| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-1987 |
15-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,376.10 |
2,394.60 |
18.50 |
0.8% |
2,329.80 |
| High |
2,399.40 |
2,409.40 |
10.00 |
0.4% |
2,399.40 |
| Low |
2,360.70 |
2,374.40 |
13.70 |
0.6% |
2,306.90 |
| Close |
2,377.70 |
2,391.50 |
13.80 |
0.6% |
2,377.70 |
| Range |
38.70 |
35.00 |
-3.70 |
-9.6% |
92.50 |
| ATR |
49.52 |
48.48 |
-1.04 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.77 |
2,479.13 |
2,410.75 |
|
| R3 |
2,461.77 |
2,444.13 |
2,401.13 |
|
| R2 |
2,426.77 |
2,426.77 |
2,397.92 |
|
| R1 |
2,409.13 |
2,409.13 |
2,394.71 |
2,400.45 |
| PP |
2,391.77 |
2,391.77 |
2,391.77 |
2,387.43 |
| S1 |
2,374.13 |
2,374.13 |
2,388.29 |
2,365.45 |
| S2 |
2,356.77 |
2,356.77 |
2,385.08 |
|
| S3 |
2,321.77 |
2,339.13 |
2,381.88 |
|
| S4 |
2,286.77 |
2,304.13 |
2,372.25 |
|
|
| 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 |
2,409.40 |
2,328.60 |
80.80 |
3.4% |
41.54 |
1.7% |
78% |
True |
False |
|
| 10 |
2,409.40 |
2,260.60 |
148.80 |
6.2% |
42.47 |
1.8% |
88% |
True |
False |
|
| 20 |
2,409.40 |
2,188.50 |
220.90 |
9.2% |
47.35 |
2.0% |
92% |
True |
False |
|
| 40 |
2,409.40 |
2,180.50 |
228.90 |
9.6% |
53.61 |
2.2% |
92% |
True |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.4% |
54.98 |
2.3% |
85% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.4% |
51.71 |
2.2% |
85% |
False |
False |
|
| 100 |
2,428.40 |
2,062.90 |
365.50 |
15.3% |
52.16 |
2.2% |
90% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
22.7% |
49.78 |
2.1% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.15 |
|
2.618 |
2,501.03 |
|
1.618 |
2,466.03 |
|
1.000 |
2,444.40 |
|
0.618 |
2,431.03 |
|
HIGH |
2,409.40 |
|
0.618 |
2,396.03 |
|
0.500 |
2,391.90 |
|
0.382 |
2,387.77 |
|
LOW |
2,374.40 |
|
0.618 |
2,352.77 |
|
1.000 |
2,339.40 |
|
1.618 |
2,317.77 |
|
2.618 |
2,282.77 |
|
4.250 |
2,225.65 |
|
|