| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1987 |
19-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,292.80 |
2,284.10 |
-8.70 |
-0.4% |
2,253.00 |
| High |
2,315.20 |
2,310.70 |
-4.50 |
-0.2% |
2,302.20 |
| Low |
2,262.20 |
2,270.20 |
8.00 |
0.4% |
2,238.60 |
| Close |
2,286.90 |
2,299.60 |
12.70 |
0.6% |
2,258.70 |
| Range |
53.00 |
40.50 |
-12.50 |
-23.6% |
63.60 |
| ATR |
44.06 |
43.81 |
-0.25 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.00 |
2,397.80 |
2,321.88 |
|
| R3 |
2,374.50 |
2,357.30 |
2,310.74 |
|
| R2 |
2,334.00 |
2,334.00 |
2,307.03 |
|
| R1 |
2,316.80 |
2,316.80 |
2,303.31 |
2,325.40 |
| PP |
2,293.50 |
2,293.50 |
2,293.50 |
2,297.80 |
| S1 |
2,276.30 |
2,276.30 |
2,295.89 |
2,284.90 |
| S2 |
2,253.00 |
2,253.00 |
2,292.18 |
|
| S3 |
2,212.50 |
2,235.80 |
2,288.46 |
|
| S4 |
2,172.00 |
2,195.30 |
2,277.33 |
|
|
| 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% |
43.84 |
1.9% |
83% |
False |
False |
|
| 10 |
2,315.20 |
2,224.90 |
90.30 |
3.9% |
42.92 |
1.9% |
83% |
False |
False |
|
| 20 |
2,315.20 |
2,186.30 |
128.90 |
5.6% |
41.90 |
1.8% |
88% |
False |
False |
|
| 40 |
2,315.20 |
2,062.90 |
252.30 |
11.0% |
47.92 |
2.1% |
94% |
False |
False |
|
| 60 |
2,315.20 |
1,885.40 |
429.80 |
18.7% |
44.57 |
1.9% |
96% |
False |
False |
|
| 80 |
2,315.20 |
1,879.10 |
436.10 |
19.0% |
41.92 |
1.8% |
96% |
False |
False |
|
| 100 |
2,315.20 |
1,797.10 |
518.10 |
22.5% |
40.62 |
1.8% |
97% |
False |
False |
|
| 120 |
2,315.20 |
1,733.00 |
582.20 |
25.3% |
39.57 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.83 |
|
2.618 |
2,416.73 |
|
1.618 |
2,376.23 |
|
1.000 |
2,351.20 |
|
0.618 |
2,335.73 |
|
HIGH |
2,310.70 |
|
0.618 |
2,295.23 |
|
0.500 |
2,290.45 |
|
0.382 |
2,285.67 |
|
LOW |
2,270.20 |
|
0.618 |
2,245.17 |
|
1.000 |
2,229.70 |
|
1.618 |
2,204.67 |
|
2.618 |
2,164.17 |
|
4.250 |
2,098.08 |
|
|