| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1987 |
15-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,607.50 |
2,581.80 |
-25.70 |
-1.0% |
2,539.20 |
| High |
2,634.60 |
2,610.50 |
-24.10 |
-0.9% |
2,626.00 |
| Low |
2,587.90 |
2,560.20 |
-27.70 |
-1.1% |
2,493.80 |
| Close |
2,613.00 |
2,566.60 |
-46.40 |
-1.8% |
2,608.70 |
| Range |
46.70 |
50.30 |
3.60 |
7.7% |
132.20 |
| ATR |
55.16 |
54.99 |
-0.17 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.00 |
2,698.60 |
2,594.27 |
|
| R3 |
2,679.70 |
2,648.30 |
2,580.43 |
|
| R2 |
2,629.40 |
2,629.40 |
2,575.82 |
|
| R1 |
2,598.00 |
2,598.00 |
2,571.21 |
2,588.55 |
| PP |
2,579.10 |
2,579.10 |
2,579.10 |
2,574.38 |
| S1 |
2,547.70 |
2,547.70 |
2,561.99 |
2,538.25 |
| S2 |
2,528.80 |
2,528.80 |
2,557.38 |
|
| S3 |
2,478.50 |
2,497.40 |
2,552.77 |
|
| S4 |
2,428.20 |
2,447.10 |
2,538.94 |
|
|
| Weekly Pivots for week ending 11-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.77 |
2,922.93 |
2,681.41 |
|
| R3 |
2,840.57 |
2,790.73 |
2,645.06 |
|
| R2 |
2,708.37 |
2,708.37 |
2,632.94 |
|
| R1 |
2,658.53 |
2,658.53 |
2,620.82 |
2,683.45 |
| PP |
2,576.17 |
2,576.17 |
2,576.17 |
2,588.63 |
| S1 |
2,526.33 |
2,526.33 |
2,596.58 |
2,551.25 |
| S2 |
2,443.97 |
2,443.97 |
2,584.46 |
|
| S3 |
2,311.77 |
2,394.13 |
2,572.35 |
|
| S4 |
2,179.57 |
2,261.93 |
2,535.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.60 |
2,522.80 |
111.80 |
4.4% |
48.30 |
1.9% |
39% |
False |
False |
|
| 10 |
2,695.50 |
2,493.80 |
201.70 |
7.9% |
62.68 |
2.4% |
36% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.9% |
57.08 |
2.2% |
29% |
False |
False |
|
| 40 |
2,746.70 |
2,444.70 |
302.00 |
11.8% |
51.84 |
2.0% |
40% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
13.8% |
48.12 |
1.9% |
49% |
False |
False |
|
| 80 |
2,746.70 |
2,220.20 |
526.50 |
20.5% |
46.83 |
1.8% |
66% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
22.1% |
48.96 |
1.9% |
68% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.1% |
51.30 |
2.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.28 |
|
2.618 |
2,742.19 |
|
1.618 |
2,691.89 |
|
1.000 |
2,660.80 |
|
0.618 |
2,641.59 |
|
HIGH |
2,610.50 |
|
0.618 |
2,591.29 |
|
0.500 |
2,585.35 |
|
0.382 |
2,579.41 |
|
LOW |
2,560.20 |
|
0.618 |
2,529.11 |
|
1.000 |
2,509.90 |
|
1.618 |
2,478.81 |
|
2.618 |
2,428.51 |
|
4.250 |
2,346.43 |
|
|