| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1987 |
11-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,364.80 |
2,366.70 |
1.90 |
0.1% |
2,297.20 |
| High |
2,389.70 |
2,380.50 |
-9.20 |
-0.4% |
2,346.30 |
| Low |
2,328.60 |
2,341.90 |
13.30 |
0.6% |
2,260.60 |
| Close |
2,353.60 |
2,360.10 |
6.50 |
0.3% |
2,326.20 |
| Range |
61.10 |
38.60 |
-22.50 |
-36.8% |
85.70 |
| ATR |
51.20 |
50.30 |
-0.90 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.63 |
2,456.97 |
2,381.33 |
|
| R3 |
2,438.03 |
2,418.37 |
2,370.72 |
|
| R2 |
2,399.43 |
2,399.43 |
2,367.18 |
|
| R1 |
2,379.77 |
2,379.77 |
2,363.64 |
2,370.30 |
| PP |
2,360.83 |
2,360.83 |
2,360.83 |
2,356.10 |
| S1 |
2,341.17 |
2,341.17 |
2,356.56 |
2,331.70 |
| S2 |
2,322.23 |
2,322.23 |
2,353.02 |
|
| S3 |
2,283.63 |
2,302.57 |
2,349.49 |
|
| S4 |
2,245.03 |
2,263.97 |
2,338.87 |
|
|
| 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 |
2,389.70 |
2,306.90 |
82.80 |
3.5% |
44.74 |
1.9% |
64% |
False |
False |
|
| 10 |
2,389.70 |
2,260.60 |
129.10 |
5.5% |
44.51 |
1.9% |
77% |
False |
False |
|
| 20 |
2,389.70 |
2,188.50 |
201.20 |
8.5% |
48.67 |
2.1% |
85% |
False |
False |
|
| 40 |
2,389.70 |
2,180.50 |
209.20 |
8.9% |
54.78 |
2.3% |
86% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
55.31 |
2.3% |
72% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.5% |
52.09 |
2.2% |
72% |
False |
False |
|
| 100 |
2,428.40 |
2,062.90 |
365.50 |
15.5% |
52.36 |
2.2% |
81% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
23.0% |
49.71 |
2.1% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.55 |
|
2.618 |
2,481.55 |
|
1.618 |
2,442.95 |
|
1.000 |
2,419.10 |
|
0.618 |
2,404.35 |
|
HIGH |
2,380.50 |
|
0.618 |
2,365.75 |
|
0.500 |
2,361.20 |
|
0.382 |
2,356.65 |
|
LOW |
2,341.90 |
|
0.618 |
2,318.05 |
|
1.000 |
2,303.30 |
|
1.618 |
2,279.45 |
|
2.618 |
2,240.85 |
|
4.250 |
2,177.85 |
|
|