| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1987 |
11-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,263.90 |
2,280.90 |
17.00 |
0.8% |
2,215.00 |
| High |
2,289.90 |
2,302.20 |
12.30 |
0.5% |
2,298.20 |
| Low |
2,246.50 |
2,256.50 |
10.00 |
0.4% |
2,209.10 |
| Close |
2,280.10 |
2,269.00 |
-11.10 |
-0.5% |
2,280.20 |
| Range |
43.40 |
45.70 |
2.30 |
5.3% |
89.10 |
| ATR |
43.97 |
44.10 |
0.12 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.00 |
2,386.70 |
2,294.14 |
|
| R3 |
2,367.30 |
2,341.00 |
2,281.57 |
|
| R2 |
2,321.60 |
2,321.60 |
2,277.38 |
|
| R1 |
2,295.30 |
2,295.30 |
2,273.19 |
2,285.60 |
| PP |
2,275.90 |
2,275.90 |
2,275.90 |
2,271.05 |
| S1 |
2,249.60 |
2,249.60 |
2,264.81 |
2,239.90 |
| S2 |
2,230.20 |
2,230.20 |
2,260.62 |
|
| S3 |
2,184.50 |
2,203.90 |
2,256.43 |
|
| S4 |
2,138.80 |
2,158.20 |
2,243.87 |
|
|
| 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 |
2,302.20 |
2,238.60 |
63.60 |
2.8% |
42.74 |
1.9% |
48% |
True |
False |
|
| 10 |
2,302.20 |
2,196.70 |
105.50 |
4.6% |
39.72 |
1.8% |
69% |
True |
False |
|
| 20 |
2,302.20 |
2,145.50 |
156.70 |
6.9% |
44.46 |
2.0% |
79% |
True |
False |
|
| 40 |
2,302.20 |
2,003.90 |
298.30 |
13.1% |
49.06 |
2.2% |
89% |
True |
False |
|
| 60 |
2,302.20 |
1,885.40 |
416.80 |
18.4% |
43.45 |
1.9% |
92% |
True |
False |
|
| 80 |
2,302.20 |
1,797.10 |
505.10 |
22.3% |
41.94 |
1.8% |
93% |
True |
False |
|
| 100 |
2,302.20 |
1,792.00 |
510.20 |
22.5% |
39.92 |
1.8% |
93% |
True |
False |
|
| 120 |
2,302.20 |
1,733.00 |
569.20 |
25.1% |
39.29 |
1.7% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.43 |
|
2.618 |
2,421.84 |
|
1.618 |
2,376.14 |
|
1.000 |
2,347.90 |
|
0.618 |
2,330.44 |
|
HIGH |
2,302.20 |
|
0.618 |
2,284.74 |
|
0.500 |
2,279.35 |
|
0.382 |
2,273.96 |
|
LOW |
2,256.50 |
|
0.618 |
2,228.26 |
|
1.000 |
2,210.80 |
|
1.618 |
2,182.56 |
|
2.618 |
2,136.86 |
|
4.250 |
2,062.28 |
|
|