| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1987 |
16-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,264.50 |
2,241.20 |
-23.30 |
-1.0% |
2,253.00 |
| High |
2,282.40 |
2,263.60 |
-18.80 |
-0.8% |
2,302.20 |
| Low |
2,245.00 |
2,224.90 |
-20.10 |
-0.9% |
2,238.60 |
| Close |
2,258.70 |
2,248.40 |
-10.30 |
-0.5% |
2,258.70 |
| Range |
37.40 |
38.70 |
1.30 |
3.5% |
63.60 |
| ATR |
43.22 |
42.90 |
-0.32 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,361.73 |
2,343.77 |
2,269.69 |
|
| R3 |
2,323.03 |
2,305.07 |
2,259.04 |
|
| R2 |
2,284.33 |
2,284.33 |
2,255.50 |
|
| R1 |
2,266.37 |
2,266.37 |
2,251.95 |
2,275.35 |
| PP |
2,245.63 |
2,245.63 |
2,245.63 |
2,250.13 |
| S1 |
2,227.67 |
2,227.67 |
2,244.85 |
2,236.65 |
| S2 |
2,206.93 |
2,206.93 |
2,241.31 |
|
| S3 |
2,168.23 |
2,188.97 |
2,237.76 |
|
| S4 |
2,129.53 |
2,150.27 |
2,227.12 |
|
|
| 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 |
2,224.90 |
77.30 |
3.4% |
40.66 |
1.8% |
30% |
False |
True |
|
| 10 |
2,302.20 |
2,209.90 |
92.30 |
4.1% |
40.23 |
1.8% |
42% |
False |
False |
|
| 20 |
2,302.20 |
2,184.90 |
117.30 |
5.2% |
42.83 |
1.9% |
54% |
False |
False |
|
| 40 |
2,302.20 |
2,051.30 |
250.90 |
11.2% |
48.22 |
2.1% |
79% |
False |
False |
|
| 60 |
2,302.20 |
1,885.40 |
416.80 |
18.5% |
43.74 |
1.9% |
87% |
False |
False |
|
| 80 |
2,302.20 |
1,797.10 |
505.10 |
22.5% |
41.79 |
1.9% |
89% |
False |
False |
|
| 100 |
2,302.20 |
1,793.60 |
508.60 |
22.6% |
40.15 |
1.8% |
89% |
False |
False |
|
| 120 |
2,302.20 |
1,733.00 |
569.20 |
25.3% |
39.38 |
1.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.08 |
|
2.618 |
2,364.92 |
|
1.618 |
2,326.22 |
|
1.000 |
2,302.30 |
|
0.618 |
2,287.52 |
|
HIGH |
2,263.60 |
|
0.618 |
2,248.82 |
|
0.500 |
2,244.25 |
|
0.382 |
2,239.68 |
|
LOW |
2,224.90 |
|
0.618 |
2,200.98 |
|
1.000 |
2,186.20 |
|
1.618 |
2,162.28 |
|
2.618 |
2,123.58 |
|
4.250 |
2,060.43 |
|
|