| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-1987 |
23-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,434.00 |
2,455.70 |
21.70 |
0.9% |
2,394.60 |
| High |
2,457.30 |
2,466.00 |
8.70 |
0.4% |
2,431.90 |
| Low |
2,417.40 |
2,421.70 |
4.30 |
0.2% |
2,374.40 |
| Close |
2,445.50 |
2,439.70 |
-5.80 |
-0.2% |
2,420.90 |
| Range |
39.90 |
44.30 |
4.40 |
11.0% |
57.50 |
| ATR |
44.98 |
44.93 |
-0.05 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.37 |
2,551.83 |
2,464.07 |
|
| R3 |
2,531.07 |
2,507.53 |
2,451.88 |
|
| R2 |
2,486.77 |
2,486.77 |
2,447.82 |
|
| R1 |
2,463.23 |
2,463.23 |
2,443.76 |
2,452.85 |
| PP |
2,442.47 |
2,442.47 |
2,442.47 |
2,437.28 |
| S1 |
2,418.93 |
2,418.93 |
2,435.64 |
2,408.55 |
| S2 |
2,398.17 |
2,398.17 |
2,431.58 |
|
| S3 |
2,353.87 |
2,374.63 |
2,427.52 |
|
| S4 |
2,309.57 |
2,330.33 |
2,415.34 |
|
|
| 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 |
2,466.00 |
2,386.50 |
79.50 |
3.3% |
38.16 |
1.6% |
67% |
True |
False |
|
| 10 |
2,466.00 |
2,328.60 |
137.40 |
5.6% |
40.35 |
1.7% |
81% |
True |
False |
|
| 20 |
2,466.00 |
2,260.60 |
205.40 |
8.4% |
42.63 |
1.7% |
87% |
True |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.4% |
48.76 |
2.0% |
91% |
True |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
54.22 |
2.2% |
91% |
True |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
51.35 |
2.1% |
91% |
True |
False |
|
| 100 |
2,466.00 |
2,127.70 |
338.30 |
13.9% |
50.31 |
2.1% |
92% |
True |
False |
|
| 120 |
2,466.00 |
1,897.40 |
568.60 |
23.3% |
50.31 |
2.1% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.28 |
|
2.618 |
2,581.98 |
|
1.618 |
2,537.68 |
|
1.000 |
2,510.30 |
|
0.618 |
2,493.38 |
|
HIGH |
2,466.00 |
|
0.618 |
2,449.08 |
|
0.500 |
2,443.85 |
|
0.382 |
2,438.62 |
|
LOW |
2,421.70 |
|
0.618 |
2,394.32 |
|
1.000 |
2,377.40 |
|
1.618 |
2,350.02 |
|
2.618 |
2,305.72 |
|
4.250 |
2,233.43 |
|
|