| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-1987 |
01-Apr-1987 |
Change |
Change % |
Previous Week |
| Open |
2,290.70 |
2,297.40 |
6.70 |
0.3% |
2,348.30 |
| High |
2,315.50 |
2,325.10 |
9.60 |
0.4% |
2,399.60 |
| Low |
2,271.30 |
2,271.20 |
-0.10 |
0.0% |
2,322.40 |
| Close |
2,304.70 |
2,316.10 |
11.40 |
0.5% |
2,335.80 |
| Range |
44.20 |
53.90 |
9.70 |
21.9% |
77.20 |
| ATR |
48.68 |
49.05 |
0.37 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.83 |
2,444.87 |
2,345.75 |
|
| R3 |
2,411.93 |
2,390.97 |
2,330.92 |
|
| R2 |
2,358.03 |
2,358.03 |
2,325.98 |
|
| R1 |
2,337.07 |
2,337.07 |
2,321.04 |
2,347.55 |
| PP |
2,304.13 |
2,304.13 |
2,304.13 |
2,309.38 |
| S1 |
2,283.17 |
2,283.17 |
2,311.16 |
2,293.65 |
| S2 |
2,250.23 |
2,250.23 |
2,306.22 |
|
| S3 |
2,196.33 |
2,229.27 |
2,301.28 |
|
| S4 |
2,142.43 |
2,175.37 |
2,286.46 |
|
|
| 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% |
54.22 |
2.3% |
51% |
False |
False |
|
| 10 |
2,399.60 |
2,230.30 |
169.30 |
7.3% |
48.77 |
2.1% |
51% |
False |
False |
|
| 20 |
2,399.60 |
2,224.90 |
174.70 |
7.5% |
45.91 |
2.0% |
52% |
False |
False |
|
| 40 |
2,399.60 |
2,134.40 |
265.20 |
11.5% |
45.25 |
2.0% |
69% |
False |
False |
|
| 60 |
2,399.60 |
1,965.70 |
433.90 |
18.7% |
47.38 |
2.0% |
81% |
False |
False |
|
| 80 |
2,399.60 |
1,885.40 |
514.20 |
22.2% |
43.58 |
1.9% |
84% |
False |
False |
|
| 100 |
2,399.60 |
1,797.10 |
602.50 |
26.0% |
42.17 |
1.8% |
86% |
False |
False |
|
| 120 |
2,399.60 |
1,780.90 |
618.70 |
26.7% |
40.48 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,554.18 |
|
2.618 |
2,466.21 |
|
1.618 |
2,412.31 |
|
1.000 |
2,379.00 |
|
0.618 |
2,358.41 |
|
HIGH |
2,325.10 |
|
0.618 |
2,304.51 |
|
0.500 |
2,298.15 |
|
0.382 |
2,291.79 |
|
LOW |
2,271.20 |
|
0.618 |
2,237.89 |
|
1.000 |
2,217.30 |
|
1.618 |
2,183.99 |
|
2.618 |
2,130.09 |
|
4.250 |
2,042.13 |
|
|