| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-1987 |
24-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,348.30 |
2,368.40 |
20.10 |
0.9% |
2,241.20 |
| High |
2,373.00 |
2,387.40 |
14.40 |
0.6% |
2,342.10 |
| Low |
2,322.40 |
2,348.00 |
25.60 |
1.1% |
2,224.90 |
| Close |
2,363.80 |
2,369.20 |
5.40 |
0.2% |
2,333.50 |
| Range |
50.60 |
39.40 |
-11.20 |
-22.1% |
117.20 |
| ATR |
44.51 |
44.15 |
-0.37 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.40 |
2,467.20 |
2,390.87 |
|
| R3 |
2,447.00 |
2,427.80 |
2,380.04 |
|
| R2 |
2,407.60 |
2,407.60 |
2,376.42 |
|
| R1 |
2,388.40 |
2,388.40 |
2,372.81 |
2,398.00 |
| PP |
2,368.20 |
2,368.20 |
2,368.20 |
2,373.00 |
| S1 |
2,349.00 |
2,349.00 |
2,365.59 |
2,358.60 |
| S2 |
2,328.80 |
2,328.80 |
2,361.98 |
|
| S3 |
2,289.40 |
2,309.60 |
2,358.37 |
|
| S4 |
2,250.00 |
2,270.20 |
2,347.53 |
|
|
| 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 |
2,387.40 |
2,262.20 |
125.20 |
5.3% |
46.12 |
1.9% |
85% |
True |
False |
|
| 10 |
2,387.40 |
2,224.90 |
162.50 |
6.9% |
44.01 |
1.9% |
89% |
True |
False |
|
| 20 |
2,387.40 |
2,196.70 |
190.70 |
8.0% |
41.54 |
1.8% |
90% |
True |
False |
|
| 40 |
2,387.40 |
2,110.20 |
277.20 |
11.7% |
44.70 |
1.9% |
93% |
True |
False |
|
| 60 |
2,387.40 |
1,885.40 |
502.00 |
21.2% |
45.55 |
1.9% |
96% |
True |
False |
|
| 80 |
2,387.40 |
1,880.50 |
506.90 |
21.4% |
42.30 |
1.8% |
96% |
True |
False |
|
| 100 |
2,387.40 |
1,797.10 |
590.30 |
24.9% |
41.05 |
1.7% |
97% |
True |
False |
|
| 120 |
2,387.40 |
1,761.30 |
626.10 |
26.4% |
39.71 |
1.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,554.85 |
|
2.618 |
2,490.55 |
|
1.618 |
2,451.15 |
|
1.000 |
2,426.80 |
|
0.618 |
2,411.75 |
|
HIGH |
2,387.40 |
|
0.618 |
2,372.35 |
|
0.500 |
2,367.70 |
|
0.382 |
2,363.05 |
|
LOW |
2,348.00 |
|
0.618 |
2,323.65 |
|
1.000 |
2,308.60 |
|
1.618 |
2,284.25 |
|
2.618 |
2,244.85 |
|
4.250 |
2,180.55 |
|
|