| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1987 |
26-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,442.90 |
2,442.80 |
-0.10 |
0.0% |
2,434.00 |
| High |
2,460.10 |
2,453.90 |
-6.20 |
-0.3% |
2,466.00 |
| Low |
2,430.30 |
2,423.60 |
-6.70 |
-0.3% |
2,415.30 |
| Close |
2,451.10 |
2,436.90 |
-14.20 |
-0.6% |
2,436.90 |
| Range |
29.80 |
30.30 |
0.50 |
1.7% |
50.70 |
| ATR |
43.58 |
42.63 |
-0.95 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.03 |
2,513.27 |
2,453.57 |
|
| R3 |
2,498.73 |
2,482.97 |
2,445.23 |
|
| R2 |
2,468.43 |
2,468.43 |
2,442.46 |
|
| R1 |
2,452.67 |
2,452.67 |
2,439.68 |
2,445.40 |
| PP |
2,438.13 |
2,438.13 |
2,438.13 |
2,434.50 |
| S1 |
2,422.37 |
2,422.37 |
2,434.12 |
2,415.10 |
| S2 |
2,407.83 |
2,407.83 |
2,431.35 |
|
| S3 |
2,377.53 |
2,392.07 |
2,428.57 |
|
| S4 |
2,347.23 |
2,361.77 |
2,420.24 |
|
|
| Weekly Pivots for week ending 26-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.50 |
2,564.90 |
2,464.79 |
|
| R3 |
2,540.80 |
2,514.20 |
2,450.84 |
|
| R2 |
2,490.10 |
2,490.10 |
2,446.20 |
|
| R1 |
2,463.50 |
2,463.50 |
2,441.55 |
2,476.80 |
| PP |
2,439.40 |
2,439.40 |
2,439.40 |
2,446.05 |
| S1 |
2,412.80 |
2,412.80 |
2,432.25 |
2,426.10 |
| S2 |
2,388.70 |
2,388.70 |
2,427.61 |
|
| S3 |
2,338.00 |
2,362.10 |
2,422.96 |
|
| S4 |
2,287.30 |
2,311.40 |
2,409.02 |
|
|
| 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 |
2,415.30 |
50.70 |
2.1% |
36.62 |
1.5% |
43% |
False |
False |
|
| 10 |
2,466.00 |
2,374.40 |
91.60 |
3.8% |
36.40 |
1.5% |
68% |
False |
False |
|
| 20 |
2,466.00 |
2,260.60 |
205.40 |
8.4% |
39.83 |
1.6% |
86% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.4% |
46.84 |
1.9% |
90% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
53.01 |
2.2% |
90% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
51.24 |
2.1% |
90% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.6% |
49.91 |
2.0% |
91% |
False |
False |
|
| 120 |
2,466.00 |
1,965.70 |
500.30 |
20.5% |
50.20 |
2.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.68 |
|
2.618 |
2,533.23 |
|
1.618 |
2,502.93 |
|
1.000 |
2,484.20 |
|
0.618 |
2,472.63 |
|
HIGH |
2,453.90 |
|
0.618 |
2,442.33 |
|
0.500 |
2,438.75 |
|
0.382 |
2,435.17 |
|
LOW |
2,423.60 |
|
0.618 |
2,404.87 |
|
1.000 |
2,393.30 |
|
1.618 |
2,374.57 |
|
2.618 |
2,344.27 |
|
4.250 |
2,294.83 |
|
|