| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1987 |
08-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,450.90 |
2,440.50 |
-10.40 |
-0.4% |
2,437.00 |
| High |
2,467.60 |
2,476.20 |
8.60 |
0.3% |
2,460.30 |
| Low |
2,425.10 |
2,432.60 |
7.50 |
0.3% |
2,391.30 |
| Close |
2,449.80 |
2,464.00 |
14.20 |
0.6% |
2,436.70 |
| Range |
42.50 |
43.60 |
1.10 |
2.6% |
69.00 |
| ATR |
42.74 |
42.80 |
0.06 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,588.40 |
2,569.80 |
2,487.98 |
|
| R3 |
2,544.80 |
2,526.20 |
2,475.99 |
|
| R2 |
2,501.20 |
2,501.20 |
2,471.99 |
|
| R1 |
2,482.60 |
2,482.60 |
2,468.00 |
2,491.90 |
| PP |
2,457.60 |
2,457.60 |
2,457.60 |
2,462.25 |
| S1 |
2,439.00 |
2,439.00 |
2,460.00 |
2,448.30 |
| S2 |
2,414.00 |
2,414.00 |
2,456.01 |
|
| S3 |
2,370.40 |
2,395.40 |
2,452.01 |
|
| S4 |
2,326.80 |
2,351.80 |
2,440.02 |
|
|
| 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 |
2,476.20 |
2,391.30 |
84.90 |
3.4% |
40.70 |
1.7% |
86% |
True |
False |
|
| 10 |
2,476.20 |
2,391.30 |
84.90 |
3.4% |
39.40 |
1.6% |
86% |
True |
False |
|
| 20 |
2,476.20 |
2,328.60 |
147.60 |
6.0% |
39.88 |
1.6% |
92% |
True |
False |
|
| 40 |
2,476.20 |
2,188.50 |
287.70 |
11.7% |
43.98 |
1.8% |
96% |
True |
False |
|
| 60 |
2,476.20 |
2,180.50 |
295.70 |
12.0% |
50.78 |
2.1% |
96% |
True |
False |
|
| 80 |
2,476.20 |
2,180.50 |
295.70 |
12.0% |
51.31 |
2.1% |
96% |
True |
False |
|
| 100 |
2,476.20 |
2,148.80 |
327.40 |
13.3% |
49.75 |
2.0% |
96% |
True |
False |
|
| 120 |
2,476.20 |
2,051.30 |
424.90 |
17.2% |
50.33 |
2.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.50 |
|
2.618 |
2,590.34 |
|
1.618 |
2,546.74 |
|
1.000 |
2,519.80 |
|
0.618 |
2,503.14 |
|
HIGH |
2,476.20 |
|
0.618 |
2,459.54 |
|
0.500 |
2,454.40 |
|
0.382 |
2,449.26 |
|
LOW |
2,432.60 |
|
0.618 |
2,405.66 |
|
1.000 |
2,389.00 |
|
1.618 |
2,362.06 |
|
2.618 |
2,318.46 |
|
4.250 |
2,247.30 |
|
|