| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-1987 |
28-May-1987 |
Change |
Change % |
Previous Week |
| Open |
2,296.00 |
2,295.70 |
-0.30 |
0.0% |
2,259.10 |
| High |
2,320.20 |
2,323.60 |
3.40 |
0.1% |
2,282.90 |
| Low |
2,274.30 |
2,265.90 |
-8.40 |
-0.4% |
2,188.50 |
| Close |
2,295.80 |
2,310.70 |
14.90 |
0.6% |
2,243.20 |
| Range |
45.90 |
57.70 |
11.80 |
25.7% |
94.40 |
| ATR |
56.07 |
56.19 |
0.12 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.17 |
2,449.63 |
2,342.44 |
|
| R3 |
2,415.47 |
2,391.93 |
2,326.57 |
|
| R2 |
2,357.77 |
2,357.77 |
2,321.28 |
|
| R1 |
2,334.23 |
2,334.23 |
2,315.99 |
2,346.00 |
| PP |
2,300.07 |
2,300.07 |
2,300.07 |
2,305.95 |
| S1 |
2,276.53 |
2,276.53 |
2,305.41 |
2,288.30 |
| S2 |
2,242.37 |
2,242.37 |
2,300.12 |
|
| S3 |
2,184.67 |
2,218.83 |
2,294.83 |
|
| S4 |
2,126.97 |
2,161.13 |
2,278.97 |
|
|
| Weekly Pivots for week ending 22-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.40 |
2,476.70 |
2,295.12 |
|
| R3 |
2,427.00 |
2,382.30 |
2,269.16 |
|
| R2 |
2,332.60 |
2,332.60 |
2,260.51 |
|
| R1 |
2,287.90 |
2,287.90 |
2,251.85 |
2,263.05 |
| PP |
2,238.20 |
2,238.20 |
2,238.20 |
2,225.78 |
| S1 |
2,193.50 |
2,193.50 |
2,234.55 |
2,168.65 |
| S2 |
2,143.80 |
2,143.80 |
2,225.89 |
|
| S3 |
2,049.40 |
2,099.10 |
2,217.24 |
|
| S4 |
1,955.00 |
2,004.70 |
2,191.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,323.60 |
2,212.80 |
110.80 |
4.8% |
47.54 |
2.1% |
88% |
True |
False |
|
| 10 |
2,349.30 |
2,188.50 |
160.80 |
7.0% |
52.82 |
2.3% |
76% |
False |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.3% |
54.50 |
2.4% |
64% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
59.67 |
2.6% |
53% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
54.92 |
2.4% |
53% |
False |
False |
|
| 80 |
2,428.40 |
2,134.40 |
294.00 |
12.7% |
52.31 |
2.3% |
60% |
False |
False |
|
| 100 |
2,428.40 |
1,961.90 |
466.50 |
20.2% |
52.08 |
2.3% |
75% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.5% |
48.81 |
2.1% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.83 |
|
2.618 |
2,474.66 |
|
1.618 |
2,416.96 |
|
1.000 |
2,381.30 |
|
0.618 |
2,359.26 |
|
HIGH |
2,323.60 |
|
0.618 |
2,301.56 |
|
0.500 |
2,294.75 |
|
0.382 |
2,287.94 |
|
LOW |
2,265.90 |
|
0.618 |
2,230.24 |
|
1.000 |
2,208.20 |
|
1.618 |
2,172.54 |
|
2.618 |
2,114.84 |
|
4.250 |
2,020.68 |
|
|