| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1987 |
27-Jan-1987 |
Change |
Change % |
Previous Week |
| Open |
2,100.00 |
2,132.20 |
32.20 |
1.5% |
2,061.70 |
| High |
2,125.40 |
2,160.90 |
35.50 |
1.7% |
2,214.60 |
| Low |
2,079.70 |
2,110.20 |
30.50 |
1.5% |
2,051.30 |
| Close |
2,107.30 |
2,150.50 |
43.20 |
2.1% |
2,101.50 |
| Range |
45.70 |
50.70 |
5.00 |
10.9% |
163.30 |
| ATR |
49.56 |
49.85 |
0.29 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.63 |
2,272.27 |
2,178.39 |
|
| R3 |
2,241.93 |
2,221.57 |
2,164.44 |
|
| R2 |
2,191.23 |
2,191.23 |
2,159.80 |
|
| R1 |
2,170.87 |
2,170.87 |
2,155.15 |
2,181.05 |
| PP |
2,140.53 |
2,140.53 |
2,140.53 |
2,145.63 |
| S1 |
2,120.17 |
2,120.17 |
2,145.85 |
2,130.35 |
| S2 |
2,089.83 |
2,089.83 |
2,141.21 |
|
| S3 |
2,039.13 |
2,069.47 |
2,136.56 |
|
| S4 |
1,988.43 |
2,018.77 |
2,122.62 |
|
|
| Weekly Pivots for week ending 23-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.37 |
2,520.23 |
2,191.32 |
|
| R3 |
2,449.07 |
2,356.93 |
2,146.41 |
|
| R2 |
2,285.77 |
2,285.77 |
2,131.44 |
|
| R1 |
2,193.63 |
2,193.63 |
2,116.47 |
2,239.70 |
| PP |
2,122.47 |
2,122.47 |
2,122.47 |
2,145.50 |
| S1 |
2,030.33 |
2,030.33 |
2,086.53 |
2,076.40 |
| S2 |
1,959.17 |
1,959.17 |
2,071.56 |
|
| S3 |
1,795.87 |
1,867.03 |
2,056.59 |
|
| S4 |
1,632.57 |
1,703.73 |
2,011.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,214.60 |
2,062.90 |
151.70 |
7.1% |
72.24 |
3.4% |
58% |
False |
False |
|
| 10 |
2,214.60 |
2,003.90 |
210.70 |
9.8% |
61.95 |
2.9% |
70% |
False |
False |
|
| 20 |
2,214.60 |
1,885.40 |
329.20 |
15.3% |
48.42 |
2.3% |
81% |
False |
False |
|
| 40 |
2,214.60 |
1,880.50 |
334.10 |
15.5% |
40.68 |
1.9% |
81% |
False |
False |
|
| 60 |
2,214.60 |
1,797.10 |
417.50 |
19.4% |
38.93 |
1.8% |
85% |
False |
False |
|
| 80 |
2,214.60 |
1,761.30 |
453.30 |
21.1% |
37.49 |
1.7% |
86% |
False |
False |
|
| 100 |
2,214.60 |
1,733.00 |
481.60 |
22.4% |
38.54 |
1.8% |
87% |
False |
False |
|
| 120 |
2,214.60 |
1,733.00 |
481.60 |
22.4% |
38.15 |
1.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.38 |
|
2.618 |
2,293.63 |
|
1.618 |
2,242.93 |
|
1.000 |
2,211.60 |
|
0.618 |
2,192.23 |
|
HIGH |
2,160.90 |
|
0.618 |
2,141.53 |
|
0.500 |
2,135.55 |
|
0.382 |
2,129.57 |
|
LOW |
2,110.20 |
|
0.618 |
2,078.87 |
|
1.000 |
2,059.50 |
|
1.618 |
2,028.17 |
|
2.618 |
1,977.47 |
|
4.250 |
1,894.73 |
|
|