551.00 |
|
0.618 |
2,527.95 |
|
1.000 |
2,513.70 |
|
1.618 |
2,490.65 |
|
2.618 |
2,453.35 |
|
4.250 |
2,392.48 |
|
|