| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-1987 |
02-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,297.20 |
2,292.00 |
-5.20 |
-0.2% |
2,270.90 |
| High |
2,319.80 |
2,306.40 |
-13.40 |
-0.6% |
2,332.40 |
| Low |
2,277.00 |
2,260.60 |
-16.40 |
-0.7% |
2,252.90 |
| Close |
2,288.20 |
2,278.20 |
-10.00 |
-0.4% |
2,291.60 |
| Range |
42.80 |
45.80 |
3.00 |
7.0% |
79.50 |
| ATR |
54.91 |
54.26 |
-0.65 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.13 |
2,394.47 |
2,303.39 |
|
| R3 |
2,373.33 |
2,348.67 |
2,290.80 |
|
| R2 |
2,327.53 |
2,327.53 |
2,286.60 |
|
| R1 |
2,302.87 |
2,302.87 |
2,282.40 |
2,292.30 |
| PP |
2,281.73 |
2,281.73 |
2,281.73 |
2,276.45 |
| S1 |
2,257.07 |
2,257.07 |
2,274.00 |
2,246.50 |
| S2 |
2,235.93 |
2,235.93 |
2,269.80 |
|
| S3 |
2,190.13 |
2,211.27 |
2,265.61 |
|
| S4 |
2,144.33 |
2,165.47 |
2,253.01 |
|
|
| 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 |
2,260.60 |
71.80 |
3.2% |
48.70 |
2.1% |
25% |
False |
True |
|
| 10 |
2,332.40 |
2,188.50 |
143.90 |
6.3% |
51.23 |
2.2% |
62% |
False |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.4% |
52.97 |
2.3% |
47% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.9% |
58.25 |
2.6% |
39% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.9% |
55.13 |
2.4% |
39% |
False |
False |
|
| 80 |
2,428.40 |
2,134.40 |
294.00 |
12.9% |
52.38 |
2.3% |
49% |
False |
False |
|
| 100 |
2,428.40 |
1,987.60 |
440.80 |
19.3% |
52.40 |
2.3% |
66% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.8% |
49.08 |
2.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.05 |
|
2.618 |
2,426.30 |
|
1.618 |
2,380.50 |
|
1.000 |
2,352.20 |
|
0.618 |
2,334.70 |
|
HIGH |
2,306.40 |
|
0.618 |
2,288.90 |
|
0.500 |
2,283.50 |
|
0.382 |
2,278.10 |
|
LOW |
2,260.60 |
|
0.618 |
2,232.30 |
|
1.000 |
2,214.80 |
|
1.618 |
2,186.50 |
|
2.618 |
2,140.70 |
|
4.250 |
2,065.95 |
|
|