| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-1987 |
09-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,329.80 |
2,348.80 |
19.00 |
0.8% |
2,297.20 |
| High |
2,362.70 |
2,366.10 |
3.40 |
0.1% |
2,346.30 |
| Low |
2,306.90 |
2,331.80 |
24.90 |
1.1% |
2,260.60 |
| Close |
2,351.60 |
2,352.70 |
1.10 |
0.0% |
2,326.20 |
| Range |
55.80 |
34.30 |
-21.50 |
-38.5% |
85.70 |
| ATR |
51.68 |
50.44 |
-1.24 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.10 |
2,437.20 |
2,371.57 |
|
| R3 |
2,418.80 |
2,402.90 |
2,362.13 |
|
| R2 |
2,384.50 |
2,384.50 |
2,358.99 |
|
| R1 |
2,368.60 |
2,368.60 |
2,355.84 |
2,376.55 |
| PP |
2,350.20 |
2,350.20 |
2,350.20 |
2,354.18 |
| S1 |
2,334.30 |
2,334.30 |
2,349.56 |
2,342.25 |
| S2 |
2,315.90 |
2,315.90 |
2,346.41 |
|
| S3 |
2,281.60 |
2,300.00 |
2,343.27 |
|
| S4 |
2,247.30 |
2,265.70 |
2,333.84 |
|
|
| 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 |
2,366.10 |
2,283.40 |
82.70 |
3.5% |
41.10 |
1.7% |
84% |
True |
False |
|
| 10 |
2,366.10 |
2,260.60 |
105.50 |
4.5% |
44.90 |
1.9% |
87% |
True |
False |
|
| 20 |
2,366.10 |
2,188.50 |
177.60 |
7.5% |
48.09 |
2.0% |
92% |
True |
False |
|
| 40 |
2,380.80 |
2,180.50 |
200.30 |
8.5% |
56.23 |
2.4% |
86% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
55.12 |
2.3% |
69% |
False |
False |
|
| 80 |
2,428.40 |
2,148.80 |
279.60 |
11.9% |
52.22 |
2.2% |
73% |
False |
False |
|
| 100 |
2,428.40 |
2,051.30 |
377.10 |
16.0% |
52.43 |
2.2% |
80% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.1% |
49.34 |
2.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.88 |
|
2.618 |
2,455.90 |
|
1.618 |
2,421.60 |
|
1.000 |
2,400.40 |
|
0.618 |
2,387.30 |
|
HIGH |
2,366.10 |
|
0.618 |
2,353.00 |
|
0.500 |
2,348.95 |
|
0.382 |
2,344.90 |
|
LOW |
2,331.80 |
|
0.618 |
2,310.60 |
|
1.000 |
2,297.50 |
|
1.618 |
2,276.30 |
|
2.618 |
2,242.00 |
|
4.250 |
2,186.03 |
|
|