| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-1987 |
03-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,292.00 |
2,314.00 |
22.00 |
1.0% |
2,270.90 |
| High |
2,306.40 |
2,330.10 |
23.70 |
1.0% |
2,332.40 |
| Low |
2,260.60 |
2,283.40 |
22.80 |
1.0% |
2,252.90 |
| Close |
2,278.20 |
2,320.70 |
42.50 |
1.9% |
2,291.60 |
| Range |
45.80 |
46.70 |
0.90 |
2.0% |
79.50 |
| ATR |
54.26 |
54.09 |
-0.17 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.50 |
2,432.80 |
2,346.39 |
|
| R3 |
2,404.80 |
2,386.10 |
2,333.54 |
|
| R2 |
2,358.10 |
2,358.10 |
2,329.26 |
|
| R1 |
2,339.40 |
2,339.40 |
2,324.98 |
2,348.75 |
| PP |
2,311.40 |
2,311.40 |
2,311.40 |
2,316.08 |
| S1 |
2,292.70 |
2,292.70 |
2,316.42 |
2,302.05 |
| S2 |
2,264.70 |
2,264.70 |
2,312.14 |
|
| S3 |
2,218.00 |
2,246.00 |
2,307.86 |
|
| S4 |
2,171.30 |
2,199.30 |
2,295.02 |
|
|
| 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 |
3.1% |
48.86 |
2.1% |
84% |
False |
False |
|
| 10 |
2,332.40 |
2,188.50 |
143.90 |
6.2% |
48.39 |
2.1% |
92% |
False |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.3% |
52.64 |
2.3% |
69% |
False |
False |
|
| 40 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
58.41 |
2.5% |
57% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.7% |
55.22 |
2.4% |
57% |
False |
False |
|
| 80 |
2,428.40 |
2,134.40 |
294.00 |
12.7% |
52.50 |
2.3% |
63% |
False |
False |
|
| 100 |
2,428.40 |
1,987.60 |
440.80 |
19.0% |
52.54 |
2.3% |
76% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.4% |
49.18 |
2.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.58 |
|
2.618 |
2,452.36 |
|
1.618 |
2,405.66 |
|
1.000 |
2,376.80 |
|
0.618 |
2,358.96 |
|
HIGH |
2,330.10 |
|
0.618 |
2,312.26 |
|
0.500 |
2,306.75 |
|
0.382 |
2,301.24 |
|
LOW |
2,283.40 |
|
0.618 |
2,254.54 |
|
1.000 |
2,236.70 |
|
1.618 |
2,207.84 |
|
2.618 |
2,161.14 |
|
4.250 |
2,084.93 |
|
|