| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-1987 |
31-Mar-1987 |
Change |
Change % |
Previous Week |
| Open |
2,271.70 |
2,290.70 |
19.00 |
0.8% |
2,348.30 |
| High |
2,303.40 |
2,315.50 |
12.10 |
0.5% |
2,399.60 |
| Low |
2,230.30 |
2,271.30 |
41.00 |
1.8% |
2,322.40 |
| Close |
2,278.40 |
2,304.70 |
26.30 |
1.2% |
2,335.80 |
| Range |
73.10 |
44.20 |
-28.90 |
-39.5% |
77.20 |
| ATR |
49.02 |
48.68 |
-0.34 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.77 |
2,411.43 |
2,329.01 |
|
| R3 |
2,385.57 |
2,367.23 |
2,316.86 |
|
| R2 |
2,341.37 |
2,341.37 |
2,312.80 |
|
| R1 |
2,323.03 |
2,323.03 |
2,308.75 |
2,332.20 |
| PP |
2,297.17 |
2,297.17 |
2,297.17 |
2,301.75 |
| S1 |
2,278.83 |
2,278.83 |
2,300.65 |
2,288.00 |
| S2 |
2,252.97 |
2,252.97 |
2,296.60 |
|
| S3 |
2,208.77 |
2,234.63 |
2,292.55 |
|
| S4 |
2,164.57 |
2,190.43 |
2,280.39 |
|
|
| 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 |
7.3% |
51.24 |
2.2% |
44% |
False |
False |
|
| 10 |
2,399.60 |
2,230.30 |
169.30 |
7.3% |
48.68 |
2.1% |
44% |
False |
False |
|
| 20 |
2,399.60 |
2,224.90 |
174.70 |
7.6% |
45.41 |
2.0% |
46% |
False |
False |
|
| 40 |
2,399.60 |
2,134.40 |
265.20 |
11.5% |
44.94 |
1.9% |
64% |
False |
False |
|
| 60 |
2,399.60 |
1,961.90 |
437.70 |
19.0% |
47.01 |
2.0% |
78% |
False |
False |
|
| 80 |
2,399.60 |
1,885.40 |
514.20 |
22.3% |
43.38 |
1.9% |
82% |
False |
False |
|
| 100 |
2,399.60 |
1,797.10 |
602.50 |
26.1% |
42.02 |
1.8% |
84% |
False |
False |
|
| 120 |
2,399.60 |
1,780.90 |
618.70 |
26.8% |
40.35 |
1.8% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.35 |
|
2.618 |
2,431.22 |
|
1.618 |
2,387.02 |
|
1.000 |
2,359.70 |
|
0.618 |
2,342.82 |
|
HIGH |
2,315.50 |
|
0.618 |
2,298.62 |
|
0.500 |
2,293.40 |
|
0.382 |
2,288.18 |
|
LOW |
2,271.30 |
|
0.618 |
2,243.98 |
|
1.000 |
2,227.10 |
|
1.618 |
2,199.78 |
|
2.618 |
2,155.58 |
|
4.250 |
2,083.45 |
|
|