| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-1987 |
30-Jun-1987 |
Change |
Change % |
Previous Week |
| Open |
2,437.00 |
2,447.10 |
10.10 |
0.4% |
2,434.00 |
| High |
2,460.30 |
2,456.30 |
-4.00 |
-0.2% |
2,466.00 |
| Low |
2,423.80 |
2,401.20 |
-22.60 |
-0.9% |
2,415.30 |
| Close |
2,446.90 |
2,418.50 |
-28.40 |
-1.2% |
2,436.90 |
| Range |
36.50 |
55.10 |
18.60 |
51.0% |
50.70 |
| ATR |
42.20 |
43.12 |
0.92 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.63 |
2,559.67 |
2,448.81 |
|
| R3 |
2,535.53 |
2,504.57 |
2,433.65 |
|
| R2 |
2,480.43 |
2,480.43 |
2,428.60 |
|
| R1 |
2,449.47 |
2,449.47 |
2,423.55 |
2,437.40 |
| PP |
2,425.33 |
2,425.33 |
2,425.33 |
2,419.30 |
| S1 |
2,394.37 |
2,394.37 |
2,413.45 |
2,382.30 |
| S2 |
2,370.23 |
2,370.23 |
2,408.40 |
|
| S3 |
2,315.13 |
2,339.27 |
2,403.35 |
|
| S4 |
2,260.03 |
2,284.17 |
2,388.20 |
|
|
| 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 |
2,460.30 |
2,401.20 |
59.10 |
2.4% |
38.10 |
1.6% |
29% |
False |
True |
|
| 10 |
2,466.00 |
2,386.50 |
79.50 |
3.3% |
38.13 |
1.6% |
40% |
False |
False |
|
| 20 |
2,466.00 |
2,283.40 |
182.60 |
7.6% |
39.98 |
1.7% |
74% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.5% |
46.47 |
1.9% |
83% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
52.16 |
2.2% |
83% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
51.34 |
2.1% |
83% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.7% |
49.90 |
2.1% |
86% |
False |
False |
|
| 120 |
2,466.00 |
1,987.60 |
478.40 |
19.8% |
50.33 |
2.1% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.48 |
|
2.618 |
2,600.55 |
|
1.618 |
2,545.45 |
|
1.000 |
2,511.40 |
|
0.618 |
2,490.35 |
|
HIGH |
2,456.30 |
|
0.618 |
2,435.25 |
|
0.500 |
2,428.75 |
|
0.382 |
2,422.25 |
|
LOW |
2,401.20 |
|
0.618 |
2,367.15 |
|
1.000 |
2,346.10 |
|
1.618 |
2,312.05 |
|
2.618 |
2,256.95 |
|
4.250 |
2,167.03 |
|
|