| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1987 |
16-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,394.60 |
2,391.50 |
-3.10 |
-0.1% |
2,329.80 |
| High |
2,409.40 |
2,415.40 |
6.00 |
0.2% |
2,399.40 |
| Low |
2,374.40 |
2,376.10 |
1.70 |
0.1% |
2,306.90 |
| Close |
2,391.50 |
2,407.40 |
15.90 |
0.7% |
2,377.70 |
| Range |
35.00 |
39.30 |
4.30 |
12.3% |
92.50 |
| ATR |
48.48 |
47.82 |
-0.66 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.53 |
2,501.77 |
2,429.02 |
|
| R3 |
2,478.23 |
2,462.47 |
2,418.21 |
|
| R2 |
2,438.93 |
2,438.93 |
2,414.61 |
|
| R1 |
2,423.17 |
2,423.17 |
2,411.00 |
2,431.05 |
| PP |
2,399.63 |
2,399.63 |
2,399.63 |
2,403.58 |
| S1 |
2,383.87 |
2,383.87 |
2,403.80 |
2,391.75 |
| S2 |
2,360.33 |
2,360.33 |
2,400.20 |
|
| S3 |
2,321.03 |
2,344.57 |
2,396.59 |
|
| S4 |
2,281.73 |
2,305.27 |
2,385.79 |
|
|
| 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 |
2,415.40 |
2,328.60 |
86.80 |
3.6% |
42.54 |
1.8% |
91% |
True |
False |
|
| 10 |
2,415.40 |
2,283.40 |
132.00 |
5.5% |
41.82 |
1.7% |
94% |
True |
False |
|
| 20 |
2,415.40 |
2,188.50 |
226.90 |
9.4% |
46.53 |
1.9% |
96% |
True |
False |
|
| 40 |
2,415.40 |
2,180.50 |
234.90 |
9.8% |
53.40 |
2.2% |
97% |
True |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
54.85 |
2.3% |
92% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
51.71 |
2.1% |
92% |
False |
False |
|
| 100 |
2,428.40 |
2,062.90 |
365.50 |
15.2% |
51.87 |
2.2% |
94% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
22.6% |
49.84 |
2.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.43 |
|
2.618 |
2,518.29 |
|
1.618 |
2,478.99 |
|
1.000 |
2,454.70 |
|
0.618 |
2,439.69 |
|
HIGH |
2,415.40 |
|
0.618 |
2,400.39 |
|
0.500 |
2,395.75 |
|
0.382 |
2,391.11 |
|
LOW |
2,376.10 |
|
0.618 |
2,351.81 |
|
1.000 |
2,336.80 |
|
1.618 |
2,312.51 |
|
2.618 |
2,273.21 |
|
4.250 |
2,209.08 |
|
|