| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-1987 |
04-Feb-1987 |
Change |
Change % |
Previous Week |
| Open |
2,178.90 |
2,167.30 |
-11.60 |
-0.5% |
2,100.00 |
| High |
2,201.20 |
2,198.40 |
-2.80 |
-0.1% |
2,193.30 |
| Low |
2,159.70 |
2,154.70 |
-5.00 |
-0.2% |
2,079.70 |
| Close |
2,168.50 |
2,191.20 |
22.70 |
1.0% |
2,158.00 |
| Range |
41.50 |
43.70 |
2.20 |
5.3% |
113.60 |
| ATR |
49.07 |
48.69 |
-0.38 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,312.53 |
2,295.57 |
2,215.24 |
|
| R3 |
2,268.83 |
2,251.87 |
2,203.22 |
|
| R2 |
2,225.13 |
2,225.13 |
2,199.21 |
|
| R1 |
2,208.17 |
2,208.17 |
2,195.21 |
2,216.65 |
| PP |
2,181.43 |
2,181.43 |
2,181.43 |
2,185.68 |
| S1 |
2,164.47 |
2,164.47 |
2,187.19 |
2,172.95 |
| S2 |
2,137.73 |
2,137.73 |
2,183.19 |
|
| S3 |
2,094.03 |
2,120.77 |
2,179.18 |
|
| S4 |
2,050.33 |
2,077.07 |
2,167.17 |
|
|
| Weekly Pivots for week ending 30-Jan-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.47 |
2,434.83 |
2,220.48 |
|
| R3 |
2,370.87 |
2,321.23 |
2,189.24 |
|
| R2 |
2,257.27 |
2,257.27 |
2,178.83 |
|
| R1 |
2,207.63 |
2,207.63 |
2,168.41 |
2,232.45 |
| PP |
2,143.67 |
2,143.67 |
2,143.67 |
2,156.08 |
| S1 |
2,094.03 |
2,094.03 |
2,147.59 |
2,118.85 |
| S2 |
2,030.07 |
2,030.07 |
2,137.17 |
|
| S3 |
1,916.47 |
1,980.43 |
2,126.76 |
|
| S4 |
1,802.87 |
1,866.83 |
2,095.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,201.20 |
2,127.70 |
73.50 |
3.4% |
47.30 |
2.2% |
86% |
False |
False |
|
| 10 |
2,214.60 |
2,062.90 |
151.70 |
6.9% |
59.75 |
2.7% |
85% |
False |
False |
|
| 20 |
2,214.60 |
1,976.00 |
238.60 |
10.9% |
51.96 |
2.4% |
90% |
False |
False |
|
| 40 |
2,214.60 |
1,885.40 |
329.20 |
15.0% |
42.00 |
1.9% |
93% |
False |
False |
|
| 60 |
2,214.60 |
1,797.10 |
417.50 |
19.1% |
40.37 |
1.8% |
94% |
False |
False |
|
| 80 |
2,214.60 |
1,781.50 |
433.10 |
19.8% |
38.32 |
1.7% |
95% |
False |
False |
|
| 100 |
2,214.60 |
1,733.00 |
481.60 |
22.0% |
38.22 |
1.7% |
95% |
False |
False |
|
| 120 |
2,214.60 |
1,733.00 |
481.60 |
22.0% |
38.73 |
1.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.13 |
|
2.618 |
2,312.81 |
|
1.618 |
2,269.11 |
|
1.000 |
2,242.10 |
|
0.618 |
2,225.41 |
|
HIGH |
2,198.40 |
|
0.618 |
2,181.71 |
|
0.500 |
2,176.55 |
|
0.382 |
2,171.39 |
|
LOW |
2,154.70 |
|
0.618 |
2,127.69 |
|
1.000 |
2,111.00 |
|
1.618 |
2,083.99 |
|
2.618 |
2,040.29 |
|
4.250 |
1,968.98 |
|
|