| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-1987 |
04-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,223.90 |
2,244.50 |
20.60 |
0.9% |
2,197.70 |
| High |
2,240.40 |
2,270.10 |
29.70 |
1.3% |
2,249.90 |
| Low |
2,209.90 |
2,226.20 |
16.30 |
0.7% |
2,186.30 |
| Close |
2,226.50 |
2,257.50 |
31.00 |
1.4% |
2,224.00 |
| Range |
30.50 |
43.90 |
13.40 |
43.9% |
63.60 |
| ATR |
44.65 |
44.60 |
-0.05 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.97 |
2,364.13 |
2,281.65 |
|
| R3 |
2,339.07 |
2,320.23 |
2,269.57 |
|
| R2 |
2,295.17 |
2,295.17 |
2,265.55 |
|
| R1 |
2,276.33 |
2,276.33 |
2,261.52 |
2,285.75 |
| PP |
2,251.27 |
2,251.27 |
2,251.27 |
2,255.98 |
| S1 |
2,232.43 |
2,232.43 |
2,253.48 |
2,241.85 |
| S2 |
2,207.37 |
2,207.37 |
2,249.45 |
|
| S3 |
2,163.47 |
2,188.53 |
2,245.43 |
|
| S4 |
2,119.57 |
2,144.63 |
2,233.36 |
|
|
| 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 |
2,270.10 |
2,196.70 |
73.40 |
3.3% |
36.70 |
1.6% |
83% |
True |
False |
|
| 10 |
2,270.10 |
2,186.30 |
83.80 |
3.7% |
41.79 |
1.9% |
85% |
True |
False |
|
| 20 |
2,270.10 |
2,134.40 |
135.70 |
6.0% |
44.59 |
2.0% |
91% |
True |
False |
|
| 40 |
2,270.10 |
1,965.70 |
304.40 |
13.5% |
48.12 |
2.1% |
96% |
True |
False |
|
| 60 |
2,270.10 |
1,885.40 |
384.70 |
17.0% |
42.80 |
1.9% |
97% |
True |
False |
|
| 80 |
2,270.10 |
1,797.10 |
473.00 |
21.0% |
41.24 |
1.8% |
97% |
True |
False |
|
| 100 |
2,270.10 |
1,780.90 |
489.20 |
21.7% |
39.39 |
1.7% |
97% |
True |
False |
|
| 120 |
2,270.10 |
1,733.00 |
537.10 |
23.8% |
39.52 |
1.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.68 |
|
2.618 |
2,385.03 |
|
1.618 |
2,341.13 |
|
1.000 |
2,314.00 |
|
0.618 |
2,297.23 |
|
HIGH |
2,270.10 |
|
0.618 |
2,253.33 |
|
0.500 |
2,248.15 |
|
0.382 |
2,242.97 |
|
LOW |
2,226.20 |
|
0.618 |
2,199.07 |
|
1.000 |
2,182.30 |
|
1.618 |
2,155.17 |
|
2.618 |
2,111.27 |
|
4.250 |
2,039.63 |
|
|