| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1987 |
12-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,280.90 |
2,270.50 |
-10.40 |
-0.5% |
2,215.00 |
| High |
2,302.20 |
2,288.20 |
-14.00 |
-0.6% |
2,298.20 |
| Low |
2,256.50 |
2,250.10 |
-6.40 |
-0.3% |
2,209.10 |
| Close |
2,269.00 |
2,267.30 |
-1.70 |
-0.1% |
2,280.20 |
| Range |
45.70 |
38.10 |
-7.60 |
-16.6% |
89.10 |
| ATR |
44.10 |
43.67 |
-0.43 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.83 |
2,363.17 |
2,288.26 |
|
| R3 |
2,344.73 |
2,325.07 |
2,277.78 |
|
| R2 |
2,306.63 |
2,306.63 |
2,274.29 |
|
| R1 |
2,286.97 |
2,286.97 |
2,270.79 |
2,277.75 |
| PP |
2,268.53 |
2,268.53 |
2,268.53 |
2,263.93 |
| S1 |
2,248.87 |
2,248.87 |
2,263.81 |
2,239.65 |
| S2 |
2,230.43 |
2,230.43 |
2,260.32 |
|
| S3 |
2,192.33 |
2,210.77 |
2,256.82 |
|
| S4 |
2,154.23 |
2,172.67 |
2,246.35 |
|
|
| 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% |
42.00 |
1.9% |
45% |
False |
False |
|
| 10 |
2,302.20 |
2,204.90 |
97.30 |
4.3% |
39.27 |
1.7% |
64% |
False |
False |
|
| 20 |
2,302.20 |
2,146.10 |
156.10 |
6.9% |
44.51 |
2.0% |
78% |
False |
False |
|
| 40 |
2,302.20 |
2,030.80 |
271.40 |
12.0% |
48.96 |
2.2% |
87% |
False |
False |
|
| 60 |
2,302.20 |
1,885.40 |
416.80 |
18.4% |
43.44 |
1.9% |
92% |
False |
False |
|
| 80 |
2,302.20 |
1,797.10 |
505.10 |
22.3% |
41.98 |
1.9% |
93% |
False |
False |
|
| 100 |
2,302.20 |
1,792.00 |
510.20 |
22.5% |
40.02 |
1.8% |
93% |
False |
False |
|
| 120 |
2,302.20 |
1,733.00 |
569.20 |
25.1% |
39.31 |
1.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.13 |
|
2.618 |
2,387.95 |
|
1.618 |
2,349.85 |
|
1.000 |
2,326.30 |
|
0.618 |
2,311.75 |
|
HIGH |
2,288.20 |
|
0.618 |
2,273.65 |
|
0.500 |
2,269.15 |
|
0.382 |
2,264.65 |
|
LOW |
2,250.10 |
|
0.618 |
2,226.55 |
|
1.000 |
2,212.00 |
|
1.618 |
2,188.45 |
|
2.618 |
2,150.35 |
|
4.250 |
2,088.18 |
|
|