| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1987 |
20-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,284.10 |
2,318.50 |
34.40 |
1.5% |
2,241.20 |
| High |
2,310.70 |
2,342.10 |
31.40 |
1.4% |
2,342.10 |
| Low |
2,270.20 |
2,295.00 |
24.80 |
1.1% |
2,224.90 |
| Close |
2,299.60 |
2,333.50 |
33.90 |
1.5% |
2,333.50 |
| Range |
40.50 |
47.10 |
6.60 |
16.3% |
117.20 |
| ATR |
43.81 |
44.04 |
0.24 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.83 |
2,446.27 |
2,359.41 |
|
| R3 |
2,417.73 |
2,399.17 |
2,346.45 |
|
| R2 |
2,370.63 |
2,370.63 |
2,342.14 |
|
| R1 |
2,352.07 |
2,352.07 |
2,337.82 |
2,361.35 |
| PP |
2,323.53 |
2,323.53 |
2,323.53 |
2,328.18 |
| S1 |
2,304.97 |
2,304.97 |
2,329.18 |
2,314.25 |
| S2 |
2,276.43 |
2,276.43 |
2,324.87 |
|
| S3 |
2,229.33 |
2,257.87 |
2,320.55 |
|
| S4 |
2,182.23 |
2,210.77 |
2,307.60 |
|
|
| Weekly Pivots for week ending 20-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.77 |
2,609.83 |
2,397.96 |
|
| R3 |
2,534.57 |
2,492.63 |
2,365.73 |
|
| R2 |
2,417.37 |
2,417.37 |
2,354.99 |
|
| R1 |
2,375.43 |
2,375.43 |
2,344.24 |
2,396.40 |
| PP |
2,300.17 |
2,300.17 |
2,300.17 |
2,310.65 |
| S1 |
2,258.23 |
2,258.23 |
2,322.76 |
2,279.20 |
| S2 |
2,182.97 |
2,182.97 |
2,312.01 |
|
| S3 |
2,065.77 |
2,141.03 |
2,301.27 |
|
| S4 |
1,948.57 |
2,023.83 |
2,269.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,342.10 |
2,224.90 |
117.20 |
5.0% |
45.78 |
2.0% |
93% |
True |
False |
|
| 10 |
2,342.10 |
2,224.90 |
117.20 |
5.0% |
43.46 |
1.9% |
93% |
True |
False |
|
| 20 |
2,342.10 |
2,186.30 |
155.80 |
6.7% |
42.30 |
1.8% |
94% |
True |
False |
|
| 40 |
2,342.10 |
2,062.90 |
279.20 |
12.0% |
47.39 |
2.0% |
97% |
True |
False |
|
| 60 |
2,342.10 |
1,885.40 |
456.70 |
19.6% |
44.83 |
1.9% |
98% |
True |
False |
|
| 80 |
2,342.10 |
1,880.50 |
461.60 |
19.8% |
41.98 |
1.8% |
98% |
True |
False |
|
| 100 |
2,342.10 |
1,797.10 |
545.00 |
23.4% |
40.76 |
1.7% |
98% |
True |
False |
|
| 120 |
2,342.10 |
1,750.10 |
592.00 |
25.4% |
39.66 |
1.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.28 |
|
2.618 |
2,465.41 |
|
1.618 |
2,418.31 |
|
1.000 |
2,389.20 |
|
0.618 |
2,371.21 |
|
HIGH |
2,342.10 |
|
0.618 |
2,324.11 |
|
0.500 |
2,318.55 |
|
0.382 |
2,312.99 |
|
LOW |
2,295.00 |
|
0.618 |
2,265.89 |
|
1.000 |
2,247.90 |
|
1.618 |
2,218.79 |
|
2.618 |
2,171.69 |
|
4.250 |
2,094.83 |
|
|