| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-1987 |
07-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,444.40 |
2,450.90 |
6.50 |
0.3% |
2,437.00 |
| High |
2,460.30 |
2,467.60 |
7.30 |
0.3% |
2,460.30 |
| Low |
2,413.00 |
2,425.10 |
12.10 |
0.5% |
2,391.30 |
| Close |
2,429.50 |
2,449.80 |
20.30 |
0.8% |
2,436.70 |
| Range |
47.30 |
42.50 |
-4.80 |
-10.1% |
69.00 |
| ATR |
42.75 |
42.74 |
-0.02 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.00 |
2,554.90 |
2,473.18 |
|
| R3 |
2,532.50 |
2,512.40 |
2,461.49 |
|
| R2 |
2,490.00 |
2,490.00 |
2,457.59 |
|
| R1 |
2,469.90 |
2,469.90 |
2,453.70 |
2,458.70 |
| PP |
2,447.50 |
2,447.50 |
2,447.50 |
2,441.90 |
| S1 |
2,427.40 |
2,427.40 |
2,445.90 |
2,416.20 |
| S2 |
2,405.00 |
2,405.00 |
2,442.01 |
|
| S3 |
2,362.50 |
2,384.90 |
2,438.11 |
|
| S4 |
2,320.00 |
2,342.40 |
2,426.43 |
|
|
| 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 |
2,467.60 |
2,391.30 |
76.30 |
3.1% |
43.00 |
1.8% |
77% |
True |
False |
|
| 10 |
2,467.60 |
2,391.30 |
76.30 |
3.1% |
39.47 |
1.6% |
77% |
True |
False |
|
| 20 |
2,467.60 |
2,328.60 |
139.00 |
5.7% |
39.41 |
1.6% |
87% |
True |
False |
|
| 40 |
2,467.60 |
2,188.50 |
279.10 |
11.4% |
44.96 |
1.8% |
94% |
True |
False |
|
| 60 |
2,467.60 |
2,180.50 |
287.10 |
11.7% |
50.95 |
2.1% |
94% |
True |
False |
|
| 80 |
2,467.60 |
2,180.50 |
287.10 |
11.7% |
51.23 |
2.1% |
94% |
True |
False |
|
| 100 |
2,467.60 |
2,146.10 |
321.50 |
13.1% |
49.89 |
2.0% |
94% |
True |
False |
|
| 120 |
2,467.60 |
2,030.80 |
436.80 |
17.8% |
50.47 |
2.1% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,648.23 |
|
2.618 |
2,578.87 |
|
1.618 |
2,536.37 |
|
1.000 |
2,510.10 |
|
0.618 |
2,493.87 |
|
HIGH |
2,467.60 |
|
0.618 |
2,451.37 |
|
0.500 |
2,446.35 |
|
0.382 |
2,441.34 |
|
LOW |
2,425.10 |
|
0.618 |
2,398.84 |
|
1.000 |
2,382.60 |
|
1.618 |
2,356.34 |
|
2.618 |
2,313.84 |
|
4.250 |
2,244.48 |
|
|