| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-1987 |
08-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,326.30 |
2,329.80 |
3.50 |
0.2% |
2,297.20 |
| High |
2,346.30 |
2,362.70 |
16.40 |
0.7% |
2,346.30 |
| Low |
2,312.40 |
2,306.90 |
-5.50 |
-0.2% |
2,260.60 |
| Close |
2,326.20 |
2,351.60 |
25.40 |
1.1% |
2,326.20 |
| Range |
33.90 |
55.80 |
21.90 |
64.6% |
85.70 |
| ATR |
51.37 |
51.68 |
0.32 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.80 |
2,485.50 |
2,382.29 |
|
| R3 |
2,452.00 |
2,429.70 |
2,366.95 |
|
| R2 |
2,396.20 |
2,396.20 |
2,361.83 |
|
| R1 |
2,373.90 |
2,373.90 |
2,356.72 |
2,385.05 |
| PP |
2,340.40 |
2,340.40 |
2,340.40 |
2,345.98 |
| S1 |
2,318.10 |
2,318.10 |
2,346.49 |
2,329.25 |
| S2 |
2,284.60 |
2,284.60 |
2,341.37 |
|
| S3 |
2,228.80 |
2,262.30 |
2,336.26 |
|
| S4 |
2,173.00 |
2,206.50 |
2,320.91 |
|
|
| Weekly Pivots for week ending 05-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.13 |
2,532.87 |
2,373.34 |
|
| R3 |
2,482.43 |
2,447.17 |
2,349.77 |
|
| R2 |
2,396.73 |
2,396.73 |
2,341.91 |
|
| R1 |
2,361.47 |
2,361.47 |
2,334.06 |
2,379.10 |
| PP |
2,311.03 |
2,311.03 |
2,311.03 |
2,319.85 |
| S1 |
2,275.77 |
2,275.77 |
2,318.34 |
2,293.40 |
| S2 |
2,225.33 |
2,225.33 |
2,310.49 |
|
| S3 |
2,139.63 |
2,190.07 |
2,302.63 |
|
| S4 |
2,053.93 |
2,104.37 |
2,279.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,362.70 |
2,260.60 |
102.10 |
4.3% |
43.40 |
1.8% |
89% |
True |
False |
|
| 10 |
2,362.70 |
2,252.90 |
109.80 |
4.7% |
46.73 |
2.0% |
90% |
True |
False |
|
| 20 |
2,380.80 |
2,188.50 |
192.30 |
8.2% |
50.52 |
2.1% |
85% |
False |
False |
|
| 40 |
2,380.80 |
2,180.50 |
200.30 |
8.5% |
56.71 |
2.4% |
85% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
55.18 |
2.3% |
69% |
False |
False |
|
| 80 |
2,428.40 |
2,146.10 |
282.30 |
12.0% |
52.51 |
2.2% |
73% |
False |
False |
|
| 100 |
2,428.40 |
2,030.80 |
397.60 |
16.9% |
52.69 |
2.2% |
81% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.1% |
49.31 |
2.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.85 |
|
2.618 |
2,508.78 |
|
1.618 |
2,452.98 |
|
1.000 |
2,418.50 |
|
0.618 |
2,397.18 |
|
HIGH |
2,362.70 |
|
0.618 |
2,341.38 |
|
0.500 |
2,334.80 |
|
0.382 |
2,328.22 |
|
LOW |
2,306.90 |
|
0.618 |
2,272.42 |
|
1.000 |
2,251.10 |
|
1.618 |
2,216.62 |
|
2.618 |
2,160.82 |
|
4.250 |
2,069.75 |
|
|