| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-1987 |
02-Apr-1987 |
Change |
Change % |
Previous Week |
| Open |
2,297.40 |
2,326.90 |
29.50 |
1.3% |
2,348.30 |
| High |
2,325.10 |
2,347.60 |
22.50 |
1.0% |
2,399.60 |
| Low |
2,271.20 |
2,299.30 |
28.10 |
1.2% |
2,322.40 |
| Close |
2,316.10 |
2,320.50 |
4.40 |
0.2% |
2,335.80 |
| Range |
53.90 |
48.30 |
-5.60 |
-10.4% |
77.20 |
| ATR |
49.05 |
49.00 |
-0.05 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.37 |
2,442.23 |
2,347.07 |
|
| R3 |
2,419.07 |
2,393.93 |
2,333.78 |
|
| R2 |
2,370.77 |
2,370.77 |
2,329.36 |
|
| R1 |
2,345.63 |
2,345.63 |
2,324.93 |
2,334.05 |
| PP |
2,322.47 |
2,322.47 |
2,322.47 |
2,316.68 |
| S1 |
2,297.33 |
2,297.33 |
2,316.07 |
2,285.75 |
| S2 |
2,274.17 |
2,274.17 |
2,311.65 |
|
| S3 |
2,225.87 |
2,249.03 |
2,307.22 |
|
| S4 |
2,177.57 |
2,200.73 |
2,293.94 |
|
|
| 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 |
2,386.70 |
2,230.30 |
156.40 |
6.7% |
55.84 |
2.4% |
58% |
False |
False |
|
| 10 |
2,399.60 |
2,230.30 |
169.30 |
7.3% |
49.55 |
2.1% |
53% |
False |
False |
|
| 20 |
2,399.60 |
2,224.90 |
174.70 |
7.5% |
46.24 |
2.0% |
55% |
False |
False |
|
| 40 |
2,399.60 |
2,134.40 |
265.20 |
11.4% |
45.37 |
2.0% |
70% |
False |
False |
|
| 60 |
2,399.60 |
1,976.00 |
423.60 |
18.3% |
47.56 |
2.0% |
81% |
False |
False |
|
| 80 |
2,399.60 |
1,885.40 |
514.20 |
22.2% |
43.68 |
1.9% |
85% |
False |
False |
|
| 100 |
2,399.60 |
1,797.10 |
602.50 |
26.0% |
42.37 |
1.8% |
87% |
False |
False |
|
| 120 |
2,399.60 |
1,781.50 |
618.10 |
26.6% |
40.67 |
1.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.88 |
|
2.618 |
2,474.05 |
|
1.618 |
2,425.75 |
|
1.000 |
2,395.90 |
|
0.618 |
2,377.45 |
|
HIGH |
2,347.60 |
|
0.618 |
2,329.15 |
|
0.500 |
2,323.45 |
|
0.382 |
2,317.75 |
|
LOW |
2,299.30 |
|
0.618 |
2,269.45 |
|
1.000 |
2,251.00 |
|
1.618 |
2,221.15 |
|
2.618 |
2,172.85 |
|
4.250 |
2,094.03 |
|
|