| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1987 |
27-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,386.90 |
2,371.40 |
-15.50 |
-0.6% |
2,348.30 |
| High |
2,399.60 |
2,386.70 |
-12.90 |
-0.5% |
2,399.60 |
| Low |
2,359.40 |
2,327.00 |
-32.40 |
-1.4% |
2,322.40 |
| Close |
2,372.60 |
2,335.80 |
-36.80 |
-1.6% |
2,335.80 |
| Range |
40.20 |
59.70 |
19.50 |
48.5% |
77.20 |
| ATR |
43.52 |
44.68 |
1.16 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.93 |
2,492.07 |
2,368.64 |
|
| R3 |
2,469.23 |
2,432.37 |
2,352.22 |
|
| R2 |
2,409.53 |
2,409.53 |
2,346.75 |
|
| R1 |
2,372.67 |
2,372.67 |
2,341.27 |
2,361.25 |
| PP |
2,349.83 |
2,349.83 |
2,349.83 |
2,344.13 |
| S1 |
2,312.97 |
2,312.97 |
2,330.33 |
2,301.55 |
| S2 |
2,290.13 |
2,290.13 |
2,324.86 |
|
| S3 |
2,230.43 |
2,253.27 |
2,319.38 |
|
| S4 |
2,170.73 |
2,193.57 |
2,302.97 |
|
|
| Weekly Pivots for week ending 27-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.20 |
2,537.20 |
2,378.26 |
|
| R3 |
2,507.00 |
2,460.00 |
2,357.03 |
|
| R2 |
2,429.80 |
2,429.80 |
2,349.95 |
|
| R1 |
2,382.80 |
2,382.80 |
2,342.88 |
2,367.70 |
| PP |
2,352.60 |
2,352.60 |
2,352.60 |
2,345.05 |
| S1 |
2,305.60 |
2,305.60 |
2,328.72 |
2,290.50 |
| S2 |
2,275.40 |
2,275.40 |
2,321.65 |
|
| S3 |
2,198.20 |
2,228.40 |
2,314.57 |
|
| S4 |
2,121.00 |
2,151.20 |
2,293.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,399.60 |
2,322.40 |
77.20 |
3.3% |
45.78 |
2.0% |
17% |
False |
False |
|
| 10 |
2,399.60 |
2,224.90 |
174.70 |
7.5% |
45.78 |
2.0% |
63% |
False |
False |
|
| 20 |
2,399.60 |
2,209.10 |
190.50 |
8.2% |
42.75 |
1.8% |
67% |
False |
False |
|
| 40 |
2,399.60 |
2,127.70 |
271.90 |
11.6% |
44.44 |
1.9% |
77% |
False |
False |
|
| 60 |
2,399.60 |
1,897.40 |
502.20 |
21.5% |
46.40 |
2.0% |
87% |
False |
False |
|
| 80 |
2,399.60 |
1,885.40 |
514.20 |
22.0% |
42.80 |
1.8% |
88% |
False |
False |
|
| 100 |
2,399.60 |
1,797.10 |
602.50 |
25.8% |
41.47 |
1.8% |
89% |
False |
False |
|
| 120 |
2,399.60 |
1,765.20 |
634.40 |
27.2% |
39.99 |
1.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.43 |
|
2.618 |
2,542.99 |
|
1.618 |
2,483.29 |
|
1.000 |
2,446.40 |
|
0.618 |
2,423.59 |
|
HIGH |
2,386.70 |
|
0.618 |
2,363.89 |
|
0.500 |
2,356.85 |
|
0.382 |
2,349.81 |
|
LOW |
2,327.00 |
|
0.618 |
2,290.11 |
|
1.000 |
2,267.30 |
|
1.618 |
2,230.41 |
|
2.618 |
2,170.71 |
|
4.250 |
2,073.28 |
|
|