| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-1987 |
25-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,368.40 |
2,355.60 |
-12.80 |
-0.5% |
2,241.20 |
| High |
2,387.40 |
2,383.50 |
-3.90 |
-0.2% |
2,342.10 |
| Low |
2,348.00 |
2,344.50 |
-3.50 |
-0.1% |
2,224.90 |
| Close |
2,369.20 |
2,363.50 |
-5.70 |
-0.2% |
2,333.50 |
| Range |
39.40 |
39.00 |
-0.40 |
-1.0% |
117.20 |
| ATR |
44.15 |
43.78 |
-0.37 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.83 |
2,461.17 |
2,384.95 |
|
| R3 |
2,441.83 |
2,422.17 |
2,374.23 |
|
| R2 |
2,402.83 |
2,402.83 |
2,370.65 |
|
| R1 |
2,383.17 |
2,383.17 |
2,367.08 |
2,393.00 |
| PP |
2,363.83 |
2,363.83 |
2,363.83 |
2,368.75 |
| S1 |
2,344.17 |
2,344.17 |
2,359.93 |
2,354.00 |
| S2 |
2,324.83 |
2,324.83 |
2,356.35 |
|
| S3 |
2,285.83 |
2,305.17 |
2,352.78 |
|
| S4 |
2,246.83 |
2,266.17 |
2,342.05 |
|
|
| 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 |
2,270.20 |
117.20 |
5.0% |
43.32 |
1.8% |
80% |
False |
False |
|
| 10 |
2,387.40 |
2,224.90 |
162.50 |
6.9% |
43.34 |
1.8% |
85% |
False |
False |
|
| 20 |
2,387.40 |
2,196.70 |
190.70 |
8.1% |
41.53 |
1.8% |
87% |
False |
False |
|
| 40 |
2,387.40 |
2,127.70 |
259.70 |
11.0% |
44.41 |
1.9% |
91% |
False |
False |
|
| 60 |
2,387.40 |
1,885.40 |
502.00 |
21.2% |
45.75 |
1.9% |
95% |
False |
False |
|
| 80 |
2,387.40 |
1,880.50 |
506.90 |
21.4% |
42.54 |
1.8% |
95% |
False |
False |
|
| 100 |
2,387.40 |
1,797.10 |
590.30 |
25.0% |
41.12 |
1.7% |
96% |
False |
False |
|
| 120 |
2,387.40 |
1,761.30 |
626.10 |
26.5% |
39.80 |
1.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,549.25 |
|
2.618 |
2,485.60 |
|
1.618 |
2,446.60 |
|
1.000 |
2,422.50 |
|
0.618 |
2,407.60 |
|
HIGH |
2,383.50 |
|
0.618 |
2,368.60 |
|
0.500 |
2,364.00 |
|
0.382 |
2,359.40 |
|
LOW |
2,344.50 |
|
0.618 |
2,320.40 |
|
1.000 |
2,305.50 |
|
1.618 |
2,281.40 |
|
2.618 |
2,242.40 |
|
4.250 |
2,178.75 |
|
|