| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1987 |
20-Jan-1987 |
Change |
Change % |
Previous Week |
| Open |
2,061.70 |
2,108.90 |
47.20 |
2.3% |
2,002.50 |
| High |
2,112.50 |
2,131.60 |
19.10 |
0.9% |
2,099.70 |
| Low |
2,051.30 |
2,082.50 |
31.20 |
1.5% |
1,987.60 |
| Close |
2,102.50 |
2,104.50 |
2.00 |
0.1% |
2,076.60 |
| Range |
61.20 |
49.10 |
-12.10 |
-19.8% |
112.10 |
| ATR |
38.90 |
39.63 |
0.73 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.50 |
2,228.10 |
2,131.51 |
|
| R3 |
2,204.40 |
2,179.00 |
2,118.00 |
|
| R2 |
2,155.30 |
2,155.30 |
2,113.50 |
|
| R1 |
2,129.90 |
2,129.90 |
2,109.00 |
2,118.05 |
| PP |
2,106.20 |
2,106.20 |
2,106.20 |
2,100.28 |
| S1 |
2,080.80 |
2,080.80 |
2,100.00 |
2,068.95 |
| S2 |
2,057.10 |
2,057.10 |
2,095.50 |
|
| S3 |
2,008.00 |
2,031.70 |
2,091.00 |
|
| S4 |
1,958.90 |
1,982.60 |
2,077.50 |
|
|
| Weekly Pivots for week ending 16-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.93 |
2,345.87 |
2,138.26 |
|
| R3 |
2,278.83 |
2,233.77 |
2,107.43 |
|
| R2 |
2,166.73 |
2,166.73 |
2,097.15 |
|
| R1 |
2,121.67 |
2,121.67 |
2,086.88 |
2,144.20 |
| PP |
2,054.63 |
2,054.63 |
2,054.63 |
2,065.90 |
| S1 |
2,009.57 |
2,009.57 |
2,066.32 |
2,032.10 |
| S2 |
1,942.53 |
1,942.53 |
2,056.05 |
|
| S3 |
1,830.43 |
1,897.47 |
2,045.77 |
|
| S4 |
1,718.33 |
1,785.37 |
2,014.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,131.60 |
2,003.90 |
127.70 |
6.1% |
51.66 |
2.5% |
79% |
True |
False |
|
| 10 |
2,131.60 |
1,965.70 |
165.90 |
7.9% |
43.41 |
2.1% |
84% |
True |
False |
|
| 20 |
2,131.60 |
1,885.40 |
246.20 |
11.7% |
37.18 |
1.8% |
89% |
True |
False |
|
| 40 |
2,131.60 |
1,853.10 |
278.50 |
13.2% |
36.02 |
1.7% |
90% |
True |
False |
|
| 60 |
2,131.60 |
1,797.10 |
334.50 |
15.9% |
35.51 |
1.7% |
92% |
True |
False |
|
| 80 |
2,131.60 |
1,733.00 |
398.60 |
18.9% |
35.30 |
1.7% |
93% |
True |
False |
|
| 100 |
2,131.60 |
1,733.00 |
398.60 |
18.9% |
36.95 |
1.8% |
93% |
True |
False |
|
| 120 |
2,131.60 |
1,730.60 |
401.00 |
19.1% |
36.67 |
1.7% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.28 |
|
2.618 |
2,260.14 |
|
1.618 |
2,211.04 |
|
1.000 |
2,180.70 |
|
0.618 |
2,161.94 |
|
HIGH |
2,131.60 |
|
0.618 |
2,112.84 |
|
0.500 |
2,107.05 |
|
0.382 |
2,101.26 |
|
LOW |
2,082.50 |
|
0.618 |
2,052.16 |
|
1.000 |
2,033.40 |
|
1.618 |
2,003.06 |
|
2.618 |
1,953.96 |
|
4.250 |
1,873.83 |
|
|