| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-1987 |
19-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,401.10 |
2,414.70 |
13.60 |
0.6% |
2,394.60 |
| High |
2,419.90 |
2,431.90 |
12.00 |
0.5% |
2,431.90 |
| Low |
2,386.50 |
2,395.30 |
8.80 |
0.4% |
2,374.40 |
| Close |
2,408.10 |
2,420.90 |
12.80 |
0.5% |
2,420.90 |
| Range |
33.40 |
36.60 |
3.20 |
9.6% |
57.50 |
| ATR |
46.05 |
45.37 |
-0.67 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.83 |
2,509.97 |
2,441.03 |
|
| R3 |
2,489.23 |
2,473.37 |
2,430.97 |
|
| R2 |
2,452.63 |
2,452.63 |
2,427.61 |
|
| R1 |
2,436.77 |
2,436.77 |
2,424.26 |
2,444.70 |
| PP |
2,416.03 |
2,416.03 |
2,416.03 |
2,420.00 |
| S1 |
2,400.17 |
2,400.17 |
2,417.55 |
2,408.10 |
| S2 |
2,379.43 |
2,379.43 |
2,414.19 |
|
| S3 |
2,342.83 |
2,363.57 |
2,410.84 |
|
| S4 |
2,306.23 |
2,326.97 |
2,400.77 |
|
|
| Weekly Pivots for week ending 19-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.57 |
2,558.73 |
2,452.53 |
|
| R3 |
2,524.07 |
2,501.23 |
2,436.71 |
|
| R2 |
2,466.57 |
2,466.57 |
2,431.44 |
|
| R1 |
2,443.73 |
2,443.73 |
2,426.17 |
2,455.15 |
| PP |
2,409.07 |
2,409.07 |
2,409.07 |
2,414.78 |
| S1 |
2,386.23 |
2,386.23 |
2,415.63 |
2,397.65 |
| S2 |
2,351.57 |
2,351.57 |
2,410.36 |
|
| S3 |
2,294.07 |
2,328.73 |
2,405.09 |
|
| S4 |
2,236.57 |
2,271.23 |
2,389.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,431.90 |
2,374.40 |
57.50 |
2.4% |
36.18 |
1.5% |
81% |
True |
False |
|
| 10 |
2,431.90 |
2,306.90 |
125.00 |
5.2% |
40.94 |
1.7% |
91% |
True |
False |
|
| 20 |
2,431.90 |
2,220.20 |
211.70 |
8.7% |
42.96 |
1.8% |
95% |
True |
False |
|
| 40 |
2,431.90 |
2,180.50 |
251.40 |
10.4% |
50.21 |
2.1% |
96% |
True |
False |
|
| 60 |
2,431.90 |
2,180.50 |
251.40 |
10.4% |
54.48 |
2.3% |
96% |
True |
False |
|
| 80 |
2,431.90 |
2,180.50 |
251.40 |
10.4% |
51.24 |
2.1% |
96% |
True |
False |
|
| 100 |
2,431.90 |
2,127.70 |
304.20 |
12.6% |
50.45 |
2.1% |
96% |
True |
False |
|
| 120 |
2,431.90 |
1,885.40 |
546.50 |
22.6% |
50.11 |
2.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.45 |
|
2.618 |
2,527.72 |
|
1.618 |
2,491.12 |
|
1.000 |
2,468.50 |
|
0.618 |
2,454.52 |
|
HIGH |
2,431.90 |
|
0.618 |
2,417.92 |
|
0.500 |
2,413.60 |
|
0.382 |
2,409.28 |
|
LOW |
2,395.30 |
|
0.618 |
2,372.68 |
|
1.000 |
2,358.70 |
|
1.618 |
2,336.08 |
|
2.618 |
2,299.48 |
|
4.250 |
2,239.75 |
|
|