| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-1987 |
13-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,449.10 |
2,441.50 |
-7.60 |
-0.3% |
2,444.40 |
| High |
2,470.50 |
2,470.30 |
-0.20 |
0.0% |
2,478.50 |
| Low |
2,435.90 |
2,427.10 |
-8.80 |
-0.4% |
2,413.00 |
| Close |
2,456.00 |
2,453.00 |
-3.00 |
-0.1% |
2,456.00 |
| Range |
34.60 |
43.20 |
8.60 |
24.9% |
65.50 |
| ATR |
41.85 |
41.94 |
0.10 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.73 |
2,559.57 |
2,476.76 |
|
| R3 |
2,536.53 |
2,516.37 |
2,464.88 |
|
| R2 |
2,493.33 |
2,493.33 |
2,460.92 |
|
| R1 |
2,473.17 |
2,473.17 |
2,456.96 |
2,483.25 |
| PP |
2,450.13 |
2,450.13 |
2,450.13 |
2,455.18 |
| S1 |
2,429.97 |
2,429.97 |
2,449.04 |
2,440.05 |
| S2 |
2,406.93 |
2,406.93 |
2,445.08 |
|
| S3 |
2,363.73 |
2,386.77 |
2,441.12 |
|
| S4 |
2,320.53 |
2,343.57 |
2,429.24 |
|
|
| Weekly Pivots for week ending 10-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.67 |
2,616.33 |
2,492.03 |
|
| R3 |
2,580.17 |
2,550.83 |
2,474.01 |
|
| R2 |
2,514.67 |
2,514.67 |
2,468.01 |
|
| R1 |
2,485.33 |
2,485.33 |
2,462.00 |
2,500.00 |
| PP |
2,449.17 |
2,449.17 |
2,449.17 |
2,456.50 |
| S1 |
2,419.83 |
2,419.83 |
2,450.00 |
2,434.50 |
| S2 |
2,383.67 |
2,383.67 |
2,443.99 |
|
| S3 |
2,318.17 |
2,354.33 |
2,437.99 |
|
| S4 |
2,252.67 |
2,288.83 |
2,419.98 |
|
|
| 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 |
2,425.10 |
53.40 |
2.2% |
40.24 |
1.6% |
52% |
False |
False |
|
| 10 |
2,478.50 |
2,391.30 |
87.20 |
3.6% |
41.02 |
1.7% |
71% |
False |
False |
|
| 20 |
2,478.50 |
2,374.40 |
104.10 |
4.2% |
38.71 |
1.6% |
76% |
False |
False |
|
| 40 |
2,478.50 |
2,188.50 |
290.00 |
11.8% |
43.60 |
1.8% |
91% |
False |
False |
|
| 60 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
49.00 |
2.0% |
91% |
False |
False |
|
| 80 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
50.98 |
2.1% |
91% |
False |
False |
|
| 100 |
2,478.50 |
2,180.50 |
298.00 |
12.1% |
49.27 |
2.0% |
91% |
False |
False |
|
| 120 |
2,478.50 |
2,062.90 |
415.60 |
16.9% |
50.00 |
2.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.90 |
|
2.618 |
2,583.40 |
|
1.618 |
2,540.20 |
|
1.000 |
2,513.50 |
|
0.618 |
2,497.00 |
|
HIGH |
2,470.30 |
|
0.618 |
2,453.80 |
|
0.500 |
2,448.70 |
|
0.382 |
2,443.60 |
|
LOW |
2,427.10 |
|
0.618 |
2,400.40 |
|
1.000 |
2,383.90 |
|
1.618 |
2,357.20 |
|
2.618 |
2,314.00 |
|
4.250 |
2,243.50 |
|
|