| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1987 |
25-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,447.90 |
2,442.90 |
-5.00 |
-0.2% |
2,394.60 |
| High |
2,454.10 |
2,460.10 |
6.00 |
0.2% |
2,431.90 |
| Low |
2,415.30 |
2,430.30 |
15.00 |
0.6% |
2,374.40 |
| Close |
2,428.40 |
2,451.10 |
22.70 |
0.9% |
2,420.90 |
| Range |
38.80 |
29.80 |
-9.00 |
-23.2% |
57.50 |
| ATR |
44.50 |
43.58 |
-0.91 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.57 |
2,523.63 |
2,467.49 |
|
| R3 |
2,506.77 |
2,493.83 |
2,459.30 |
|
| R2 |
2,476.97 |
2,476.97 |
2,456.56 |
|
| R1 |
2,464.03 |
2,464.03 |
2,453.83 |
2,470.50 |
| PP |
2,447.17 |
2,447.17 |
2,447.17 |
2,450.40 |
| S1 |
2,434.23 |
2,434.23 |
2,448.37 |
2,440.70 |
| S2 |
2,417.37 |
2,417.37 |
2,445.64 |
|
| S3 |
2,387.57 |
2,404.43 |
2,442.91 |
|
| S4 |
2,357.77 |
2,374.63 |
2,434.71 |
|
|
| 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 |
2,395.30 |
70.70 |
2.9% |
37.88 |
1.5% |
79% |
False |
False |
|
| 10 |
2,466.00 |
2,360.70 |
105.30 |
4.3% |
37.24 |
1.5% |
86% |
False |
False |
|
| 20 |
2,466.00 |
2,260.60 |
205.40 |
8.4% |
40.88 |
1.7% |
93% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.3% |
47.69 |
1.9% |
95% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.6% |
53.41 |
2.2% |
95% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.6% |
51.41 |
2.1% |
95% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.5% |
50.02 |
2.0% |
96% |
False |
False |
|
| 120 |
2,466.00 |
1,961.90 |
504.10 |
20.6% |
50.21 |
2.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.75 |
|
2.618 |
2,538.12 |
|
1.618 |
2,508.32 |
|
1.000 |
2,489.90 |
|
0.618 |
2,478.52 |
|
HIGH |
2,460.10 |
|
0.618 |
2,448.72 |
|
0.500 |
2,445.20 |
|
0.382 |
2,441.68 |
|
LOW |
2,430.30 |
|
0.618 |
2,411.88 |
|
1.000 |
2,400.50 |
|
1.618 |
2,382.08 |
|
2.618 |
2,352.28 |
|
4.250 |
2,303.65 |
|
|