| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1987 |
24-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,576.40 |
2,582.90 |
6.50 |
0.3% |
2,607.50 |
| High |
2,602.20 |
2,604.00 |
1.80 |
0.1% |
2,634.60 |
| Low |
2,554.80 |
2,552.10 |
-2.70 |
-0.1% |
2,508.00 |
| Close |
2,585.70 |
2,566.40 |
-19.30 |
-0.7% |
2,524.60 |
| Range |
47.40 |
51.90 |
4.50 |
9.5% |
126.60 |
| ATR |
58.47 |
58.00 |
-0.47 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.87 |
2,700.03 |
2,594.95 |
|
| R3 |
2,677.97 |
2,648.13 |
2,580.67 |
|
| R2 |
2,626.07 |
2,626.07 |
2,575.92 |
|
| R1 |
2,596.23 |
2,596.23 |
2,571.16 |
2,585.20 |
| PP |
2,574.17 |
2,574.17 |
2,574.17 |
2,568.65 |
| S1 |
2,544.33 |
2,544.33 |
2,561.64 |
2,533.30 |
| S2 |
2,522.27 |
2,522.27 |
2,556.89 |
|
| S3 |
2,470.37 |
2,492.43 |
2,552.13 |
|
| S4 |
2,418.47 |
2,440.53 |
2,537.86 |
|
|
| Weekly Pivots for week ending 18-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.53 |
2,856.67 |
2,594.23 |
|
| R3 |
2,808.93 |
2,730.07 |
2,559.42 |
|
| R2 |
2,682.33 |
2,682.33 |
2,547.81 |
|
| R1 |
2,603.47 |
2,603.47 |
2,536.21 |
2,579.60 |
| PP |
2,555.73 |
2,555.73 |
2,555.73 |
2,543.80 |
| S1 |
2,476.87 |
2,476.87 |
2,513.00 |
2,453.00 |
| S2 |
2,429.13 |
2,429.13 |
2,501.39 |
|
| S3 |
2,302.53 |
2,350.27 |
2,489.79 |
|
| S4 |
2,175.93 |
2,223.67 |
2,454.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,604.00 |
2,469.00 |
135.00 |
5.3% |
64.72 |
2.5% |
72% |
True |
False |
|
| 10 |
2,634.60 |
2,469.00 |
165.60 |
6.5% |
58.32 |
2.3% |
59% |
False |
False |
|
| 20 |
2,705.50 |
2,469.00 |
236.50 |
9.2% |
60.54 |
2.4% |
41% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.8% |
54.94 |
2.1% |
35% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
13.8% |
50.80 |
2.0% |
49% |
False |
False |
|
| 80 |
2,746.70 |
2,283.40 |
463.30 |
18.1% |
48.09 |
1.9% |
61% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.8% |
49.07 |
1.9% |
68% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.1% |
51.48 |
2.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.58 |
|
2.618 |
2,739.87 |
|
1.618 |
2,687.97 |
|
1.000 |
2,655.90 |
|
0.618 |
2,636.07 |
|
HIGH |
2,604.00 |
|
0.618 |
2,584.17 |
|
0.500 |
2,578.05 |
|
0.382 |
2,571.93 |
|
LOW |
2,552.10 |
|
0.618 |
2,520.03 |
|
1.000 |
2,500.20 |
|
1.618 |
2,468.13 |
|
2.618 |
2,416.23 |
|
4.250 |
2,331.53 |
|
|