| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-1987 |
18-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,401.90 |
2,401.10 |
-0.80 |
0.0% |
2,329.80 |
| High |
2,427.30 |
2,419.90 |
-7.40 |
-0.3% |
2,399.40 |
| Low |
2,390.70 |
2,386.50 |
-4.20 |
-0.2% |
2,306.90 |
| Close |
2,407.40 |
2,408.10 |
0.70 |
0.0% |
2,377.70 |
| Range |
36.60 |
33.40 |
-3.20 |
-8.7% |
92.50 |
| ATR |
47.02 |
46.05 |
-0.97 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.03 |
2,489.97 |
2,426.47 |
|
| R3 |
2,471.63 |
2,456.57 |
2,417.29 |
|
| R2 |
2,438.23 |
2,438.23 |
2,414.22 |
|
| R1 |
2,423.17 |
2,423.17 |
2,411.16 |
2,430.70 |
| PP |
2,404.83 |
2,404.83 |
2,404.83 |
2,408.60 |
| S1 |
2,389.77 |
2,389.77 |
2,405.04 |
2,397.30 |
| S2 |
2,371.43 |
2,371.43 |
2,401.98 |
|
| S3 |
2,338.03 |
2,356.37 |
2,398.92 |
|
| S4 |
2,304.63 |
2,322.97 |
2,389.73 |
|
|
| 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 |
2,360.70 |
66.60 |
2.8% |
36.60 |
1.5% |
71% |
False |
False |
|
| 10 |
2,427.30 |
2,306.90 |
120.40 |
5.0% |
40.67 |
1.7% |
84% |
False |
False |
|
| 20 |
2,427.30 |
2,212.80 |
214.50 |
8.9% |
43.29 |
1.8% |
91% |
False |
False |
|
| 40 |
2,427.30 |
2,180.50 |
246.80 |
10.2% |
50.87 |
2.1% |
92% |
False |
False |
|
| 60 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
54.52 |
2.3% |
92% |
False |
False |
|
| 80 |
2,428.40 |
2,180.50 |
247.90 |
10.3% |
51.28 |
2.1% |
92% |
False |
False |
|
| 100 |
2,428.40 |
2,110.20 |
318.20 |
13.2% |
50.59 |
2.1% |
94% |
False |
False |
|
| 120 |
2,428.40 |
1,885.40 |
543.00 |
22.5% |
50.03 |
2.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.85 |
|
2.618 |
2,507.34 |
|
1.618 |
2,473.94 |
|
1.000 |
2,453.30 |
|
0.618 |
2,440.54 |
|
HIGH |
2,419.90 |
|
0.618 |
2,407.14 |
|
0.500 |
2,403.20 |
|
0.382 |
2,399.26 |
|
LOW |
2,386.50 |
|
0.618 |
2,365.86 |
|
1.000 |
2,353.10 |
|
1.618 |
2,332.46 |
|
2.618 |
2,299.06 |
|
4.250 |
2,244.55 |
|
|