| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-1987 |
18-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,253.40 |
2,292.80 |
39.40 |
1.7% |
2,253.00 |
| High |
2,287.80 |
2,315.20 |
27.40 |
1.2% |
2,302.20 |
| Low |
2,238.20 |
2,262.20 |
24.00 |
1.1% |
2,238.60 |
| Close |
2,284.80 |
2,286.90 |
2.10 |
0.1% |
2,258.70 |
| Range |
49.60 |
53.00 |
3.40 |
6.9% |
63.60 |
| ATR |
43.38 |
44.06 |
0.69 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.10 |
2,420.00 |
2,316.05 |
|
| R3 |
2,394.10 |
2,367.00 |
2,301.48 |
|
| R2 |
2,341.10 |
2,341.10 |
2,296.62 |
|
| R1 |
2,314.00 |
2,314.00 |
2,291.76 |
2,301.05 |
| PP |
2,288.10 |
2,288.10 |
2,288.10 |
2,281.63 |
| S1 |
2,261.00 |
2,261.00 |
2,282.04 |
2,248.05 |
| S2 |
2,235.10 |
2,235.10 |
2,277.18 |
|
| S3 |
2,182.10 |
2,208.00 |
2,272.33 |
|
| S4 |
2,129.10 |
2,155.00 |
2,257.75 |
|
|
| 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 |
2,315.20 |
2,224.90 |
90.30 |
3.9% |
43.36 |
1.9% |
69% |
True |
False |
|
| 10 |
2,315.20 |
2,224.90 |
90.30 |
3.9% |
43.05 |
1.9% |
69% |
True |
False |
|
| 20 |
2,315.20 |
2,186.30 |
128.90 |
5.6% |
42.42 |
1.9% |
78% |
True |
False |
|
| 40 |
2,315.20 |
2,062.90 |
252.30 |
11.0% |
48.03 |
2.1% |
89% |
True |
False |
|
| 60 |
2,315.20 |
1,885.40 |
429.80 |
18.8% |
44.41 |
1.9% |
93% |
True |
False |
|
| 80 |
2,315.20 |
1,853.10 |
462.10 |
20.2% |
42.02 |
1.8% |
94% |
True |
False |
|
| 100 |
2,315.20 |
1,797.10 |
518.10 |
22.7% |
40.51 |
1.8% |
95% |
True |
False |
|
| 120 |
2,315.20 |
1,733.00 |
582.20 |
25.5% |
39.54 |
1.7% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.45 |
|
2.618 |
2,453.95 |
|
1.618 |
2,400.95 |
|
1.000 |
2,368.20 |
|
0.618 |
2,347.95 |
|
HIGH |
2,315.20 |
|
0.618 |
2,294.95 |
|
0.500 |
2,288.70 |
|
0.382 |
2,282.45 |
|
LOW |
2,262.20 |
|
0.618 |
2,229.45 |
|
1.000 |
2,209.20 |
|
1.618 |
2,176.45 |
|
2.618 |
2,123.45 |
|
4.250 |
2,036.95 |
|
|