| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1987 |
06-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,426.30 |
2,444.40 |
18.10 |
0.7% |
2,437.00 |
| High |
2,446.30 |
2,460.30 |
14.00 |
0.6% |
2,460.30 |
| Low |
2,415.70 |
2,413.00 |
-2.70 |
-0.1% |
2,391.30 |
| Close |
2,436.70 |
2,429.50 |
-7.20 |
-0.3% |
2,436.70 |
| Range |
30.60 |
47.30 |
16.70 |
54.6% |
69.00 |
| ATR |
42.40 |
42.75 |
0.35 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.17 |
2,550.13 |
2,455.52 |
|
| R3 |
2,528.87 |
2,502.83 |
2,442.51 |
|
| R2 |
2,481.57 |
2,481.57 |
2,438.17 |
|
| R1 |
2,455.53 |
2,455.53 |
2,433.84 |
2,444.90 |
| PP |
2,434.27 |
2,434.27 |
2,434.27 |
2,428.95 |
| S1 |
2,408.23 |
2,408.23 |
2,425.16 |
2,397.60 |
| S2 |
2,386.97 |
2,386.97 |
2,420.83 |
|
| S3 |
2,339.67 |
2,360.93 |
2,416.49 |
|
| S4 |
2,292.37 |
2,313.63 |
2,403.49 |
|
|
| Weekly Pivots for week ending 03-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,636.43 |
2,605.57 |
2,474.65 |
|
| R3 |
2,567.43 |
2,536.57 |
2,455.68 |
|
| R2 |
2,498.43 |
2,498.43 |
2,449.35 |
|
| R1 |
2,467.57 |
2,467.57 |
2,443.03 |
2,448.50 |
| PP |
2,429.43 |
2,429.43 |
2,429.43 |
2,419.90 |
| S1 |
2,398.57 |
2,398.57 |
2,430.38 |
2,379.50 |
| S2 |
2,360.43 |
2,360.43 |
2,424.05 |
|
| S3 |
2,291.43 |
2,329.57 |
2,417.73 |
|
| S4 |
2,222.43 |
2,260.57 |
2,398.75 |
|
|
| 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 |
2.8% |
41.80 |
1.7% |
55% |
True |
False |
|
| 10 |
2,466.00 |
2,391.30 |
74.70 |
3.1% |
39.21 |
1.6% |
51% |
False |
False |
|
| 20 |
2,466.00 |
2,306.90 |
159.10 |
6.5% |
40.08 |
1.6% |
77% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.4% |
45.25 |
1.9% |
87% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
51.29 |
2.1% |
87% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.8% |
51.18 |
2.1% |
87% |
False |
False |
|
| 100 |
2,466.00 |
2,145.50 |
320.50 |
13.2% |
49.83 |
2.1% |
89% |
False |
False |
|
| 120 |
2,466.00 |
2,003.90 |
462.10 |
19.0% |
50.47 |
2.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.33 |
|
2.618 |
2,584.13 |
|
1.618 |
2,536.83 |
|
1.000 |
2,507.60 |
|
0.618 |
2,489.53 |
|
HIGH |
2,460.30 |
|
0.618 |
2,442.23 |
|
0.500 |
2,436.65 |
|
0.382 |
2,431.07 |
|
LOW |
2,413.00 |
|
0.618 |
2,383.77 |
|
1.000 |
2,365.70 |
|
1.618 |
2,336.47 |
|
2.618 |
2,289.17 |
|
4.250 |
2,211.98 |
|
|