| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-1987 |
01-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,314.20 |
2,297.20 |
-17.00 |
-0.7% |
2,270.90 |
| High |
2,332.40 |
2,319.80 |
-12.60 |
-0.5% |
2,332.40 |
| Low |
2,281.10 |
2,277.00 |
-4.10 |
-0.2% |
2,252.90 |
| Close |
2,291.60 |
2,288.20 |
-3.40 |
-0.1% |
2,291.60 |
| Range |
51.30 |
42.80 |
-8.50 |
-16.6% |
79.50 |
| ATR |
55.84 |
54.91 |
-0.93 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.40 |
2,398.60 |
2,311.74 |
|
| R3 |
2,380.60 |
2,355.80 |
2,299.97 |
|
| R2 |
2,337.80 |
2,337.80 |
2,296.05 |
|
| R1 |
2,313.00 |
2,313.00 |
2,292.12 |
2,304.00 |
| PP |
2,295.00 |
2,295.00 |
2,295.00 |
2,290.50 |
| S1 |
2,270.20 |
2,270.20 |
2,284.28 |
2,261.20 |
| S2 |
2,252.20 |
2,252.20 |
2,280.35 |
|
| S3 |
2,209.40 |
2,227.40 |
2,276.43 |
|
| S4 |
2,166.60 |
2,184.60 |
2,264.66 |
|
|
| Weekly Pivots for week ending 29-May-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.80 |
2,490.70 |
2,335.33 |
|
| R3 |
2,451.30 |
2,411.20 |
2,313.46 |
|
| R2 |
2,371.80 |
2,371.80 |
2,306.18 |
|
| R1 |
2,331.70 |
2,331.70 |
2,298.89 |
2,351.75 |
| PP |
2,292.30 |
2,292.30 |
2,292.30 |
2,302.33 |
| S1 |
2,252.20 |
2,252.20 |
2,284.31 |
2,272.25 |
| S2 |
2,212.80 |
2,212.80 |
2,277.03 |
|
| S3 |
2,133.30 |
2,172.70 |
2,269.74 |
|
| S4 |
2,053.80 |
2,093.20 |
2,247.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,332.40 |
2,252.90 |
79.50 |
3.5% |
50.06 |
2.2% |
44% |
False |
False |
|
| 10 |
2,332.40 |
2,188.50 |
143.90 |
6.3% |
52.23 |
2.3% |
69% |
False |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.4% |
53.22 |
2.3% |
52% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.8% |
59.47 |
2.6% |
43% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.8% |
55.06 |
2.4% |
43% |
False |
False |
|
| 80 |
2,428.40 |
2,134.40 |
294.00 |
12.8% |
52.42 |
2.3% |
52% |
False |
False |
|
| 100 |
2,428.40 |
1,976.00 |
452.40 |
19.8% |
52.33 |
2.3% |
69% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.7% |
48.94 |
2.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.70 |
|
2.618 |
2,431.85 |
|
1.618 |
2,389.05 |
|
1.000 |
2,362.60 |
|
0.618 |
2,346.25 |
|
HIGH |
2,319.80 |
|
0.618 |
2,303.45 |
|
0.500 |
2,298.40 |
|
0.382 |
2,293.35 |
|
LOW |
2,277.00 |
|
0.618 |
2,250.55 |
|
1.000 |
2,234.20 |
|
1.618 |
2,207.75 |
|
2.618 |
2,164.95 |
|
4.250 |
2,095.10 |
|
|