| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1987 |
24-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,455.70 |
2,447.90 |
-7.80 |
-0.3% |
2,394.60 |
| High |
2,466.00 |
2,454.10 |
-11.90 |
-0.5% |
2,431.90 |
| Low |
2,421.70 |
2,415.30 |
-6.40 |
-0.3% |
2,374.40 |
| Close |
2,439.70 |
2,428.40 |
-11.30 |
-0.5% |
2,420.90 |
| Range |
44.30 |
38.80 |
-5.50 |
-12.4% |
57.50 |
| ATR |
44.93 |
44.50 |
-0.44 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.00 |
2,527.50 |
2,449.74 |
|
| R3 |
2,510.20 |
2,488.70 |
2,439.07 |
|
| R2 |
2,471.40 |
2,471.40 |
2,435.51 |
|
| R1 |
2,449.90 |
2,449.90 |
2,431.96 |
2,441.25 |
| PP |
2,432.60 |
2,432.60 |
2,432.60 |
2,428.28 |
| S1 |
2,411.10 |
2,411.10 |
2,424.84 |
2,402.45 |
| S2 |
2,393.80 |
2,393.80 |
2,421.29 |
|
| S3 |
2,355.00 |
2,372.30 |
2,417.73 |
|
| S4 |
2,316.20 |
2,333.50 |
2,407.06 |
|
|
| 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% |
38.60 |
1.6% |
53% |
False |
False |
|
| 10 |
2,466.00 |
2,341.90 |
124.10 |
5.1% |
38.12 |
1.6% |
70% |
False |
False |
|
| 20 |
2,466.00 |
2,260.60 |
205.40 |
8.5% |
42.27 |
1.7% |
82% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.4% |
48.31 |
2.0% |
86% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
53.65 |
2.2% |
87% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
51.42 |
2.1% |
87% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.7% |
50.24 |
2.1% |
89% |
False |
False |
|
| 120 |
2,466.00 |
1,936.60 |
529.40 |
21.8% |
50.33 |
2.1% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.00 |
|
2.618 |
2,555.68 |
|
1.618 |
2,516.88 |
|
1.000 |
2,492.90 |
|
0.618 |
2,478.08 |
|
HIGH |
2,454.10 |
|
0.618 |
2,439.28 |
|
0.500 |
2,434.70 |
|
0.382 |
2,430.12 |
|
LOW |
2,415.30 |
|
0.618 |
2,391.32 |
|
1.000 |
2,376.50 |
|
1.618 |
2,352.52 |
|
2.618 |
2,313.72 |
|
4.250 |
2,250.40 |
|
|