| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-1987 |
23-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,318.50 |
2,348.30 |
29.80 |
1.3% |
2,241.20 |
| High |
2,342.10 |
2,373.00 |
30.90 |
1.3% |
2,342.10 |
| Low |
2,295.00 |
2,322.40 |
27.40 |
1.2% |
2,224.90 |
| Close |
2,333.50 |
2,363.80 |
30.30 |
1.3% |
2,333.50 |
| Range |
47.10 |
50.60 |
3.50 |
7.4% |
117.20 |
| ATR |
44.04 |
44.51 |
0.47 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.87 |
2,484.93 |
2,391.63 |
|
| R3 |
2,454.27 |
2,434.33 |
2,377.72 |
|
| R2 |
2,403.67 |
2,403.67 |
2,373.08 |
|
| R1 |
2,383.73 |
2,383.73 |
2,368.44 |
2,393.70 |
| PP |
2,353.07 |
2,353.07 |
2,353.07 |
2,358.05 |
| S1 |
2,333.13 |
2,333.13 |
2,359.16 |
2,343.10 |
| S2 |
2,302.47 |
2,302.47 |
2,354.52 |
|
| S3 |
2,251.87 |
2,282.53 |
2,349.89 |
|
| S4 |
2,201.27 |
2,231.93 |
2,335.97 |
|
|
| 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 |
2,373.00 |
2,238.20 |
134.80 |
5.7% |
48.16 |
2.0% |
93% |
True |
False |
|
| 10 |
2,373.00 |
2,224.90 |
148.10 |
6.3% |
44.41 |
1.9% |
94% |
True |
False |
|
| 20 |
2,373.00 |
2,196.70 |
176.30 |
7.5% |
41.65 |
1.8% |
95% |
True |
False |
|
| 40 |
2,373.00 |
2,079.70 |
293.30 |
12.4% |
44.86 |
1.9% |
97% |
True |
False |
|
| 60 |
2,373.00 |
1,885.40 |
487.60 |
20.6% |
45.21 |
1.9% |
98% |
True |
False |
|
| 80 |
2,373.00 |
1,880.50 |
492.50 |
20.8% |
42.20 |
1.8% |
98% |
True |
False |
|
| 100 |
2,373.00 |
1,797.10 |
575.90 |
24.4% |
40.94 |
1.7% |
98% |
True |
False |
|
| 120 |
2,373.00 |
1,761.30 |
611.70 |
25.9% |
39.74 |
1.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.05 |
|
2.618 |
2,505.47 |
|
1.618 |
2,454.87 |
|
1.000 |
2,423.60 |
|
0.618 |
2,404.27 |
|
HIGH |
2,373.00 |
|
0.618 |
2,353.67 |
|
0.500 |
2,347.70 |
|
0.382 |
2,341.73 |
|
LOW |
2,322.40 |
|
0.618 |
2,291.13 |
|
1.000 |
2,271.80 |
|
1.618 |
2,240.53 |
|
2.618 |
2,189.93 |
|
4.250 |
2,107.35 |
|
|