| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-1987 |
10-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,253.00 |
2,263.90 |
10.90 |
0.5% |
2,215.00 |
| High |
2,279.70 |
2,289.90 |
10.20 |
0.4% |
2,298.20 |
| Low |
2,238.60 |
2,246.50 |
7.90 |
0.4% |
2,209.10 |
| Close |
2,260.10 |
2,280.10 |
20.00 |
0.9% |
2,280.20 |
| Range |
41.10 |
43.40 |
2.30 |
5.6% |
89.10 |
| ATR |
44.02 |
43.97 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.37 |
2,384.63 |
2,303.97 |
|
| R3 |
2,358.97 |
2,341.23 |
2,292.04 |
|
| R2 |
2,315.57 |
2,315.57 |
2,288.06 |
|
| R1 |
2,297.83 |
2,297.83 |
2,284.08 |
2,306.70 |
| PP |
2,272.17 |
2,272.17 |
2,272.17 |
2,276.60 |
| S1 |
2,254.43 |
2,254.43 |
2,276.12 |
2,263.30 |
| S2 |
2,228.77 |
2,228.77 |
2,272.14 |
|
| S3 |
2,185.37 |
2,211.03 |
2,268.17 |
|
| S4 |
2,141.97 |
2,167.63 |
2,256.23 |
|
|
| Weekly Pivots for week ending 06-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.80 |
2,494.10 |
2,329.21 |
|
| R3 |
2,440.70 |
2,405.00 |
2,304.70 |
|
| R2 |
2,351.60 |
2,351.60 |
2,296.54 |
|
| R1 |
2,315.90 |
2,315.90 |
2,288.37 |
2,333.75 |
| PP |
2,262.50 |
2,262.50 |
2,262.50 |
2,271.43 |
| S1 |
2,226.80 |
2,226.80 |
2,272.03 |
2,244.65 |
| S2 |
2,173.40 |
2,173.40 |
2,263.87 |
|
| S3 |
2,084.30 |
2,137.70 |
2,255.70 |
|
| S4 |
1,995.20 |
2,048.60 |
2,231.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.20 |
2,226.20 |
72.00 |
3.2% |
42.38 |
1.9% |
75% |
False |
False |
|
| 10 |
2,298.20 |
2,196.70 |
101.50 |
4.5% |
39.07 |
1.7% |
82% |
False |
False |
|
| 20 |
2,298.20 |
2,134.40 |
163.80 |
7.2% |
44.63 |
2.0% |
89% |
False |
False |
|
| 40 |
2,298.20 |
1,994.50 |
303.70 |
13.3% |
48.74 |
2.1% |
94% |
False |
False |
|
| 60 |
2,298.20 |
1,885.40 |
412.80 |
18.1% |
43.15 |
1.9% |
96% |
False |
False |
|
| 80 |
2,298.20 |
1,797.10 |
501.10 |
22.0% |
41.92 |
1.8% |
96% |
False |
False |
|
| 100 |
2,298.20 |
1,792.00 |
506.20 |
22.2% |
39.80 |
1.7% |
96% |
False |
False |
|
| 120 |
2,298.20 |
1,733.00 |
565.20 |
24.8% |
39.26 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.35 |
|
2.618 |
2,403.52 |
|
1.618 |
2,360.12 |
|
1.000 |
2,333.30 |
|
0.618 |
2,316.72 |
|
HIGH |
2,289.90 |
|
0.618 |
2,273.32 |
|
0.500 |
2,268.20 |
|
0.382 |
2,263.08 |
|
LOW |
2,246.50 |
|
0.618 |
2,219.68 |
|
1.000 |
2,203.10 |
|
1.618 |
2,176.28 |
|
2.618 |
2,132.88 |
|
4.250 |
2,062.05 |
|
|