| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1987 |
04-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,314.00 |
2,322.40 |
8.40 |
0.4% |
2,270.90 |
| High |
2,330.10 |
2,343.50 |
13.40 |
0.6% |
2,332.40 |
| Low |
2,283.40 |
2,308.70 |
25.30 |
1.1% |
2,252.90 |
| Close |
2,320.70 |
2,337.10 |
16.40 |
0.7% |
2,291.60 |
| Range |
46.70 |
34.80 |
-11.90 |
-25.5% |
79.50 |
| ATR |
54.09 |
52.71 |
-1.38 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.17 |
2,420.43 |
2,356.24 |
|
| R3 |
2,399.37 |
2,385.63 |
2,346.67 |
|
| R2 |
2,364.57 |
2,364.57 |
2,343.48 |
|
| R1 |
2,350.83 |
2,350.83 |
2,340.29 |
2,357.70 |
| PP |
2,329.77 |
2,329.77 |
2,329.77 |
2,333.20 |
| S1 |
2,316.03 |
2,316.03 |
2,333.91 |
2,322.90 |
| S2 |
2,294.97 |
2,294.97 |
2,330.72 |
|
| S3 |
2,260.17 |
2,281.23 |
2,327.53 |
|
| S4 |
2,225.37 |
2,246.43 |
2,317.96 |
|
|
| 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 |
2,343.50 |
2,260.60 |
82.90 |
3.5% |
44.28 |
1.9% |
92% |
True |
False |
|
| 10 |
2,343.50 |
2,212.80 |
130.70 |
5.6% |
45.91 |
2.0% |
95% |
True |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.2% |
51.38 |
2.2% |
77% |
False |
False |
|
| 40 |
2,396.20 |
2,180.50 |
215.70 |
9.2% |
57.39 |
2.5% |
73% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.6% |
55.08 |
2.4% |
63% |
False |
False |
|
| 80 |
2,428.40 |
2,134.40 |
294.00 |
12.6% |
52.47 |
2.2% |
69% |
False |
False |
|
| 100 |
2,428.40 |
1,994.50 |
433.90 |
18.6% |
52.54 |
2.2% |
79% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.2% |
49.11 |
2.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.40 |
|
2.618 |
2,434.61 |
|
1.618 |
2,399.81 |
|
1.000 |
2,378.30 |
|
0.618 |
2,365.01 |
|
HIGH |
2,343.50 |
|
0.618 |
2,330.21 |
|
0.500 |
2,326.10 |
|
0.382 |
2,321.99 |
|
LOW |
2,308.70 |
|
0.618 |
2,287.19 |
|
1.000 |
2,273.90 |
|
1.618 |
2,252.39 |
|
2.618 |
2,217.59 |
|
4.250 |
2,160.80 |
|
|