| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-1987 |
12-May-1987 |
Change |
Change % |
Previous Week |
| Open |
2,364.00 |
2,304.70 |
-59.30 |
-2.5% |
2,286.40 |
| High |
2,380.80 |
2,333.10 |
-47.70 |
-2.0% |
2,369.90 |
| Low |
2,297.90 |
2,289.80 |
-8.10 |
-0.4% |
2,255.30 |
| Close |
2,307.30 |
2,322.60 |
15.30 |
0.7% |
2,322.30 |
| Range |
82.90 |
43.30 |
-39.60 |
-47.8% |
114.60 |
| ATR |
61.29 |
60.01 |
-1.29 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.07 |
2,427.13 |
2,346.42 |
|
| R3 |
2,401.77 |
2,383.83 |
2,334.51 |
|
| R2 |
2,358.47 |
2,358.47 |
2,330.54 |
|
| R1 |
2,340.53 |
2,340.53 |
2,326.57 |
2,349.50 |
| PP |
2,315.17 |
2,315.17 |
2,315.17 |
2,319.65 |
| S1 |
2,297.23 |
2,297.23 |
2,318.63 |
2,306.20 |
| S2 |
2,271.87 |
2,271.87 |
2,314.66 |
|
| S3 |
2,228.57 |
2,253.93 |
2,310.69 |
|
| S4 |
2,185.27 |
2,210.63 |
2,298.79 |
|
|
| Weekly Pivots for week ending 08-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.63 |
2,605.57 |
2,385.33 |
|
| R3 |
2,545.03 |
2,490.97 |
2,353.82 |
|
| R2 |
2,430.43 |
2,430.43 |
2,343.31 |
|
| R1 |
2,376.37 |
2,376.37 |
2,332.81 |
2,403.40 |
| PP |
2,315.83 |
2,315.83 |
2,315.83 |
2,329.35 |
| S1 |
2,261.77 |
2,261.77 |
2,311.80 |
2,288.80 |
| S2 |
2,201.23 |
2,201.23 |
2,301.29 |
|
| S3 |
2,086.63 |
2,147.17 |
2,290.79 |
|
| S4 |
1,972.03 |
2,032.57 |
2,259.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.80 |
2,289.80 |
91.00 |
3.9% |
58.62 |
2.5% |
36% |
False |
True |
|
| 10 |
2,380.80 |
2,228.30 |
152.50 |
6.6% |
57.18 |
2.5% |
62% |
False |
False |
|
| 20 |
2,380.80 |
2,180.50 |
200.30 |
8.6% |
62.68 |
2.7% |
71% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
58.76 |
2.5% |
57% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
53.45 |
2.3% |
57% |
False |
False |
|
| 80 |
2,428.40 |
2,051.30 |
377.10 |
16.2% |
53.49 |
2.3% |
72% |
False |
False |
|
| 100 |
2,428.40 |
1,885.40 |
543.00 |
23.4% |
49.74 |
2.1% |
81% |
False |
False |
|
| 120 |
2,428.40 |
1,797.10 |
631.30 |
27.2% |
47.45 |
2.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.13 |
|
2.618 |
2,446.46 |
|
1.618 |
2,403.16 |
|
1.000 |
2,376.40 |
|
0.618 |
2,359.86 |
|
HIGH |
2,333.10 |
|
0.618 |
2,316.56 |
|
0.500 |
2,311.45 |
|
0.382 |
2,306.34 |
|
LOW |
2,289.80 |
|
0.618 |
2,263.04 |
|
1.000 |
2,246.50 |
|
1.618 |
2,219.74 |
|
2.618 |
2,176.44 |
|
4.250 |
2,105.78 |
|
|