| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-1987 |
29-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,442.80 |
2,437.00 |
-5.80 |
-0.2% |
2,434.00 |
| High |
2,453.90 |
2,460.30 |
6.40 |
0.3% |
2,466.00 |
| Low |
2,423.60 |
2,423.80 |
0.20 |
0.0% |
2,415.30 |
| Close |
2,436.90 |
2,446.90 |
10.00 |
0.4% |
2,436.90 |
| Range |
30.30 |
36.50 |
6.20 |
20.5% |
50.70 |
| ATR |
42.63 |
42.20 |
-0.44 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.17 |
2,536.53 |
2,466.98 |
|
| R3 |
2,516.67 |
2,500.03 |
2,456.94 |
|
| R2 |
2,480.17 |
2,480.17 |
2,453.59 |
|
| R1 |
2,463.53 |
2,463.53 |
2,450.25 |
2,471.85 |
| PP |
2,443.67 |
2,443.67 |
2,443.67 |
2,447.83 |
| S1 |
2,427.03 |
2,427.03 |
2,443.55 |
2,435.35 |
| S2 |
2,407.17 |
2,407.17 |
2,440.21 |
|
| S3 |
2,370.67 |
2,390.53 |
2,436.86 |
|
| S4 |
2,334.17 |
2,354.03 |
2,426.83 |
|
|
| 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% |
35.94 |
1.5% |
62% |
False |
False |
|
| 10 |
2,466.00 |
2,376.10 |
89.90 |
3.7% |
36.55 |
1.5% |
79% |
False |
False |
|
| 20 |
2,466.00 |
2,260.60 |
205.40 |
8.4% |
39.51 |
1.6% |
91% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.3% |
46.36 |
1.9% |
93% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
52.82 |
2.2% |
93% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
51.17 |
2.1% |
93% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.6% |
49.84 |
2.0% |
94% |
False |
False |
|
| 120 |
2,466.00 |
1,976.00 |
490.00 |
20.0% |
50.19 |
2.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.43 |
|
2.618 |
2,555.86 |
|
1.618 |
2,519.36 |
|
1.000 |
2,496.80 |
|
0.618 |
2,482.86 |
|
HIGH |
2,460.30 |
|
0.618 |
2,446.36 |
|
0.500 |
2,442.05 |
|
0.382 |
2,437.74 |
|
LOW |
2,423.80 |
|
0.618 |
2,401.24 |
|
1.000 |
2,387.30 |
|
1.618 |
2,364.74 |
|
2.618 |
2,328.24 |
|
4.250 |
2,268.68 |
|
|