| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-1987 |
03-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,215.00 |
2,223.90 |
8.90 |
0.4% |
2,197.70 |
| High |
2,242.60 |
2,240.40 |
-2.20 |
-0.1% |
2,249.90 |
| Low |
2,209.10 |
2,209.90 |
0.80 |
0.0% |
2,186.30 |
| Close |
2,220.50 |
2,226.50 |
6.00 |
0.3% |
2,224.00 |
| Range |
33.50 |
30.50 |
-3.00 |
-9.0% |
63.60 |
| ATR |
45.74 |
44.65 |
-1.09 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,317.10 |
2,302.30 |
2,243.28 |
|
| R3 |
2,286.60 |
2,271.80 |
2,234.89 |
|
| R2 |
2,256.10 |
2,256.10 |
2,232.09 |
|
| R1 |
2,241.30 |
2,241.30 |
2,229.30 |
2,248.70 |
| PP |
2,225.60 |
2,225.60 |
2,225.60 |
2,229.30 |
| S1 |
2,210.80 |
2,210.80 |
2,223.70 |
2,218.20 |
| S2 |
2,195.10 |
2,195.10 |
2,220.91 |
|
| S3 |
2,164.60 |
2,180.30 |
2,218.11 |
|
| S4 |
2,134.10 |
2,149.80 |
2,209.73 |
|
|
| Weekly Pivots for week ending 27-Feb-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.87 |
2,381.03 |
2,258.98 |
|
| R3 |
2,347.27 |
2,317.43 |
2,241.49 |
|
| R2 |
2,283.67 |
2,283.67 |
2,235.66 |
|
| R1 |
2,253.83 |
2,253.83 |
2,229.83 |
2,268.75 |
| PP |
2,220.07 |
2,220.07 |
2,220.07 |
2,227.53 |
| S1 |
2,190.23 |
2,190.23 |
2,218.17 |
2,205.15 |
| S2 |
2,156.47 |
2,156.47 |
2,212.34 |
|
| S3 |
2,092.87 |
2,126.63 |
2,206.51 |
|
| S4 |
2,029.27 |
2,063.03 |
2,189.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,248.60 |
2,196.70 |
51.90 |
2.3% |
35.76 |
1.6% |
57% |
False |
False |
|
| 10 |
2,266.50 |
2,186.30 |
80.20 |
3.6% |
42.73 |
1.9% |
50% |
False |
False |
|
| 20 |
2,266.50 |
2,134.40 |
132.10 |
5.9% |
44.47 |
2.0% |
70% |
False |
False |
|
| 40 |
2,266.50 |
1,961.90 |
304.60 |
13.7% |
47.82 |
2.1% |
87% |
False |
False |
|
| 60 |
2,266.50 |
1,885.40 |
381.10 |
17.1% |
42.71 |
1.9% |
90% |
False |
False |
|
| 80 |
2,266.50 |
1,797.10 |
469.40 |
21.1% |
41.17 |
1.8% |
91% |
False |
False |
|
| 100 |
2,266.50 |
1,780.90 |
485.60 |
21.8% |
39.34 |
1.8% |
92% |
False |
False |
|
| 120 |
2,266.50 |
1,733.00 |
533.50 |
24.0% |
39.88 |
1.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,370.03 |
|
2.618 |
2,320.25 |
|
1.618 |
2,289.75 |
|
1.000 |
2,270.90 |
|
0.618 |
2,259.25 |
|
HIGH |
2,240.40 |
|
0.618 |
2,228.75 |
|
0.500 |
2,225.15 |
|
0.382 |
2,221.55 |
|
LOW |
2,209.90 |
|
0.618 |
2,191.05 |
|
1.000 |
2,179.40 |
|
1.618 |
2,160.55 |
|
2.618 |
2,130.05 |
|
4.250 |
2,080.28 |
|
|