| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1987 |
30-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,371.40 |
2,271.70 |
-99.70 |
-4.2% |
2,348.30 |
| High |
2,386.70 |
2,303.40 |
-83.30 |
-3.5% |
2,399.60 |
| Low |
2,327.00 |
2,230.30 |
-96.70 |
-4.2% |
2,322.40 |
| Close |
2,335.80 |
2,278.40 |
-57.40 |
-2.5% |
2,335.80 |
| Range |
59.70 |
73.10 |
13.40 |
22.4% |
77.20 |
| ATR |
44.68 |
49.02 |
4.34 |
9.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.00 |
2,457.30 |
2,318.61 |
|
| R3 |
2,416.90 |
2,384.20 |
2,298.50 |
|
| R2 |
2,343.80 |
2,343.80 |
2,291.80 |
|
| R1 |
2,311.10 |
2,311.10 |
2,285.10 |
2,327.45 |
| PP |
2,270.70 |
2,270.70 |
2,270.70 |
2,278.88 |
| S1 |
2,238.00 |
2,238.00 |
2,271.70 |
2,254.35 |
| S2 |
2,197.60 |
2,197.60 |
2,265.00 |
|
| S3 |
2,124.50 |
2,164.90 |
2,258.30 |
|
| S4 |
2,051.40 |
2,091.80 |
2,238.20 |
|
|
| 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 |
2,230.30 |
169.30 |
7.4% |
50.28 |
2.2% |
28% |
False |
True |
|
| 10 |
2,399.60 |
2,230.30 |
169.30 |
7.4% |
49.22 |
2.2% |
28% |
False |
True |
|
| 20 |
2,399.60 |
2,209.90 |
189.70 |
8.3% |
44.73 |
2.0% |
36% |
False |
False |
|
| 40 |
2,399.60 |
2,134.40 |
265.20 |
11.6% |
45.12 |
2.0% |
54% |
False |
False |
|
| 60 |
2,399.60 |
1,936.60 |
463.00 |
20.3% |
47.01 |
2.1% |
74% |
False |
False |
|
| 80 |
2,399.60 |
1,885.40 |
514.20 |
22.6% |
43.24 |
1.9% |
76% |
False |
False |
|
| 100 |
2,399.60 |
1,797.10 |
602.50 |
26.4% |
41.92 |
1.8% |
80% |
False |
False |
|
| 120 |
2,399.60 |
1,772.20 |
627.40 |
27.5% |
40.32 |
1.8% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.08 |
|
2.618 |
2,494.78 |
|
1.618 |
2,421.68 |
|
1.000 |
2,376.50 |
|
0.618 |
2,348.58 |
|
HIGH |
2,303.40 |
|
0.618 |
2,275.48 |
|
0.500 |
2,266.85 |
|
0.382 |
2,258.22 |
|
LOW |
2,230.30 |
|
0.618 |
2,185.12 |
|
1.000 |
2,157.20 |
|
1.618 |
2,112.02 |
|
2.618 |
2,038.92 |
|
4.250 |
1,919.63 |
|
|