| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1987 |
17-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,391.50 |
2,401.90 |
10.40 |
0.4% |
2,329.80 |
| High |
2,415.40 |
2,427.30 |
11.90 |
0.5% |
2,399.40 |
| Low |
2,376.10 |
2,390.70 |
14.60 |
0.6% |
2,306.90 |
| Close |
2,407.40 |
2,407.40 |
0.00 |
0.0% |
2,377.70 |
| Range |
39.30 |
36.60 |
-2.70 |
-6.9% |
92.50 |
| ATR |
47.82 |
47.02 |
-0.80 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.27 |
2,499.43 |
2,427.53 |
|
| R3 |
2,481.67 |
2,462.83 |
2,417.47 |
|
| R2 |
2,445.07 |
2,445.07 |
2,414.11 |
|
| R1 |
2,426.23 |
2,426.23 |
2,410.76 |
2,435.65 |
| PP |
2,408.47 |
2,408.47 |
2,408.47 |
2,413.18 |
| S1 |
2,389.63 |
2,389.63 |
2,404.05 |
2,399.05 |
| S2 |
2,371.87 |
2,371.87 |
2,400.69 |
|
| S3 |
2,335.27 |
2,353.03 |
2,397.34 |
|
| S4 |
2,298.67 |
2,316.43 |
2,387.27 |
|
|
| 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 |
2,427.30 |
2,341.90 |
85.40 |
3.5% |
37.64 |
1.6% |
77% |
True |
False |
|
| 10 |
2,427.30 |
2,306.90 |
120.40 |
5.0% |
40.81 |
1.7% |
83% |
True |
False |
|
| 20 |
2,427.30 |
2,188.50 |
238.80 |
9.9% |
44.60 |
1.9% |
92% |
True |
False |
|
| 40 |
2,427.30 |
2,180.50 |
246.80 |
10.3% |
51.81 |
2.2% |
92% |
True |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
54.62 |
2.3% |
92% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
51.38 |
2.1% |
92% |
False |
False |
|
| 100 |
2,428.40 |
2,079.70 |
348.70 |
14.5% |
50.72 |
2.1% |
94% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
22.6% |
49.92 |
2.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.85 |
|
2.618 |
2,523.12 |
|
1.618 |
2,486.52 |
|
1.000 |
2,463.90 |
|
0.618 |
2,449.92 |
|
HIGH |
2,427.30 |
|
0.618 |
2,413.32 |
|
0.500 |
2,409.00 |
|
0.382 |
2,404.68 |
|
LOW |
2,390.70 |
|
0.618 |
2,368.08 |
|
1.000 |
2,354.10 |
|
1.618 |
2,331.48 |
|
2.618 |
2,294.88 |
|
4.250 |
2,235.15 |
|
|