| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1987 |
09-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,440.50 |
2,458.20 |
17.70 |
0.7% |
2,437.00 |
| High |
2,476.20 |
2,478.50 |
2.30 |
0.1% |
2,460.30 |
| Low |
2,432.60 |
2,441.20 |
8.60 |
0.4% |
2,391.30 |
| Close |
2,464.00 |
2,451.20 |
-12.80 |
-0.5% |
2,436.70 |
| Range |
43.60 |
37.30 |
-6.30 |
-14.4% |
69.00 |
| ATR |
42.80 |
42.41 |
-0.39 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.87 |
2,547.33 |
2,471.72 |
|
| R3 |
2,531.57 |
2,510.03 |
2,461.46 |
|
| R2 |
2,494.27 |
2,494.27 |
2,458.04 |
|
| R1 |
2,472.73 |
2,472.73 |
2,454.62 |
2,464.85 |
| PP |
2,456.97 |
2,456.97 |
2,456.97 |
2,453.03 |
| S1 |
2,435.43 |
2,435.43 |
2,447.78 |
2,427.55 |
| S2 |
2,419.67 |
2,419.67 |
2,444.36 |
|
| S3 |
2,382.37 |
2,398.13 |
2,440.94 |
|
| S4 |
2,345.07 |
2,360.83 |
2,430.69 |
|
|
| 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 |
2,478.50 |
2,413.00 |
65.50 |
2.7% |
40.26 |
1.6% |
58% |
True |
False |
|
| 10 |
2,478.50 |
2,391.30 |
87.20 |
3.6% |
39.25 |
1.6% |
69% |
True |
False |
|
| 20 |
2,478.50 |
2,341.90 |
136.60 |
5.6% |
38.69 |
1.6% |
80% |
True |
False |
|
| 40 |
2,478.50 |
2,188.50 |
290.00 |
11.8% |
43.83 |
1.8% |
91% |
True |
False |
|
| 60 |
2,478.50 |
2,180.50 |
298.00 |
12.2% |
50.11 |
2.0% |
91% |
True |
False |
|
| 80 |
2,478.50 |
2,180.50 |
298.00 |
12.2% |
51.29 |
2.1% |
91% |
True |
False |
|
| 100 |
2,478.50 |
2,180.50 |
298.00 |
12.2% |
49.60 |
2.0% |
91% |
True |
False |
|
| 120 |
2,478.50 |
2,051.30 |
427.20 |
17.4% |
50.27 |
2.1% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.03 |
|
2.618 |
2,576.15 |
|
1.618 |
2,538.85 |
|
1.000 |
2,515.80 |
|
0.618 |
2,501.55 |
|
HIGH |
2,478.50 |
|
0.618 |
2,464.25 |
|
0.500 |
2,459.85 |
|
0.382 |
2,455.45 |
|
LOW |
2,441.20 |
|
0.618 |
2,418.15 |
|
1.000 |
2,403.90 |
|
1.618 |
2,380.85 |
|
2.618 |
2,343.55 |
|
4.250 |
2,282.68 |
|
|