| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1987 |
01-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,447.10 |
2,404.00 |
-43.10 |
-1.8% |
2,434.00 |
| High |
2,456.30 |
2,430.80 |
-25.50 |
-1.0% |
2,466.00 |
| Low |
2,401.20 |
2,391.30 |
-9.90 |
-0.4% |
2,415.30 |
| Close |
2,418.50 |
2,409.80 |
-8.70 |
-0.4% |
2,436.90 |
| Range |
55.10 |
39.50 |
-15.60 |
-28.3% |
50.70 |
| ATR |
43.12 |
42.86 |
-0.26 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.13 |
2,508.97 |
2,431.53 |
|
| R3 |
2,489.63 |
2,469.47 |
2,420.66 |
|
| R2 |
2,450.13 |
2,450.13 |
2,417.04 |
|
| R1 |
2,429.97 |
2,429.97 |
2,413.42 |
2,440.05 |
| PP |
2,410.63 |
2,410.63 |
2,410.63 |
2,415.68 |
| S1 |
2,390.47 |
2,390.47 |
2,406.18 |
2,400.55 |
| S2 |
2,371.13 |
2,371.13 |
2,402.56 |
|
| S3 |
2,331.63 |
2,350.97 |
2,398.94 |
|
| S4 |
2,292.13 |
2,311.47 |
2,388.08 |
|
|
| 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 |
2,391.30 |
69.00 |
2.9% |
38.24 |
1.6% |
27% |
False |
True |
|
| 10 |
2,466.00 |
2,386.50 |
79.50 |
3.3% |
38.42 |
1.6% |
29% |
False |
False |
|
| 20 |
2,466.00 |
2,306.90 |
159.10 |
6.6% |
39.62 |
1.6% |
65% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.5% |
46.13 |
1.9% |
80% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
52.15 |
2.2% |
80% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
51.32 |
2.1% |
80% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.8% |
49.93 |
2.1% |
83% |
False |
False |
|
| 120 |
2,466.00 |
1,987.60 |
478.40 |
19.9% |
50.38 |
2.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.68 |
|
2.618 |
2,534.21 |
|
1.618 |
2,494.71 |
|
1.000 |
2,470.30 |
|
0.618 |
2,455.21 |
|
HIGH |
2,430.80 |
|
0.618 |
2,415.71 |
|
0.500 |
2,411.05 |
|
0.382 |
2,406.39 |
|
LOW |
2,391.30 |
|
0.618 |
2,366.89 |
|
1.000 |
2,351.80 |
|
1.618 |
2,327.39 |
|
2.618 |
2,287.89 |
|
4.250 |
2,223.43 |
|
|