| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-1987 |
05-Feb-1987 |
Change |
Change % |
Previous Week |
| Open |
2,167.30 |
2,207.10 |
39.80 |
1.8% |
2,100.00 |
| High |
2,198.40 |
2,223.30 |
24.90 |
1.1% |
2,193.30 |
| Low |
2,154.70 |
2,174.60 |
19.90 |
0.9% |
2,079.70 |
| Close |
2,191.20 |
2,201.50 |
10.30 |
0.5% |
2,158.00 |
| Range |
43.70 |
48.70 |
5.00 |
11.4% |
113.60 |
| ATR |
48.69 |
48.69 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.90 |
2,322.40 |
2,228.29 |
|
| R3 |
2,297.20 |
2,273.70 |
2,214.89 |
|
| R2 |
2,248.50 |
2,248.50 |
2,210.43 |
|
| R1 |
2,225.00 |
2,225.00 |
2,205.96 |
2,212.40 |
| PP |
2,199.80 |
2,199.80 |
2,199.80 |
2,193.50 |
| S1 |
2,176.30 |
2,176.30 |
2,197.04 |
2,163.70 |
| S2 |
2,151.10 |
2,151.10 |
2,192.57 |
|
| S3 |
2,102.40 |
2,127.60 |
2,188.11 |
|
| S4 |
2,053.70 |
2,078.90 |
2,174.72 |
|
|
| 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 |
2,223.30 |
2,127.70 |
95.60 |
4.3% |
46.22 |
2.1% |
77% |
True |
False |
|
| 10 |
2,223.30 |
2,062.90 |
160.40 |
7.3% |
57.80 |
2.6% |
86% |
True |
False |
|
| 20 |
2,223.30 |
1,987.60 |
235.70 |
10.7% |
52.48 |
2.4% |
91% |
True |
False |
|
| 40 |
2,223.30 |
1,885.40 |
337.90 |
15.3% |
42.47 |
1.9% |
94% |
True |
False |
|
| 60 |
2,223.30 |
1,797.10 |
426.20 |
19.4% |
40.68 |
1.8% |
95% |
True |
False |
|
| 80 |
2,223.30 |
1,783.30 |
440.00 |
20.0% |
38.61 |
1.8% |
95% |
True |
False |
|
| 100 |
2,223.30 |
1,733.00 |
490.30 |
22.3% |
38.30 |
1.7% |
96% |
True |
False |
|
| 120 |
2,223.30 |
1,733.00 |
490.30 |
22.3% |
38.84 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.28 |
|
2.618 |
2,350.80 |
|
1.618 |
2,302.10 |
|
1.000 |
2,272.00 |
|
0.618 |
2,253.40 |
|
HIGH |
2,223.30 |
|
0.618 |
2,204.70 |
|
0.500 |
2,198.95 |
|
0.382 |
2,193.20 |
|
LOW |
2,174.60 |
|
0.618 |
2,144.50 |
|
1.000 |
2,125.90 |
|
1.618 |
2,095.80 |
|
2.618 |
2,047.10 |
|
4.250 |
1,967.63 |
|
|