| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1987 |
05-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,244.50 |
2,275.50 |
31.00 |
1.4% |
2,197.70 |
| High |
2,270.10 |
2,295.70 |
25.60 |
1.1% |
2,249.90 |
| Low |
2,226.20 |
2,253.90 |
27.70 |
1.2% |
2,186.30 |
| Close |
2,257.50 |
2,276.40 |
18.90 |
0.8% |
2,224.00 |
| Range |
43.90 |
41.80 |
-2.10 |
-4.8% |
63.60 |
| ATR |
44.60 |
44.40 |
-0.20 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.73 |
2,380.37 |
2,299.39 |
|
| R3 |
2,358.93 |
2,338.57 |
2,287.90 |
|
| R2 |
2,317.13 |
2,317.13 |
2,284.06 |
|
| R1 |
2,296.77 |
2,296.77 |
2,280.23 |
2,306.95 |
| PP |
2,275.33 |
2,275.33 |
2,275.33 |
2,280.43 |
| S1 |
2,254.97 |
2,254.97 |
2,272.57 |
2,265.15 |
| S2 |
2,233.53 |
2,233.53 |
2,268.74 |
|
| S3 |
2,191.73 |
2,213.17 |
2,264.91 |
|
| S4 |
2,149.93 |
2,171.37 |
2,253.41 |
|
|
| 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 |
2,295.70 |
2,204.90 |
90.80 |
4.0% |
36.54 |
1.6% |
79% |
True |
False |
|
| 10 |
2,295.70 |
2,186.30 |
109.40 |
4.8% |
40.88 |
1.8% |
82% |
True |
False |
|
| 20 |
2,295.70 |
2,134.40 |
161.30 |
7.1% |
44.50 |
2.0% |
88% |
True |
False |
|
| 40 |
2,295.70 |
1,976.00 |
319.70 |
14.0% |
48.23 |
2.1% |
94% |
True |
False |
|
| 60 |
2,295.70 |
1,885.40 |
410.30 |
18.0% |
42.83 |
1.9% |
95% |
True |
False |
|
| 80 |
2,295.70 |
1,797.10 |
498.60 |
21.9% |
41.40 |
1.8% |
96% |
True |
False |
|
| 100 |
2,295.70 |
1,781.50 |
514.20 |
22.6% |
39.56 |
1.7% |
96% |
True |
False |
|
| 120 |
2,295.70 |
1,733.00 |
562.70 |
24.7% |
39.27 |
1.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.35 |
|
2.618 |
2,405.13 |
|
1.618 |
2,363.33 |
|
1.000 |
2,337.50 |
|
0.618 |
2,321.53 |
|
HIGH |
2,295.70 |
|
0.618 |
2,279.73 |
|
0.500 |
2,274.80 |
|
0.382 |
2,269.87 |
|
LOW |
2,253.90 |
|
0.618 |
2,228.07 |
|
1.000 |
2,212.10 |
|
1.618 |
2,186.27 |
|
2.618 |
2,144.47 |
|
4.250 |
2,076.25 |
|
|