| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-1987 |
06-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,636.10 |
2,611.00 |
-25.10 |
-1.0% |
2,597.30 |
| High |
2,658.80 |
2,632.80 |
-26.00 |
-1.0% |
2,662.40 |
| Low |
2,611.00 |
2,542.60 |
-68.40 |
-2.6% |
2,563.60 |
| Close |
2,640.20 |
2,548.60 |
-91.60 |
-3.5% |
2,641.00 |
| Range |
47.80 |
90.20 |
42.40 |
88.7% |
98.80 |
| ATR |
55.06 |
58.10 |
3.04 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.27 |
2,787.13 |
2,598.21 |
|
| R3 |
2,755.07 |
2,696.93 |
2,573.41 |
|
| R2 |
2,664.87 |
2,664.87 |
2,565.14 |
|
| R1 |
2,606.73 |
2,606.73 |
2,556.87 |
2,590.70 |
| PP |
2,574.67 |
2,574.67 |
2,574.67 |
2,566.65 |
| S1 |
2,516.53 |
2,516.53 |
2,540.33 |
2,500.50 |
| S2 |
2,484.47 |
2,484.47 |
2,532.06 |
|
| S3 |
2,394.27 |
2,426.33 |
2,523.80 |
|
| S4 |
2,304.07 |
2,336.13 |
2,498.99 |
|
|
| Weekly Pivots for week ending 02-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.73 |
2,878.67 |
2,695.34 |
|
| R3 |
2,819.93 |
2,779.87 |
2,668.17 |
|
| R2 |
2,721.13 |
2,721.13 |
2,659.11 |
|
| R1 |
2,681.07 |
2,681.07 |
2,650.06 |
2,701.10 |
| PP |
2,622.33 |
2,622.33 |
2,622.33 |
2,632.35 |
| S1 |
2,582.27 |
2,582.27 |
2,631.94 |
2,602.30 |
| S2 |
2,523.53 |
2,523.53 |
2,622.89 |
|
| S3 |
2,424.73 |
2,483.47 |
2,613.83 |
|
| S4 |
2,325.93 |
2,384.67 |
2,586.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.40 |
2,542.60 |
119.80 |
4.7% |
56.82 |
2.2% |
5% |
False |
True |
|
| 10 |
2,662.40 |
2,542.60 |
119.80 |
4.7% |
54.27 |
2.1% |
5% |
False |
True |
|
| 20 |
2,662.40 |
2,469.00 |
193.40 |
7.6% |
56.03 |
2.2% |
41% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.9% |
57.01 |
2.2% |
29% |
False |
False |
|
| 60 |
2,746.70 |
2,442.60 |
304.10 |
11.9% |
52.88 |
2.1% |
35% |
False |
False |
|
| 80 |
2,746.70 |
2,374.40 |
372.30 |
14.6% |
49.34 |
1.9% |
47% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.9% |
49.17 |
1.9% |
65% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
50.94 |
2.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.15 |
|
2.618 |
2,868.94 |
|
1.618 |
2,778.74 |
|
1.000 |
2,723.00 |
|
0.618 |
2,688.54 |
|
HIGH |
2,632.80 |
|
0.618 |
2,598.34 |
|
0.500 |
2,587.70 |
|
0.382 |
2,577.06 |
|
LOW |
2,542.60 |
|
0.618 |
2,486.86 |
|
1.000 |
2,452.40 |
|
1.618 |
2,396.66 |
|
2.618 |
2,306.46 |
|
4.250 |
2,159.25 |
|
|