| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1987 |
13-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,270.50 |
2,264.50 |
-6.00 |
-0.3% |
2,253.00 |
| High |
2,288.20 |
2,282.40 |
-5.80 |
-0.3% |
2,302.20 |
| Low |
2,250.10 |
2,245.00 |
-5.10 |
-0.2% |
2,238.60 |
| Close |
2,267.30 |
2,258.70 |
-8.60 |
-0.4% |
2,258.70 |
| Range |
38.10 |
37.40 |
-0.70 |
-1.8% |
63.60 |
| ATR |
43.67 |
43.22 |
-0.45 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.23 |
2,353.87 |
2,279.27 |
|
| R3 |
2,336.83 |
2,316.47 |
2,268.99 |
|
| R2 |
2,299.43 |
2,299.43 |
2,265.56 |
|
| R1 |
2,279.07 |
2,279.07 |
2,262.13 |
2,270.55 |
| PP |
2,262.03 |
2,262.03 |
2,262.03 |
2,257.78 |
| S1 |
2,241.67 |
2,241.67 |
2,255.27 |
2,233.15 |
| S2 |
2,224.63 |
2,224.63 |
2,251.84 |
|
| S3 |
2,187.23 |
2,204.27 |
2,248.42 |
|
| S4 |
2,149.83 |
2,166.87 |
2,238.13 |
|
|
| Weekly Pivots for week ending 13-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.30 |
2,421.60 |
2,293.68 |
|
| R3 |
2,393.70 |
2,358.00 |
2,276.19 |
|
| R2 |
2,330.10 |
2,330.10 |
2,270.36 |
|
| R1 |
2,294.40 |
2,294.40 |
2,264.53 |
2,312.25 |
| PP |
2,266.50 |
2,266.50 |
2,266.50 |
2,275.43 |
| S1 |
2,230.80 |
2,230.80 |
2,252.87 |
2,248.65 |
| S2 |
2,202.90 |
2,202.90 |
2,247.04 |
|
| S3 |
2,139.30 |
2,167.20 |
2,241.21 |
|
| S4 |
2,075.70 |
2,103.60 |
2,223.72 |
|
|
| 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% |
41.14 |
1.8% |
32% |
False |
False |
|
| 10 |
2,302.20 |
2,209.10 |
93.10 |
4.1% |
39.71 |
1.8% |
53% |
False |
False |
|
| 20 |
2,302.20 |
2,148.80 |
153.40 |
6.8% |
43.53 |
1.9% |
72% |
False |
False |
|
| 40 |
2,302.20 |
2,051.30 |
250.90 |
11.1% |
48.38 |
2.1% |
83% |
False |
False |
|
| 60 |
2,302.20 |
1,885.40 |
416.80 |
18.5% |
43.56 |
1.9% |
90% |
False |
False |
|
| 80 |
2,302.20 |
1,797.10 |
505.10 |
22.4% |
42.03 |
1.9% |
91% |
False |
False |
|
| 100 |
2,302.20 |
1,792.00 |
510.20 |
22.6% |
40.07 |
1.8% |
91% |
False |
False |
|
| 120 |
2,302.20 |
1,733.00 |
569.20 |
25.2% |
39.32 |
1.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.35 |
|
2.618 |
2,380.31 |
|
1.618 |
2,342.91 |
|
1.000 |
2,319.80 |
|
0.618 |
2,305.51 |
|
HIGH |
2,282.40 |
|
0.618 |
2,268.11 |
|
0.500 |
2,263.70 |
|
0.382 |
2,259.29 |
|
LOW |
2,245.00 |
|
0.618 |
2,221.89 |
|
1.000 |
2,207.60 |
|
1.618 |
2,184.49 |
|
2.618 |
2,147.09 |
|
4.250 |
2,086.05 |
|
|