| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1987 |
12-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,366.70 |
2,376.10 |
9.40 |
0.4% |
2,329.80 |
| High |
2,380.50 |
2,399.40 |
18.90 |
0.8% |
2,399.40 |
| Low |
2,341.90 |
2,360.70 |
18.80 |
0.8% |
2,306.90 |
| Close |
2,360.10 |
2,377.70 |
17.60 |
0.7% |
2,377.70 |
| Range |
38.60 |
38.70 |
0.10 |
0.3% |
92.50 |
| ATR |
50.30 |
49.52 |
-0.79 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.37 |
2,475.23 |
2,398.99 |
|
| R3 |
2,456.67 |
2,436.53 |
2,388.34 |
|
| R2 |
2,417.97 |
2,417.97 |
2,384.80 |
|
| R1 |
2,397.83 |
2,397.83 |
2,381.25 |
2,407.90 |
| PP |
2,379.27 |
2,379.27 |
2,379.27 |
2,384.30 |
| S1 |
2,359.13 |
2,359.13 |
2,374.15 |
2,369.20 |
| S2 |
2,340.57 |
2,340.57 |
2,370.61 |
|
| S3 |
2,301.87 |
2,320.43 |
2,367.06 |
|
| S4 |
2,263.17 |
2,281.73 |
2,356.42 |
|
|
| Weekly Pivots for week ending 12-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.83 |
2,600.77 |
2,428.58 |
|
| R3 |
2,546.33 |
2,508.27 |
2,403.14 |
|
| R2 |
2,453.83 |
2,453.83 |
2,394.66 |
|
| R1 |
2,415.77 |
2,415.77 |
2,386.18 |
2,434.80 |
| PP |
2,361.33 |
2,361.33 |
2,361.33 |
2,370.85 |
| S1 |
2,323.27 |
2,323.27 |
2,369.22 |
2,342.30 |
| S2 |
2,268.83 |
2,268.83 |
2,360.74 |
|
| S3 |
2,176.33 |
2,230.77 |
2,352.26 |
|
| S4 |
2,083.83 |
2,138.27 |
2,326.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,399.40 |
2,306.90 |
92.50 |
3.9% |
45.70 |
1.9% |
77% |
True |
False |
|
| 10 |
2,399.40 |
2,260.60 |
138.80 |
5.8% |
43.25 |
1.8% |
84% |
True |
False |
|
| 20 |
2,399.40 |
2,188.50 |
210.90 |
8.9% |
48.50 |
2.0% |
90% |
True |
False |
|
| 40 |
2,399.40 |
2,180.50 |
218.90 |
9.2% |
54.15 |
2.3% |
90% |
True |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.4% |
55.08 |
2.3% |
80% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.4% |
51.91 |
2.2% |
80% |
False |
False |
|
| 100 |
2,428.40 |
2,062.90 |
365.50 |
15.4% |
52.26 |
2.2% |
86% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
22.8% |
49.74 |
2.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.88 |
|
2.618 |
2,500.72 |
|
1.618 |
2,462.02 |
|
1.000 |
2,438.10 |
|
0.618 |
2,423.32 |
|
HIGH |
2,399.40 |
|
0.618 |
2,384.62 |
|
0.500 |
2,380.05 |
|
0.382 |
2,375.48 |
|
LOW |
2,360.70 |
|
0.618 |
2,336.78 |
|
1.000 |
2,322.00 |
|
1.618 |
2,298.08 |
|
2.618 |
2,259.38 |
|
4.250 |
2,196.23 |
|
|