| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-1987 |
14-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,441.50 |
2,462.40 |
20.90 |
0.9% |
2,444.40 |
| High |
2,470.30 |
2,493.00 |
22.70 |
0.9% |
2,478.50 |
| Low |
2,427.10 |
2,442.60 |
15.50 |
0.6% |
2,413.00 |
| Close |
2,453.00 |
2,481.40 |
28.40 |
1.2% |
2,456.00 |
| Range |
43.20 |
50.40 |
7.20 |
16.7% |
65.50 |
| ATR |
41.94 |
42.55 |
0.60 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.53 |
2,602.87 |
2,509.12 |
|
| R3 |
2,573.13 |
2,552.47 |
2,495.26 |
|
| R2 |
2,522.73 |
2,522.73 |
2,490.64 |
|
| R1 |
2,502.07 |
2,502.07 |
2,486.02 |
2,512.40 |
| PP |
2,472.33 |
2,472.33 |
2,472.33 |
2,477.50 |
| S1 |
2,451.67 |
2,451.67 |
2,476.78 |
2,462.00 |
| S2 |
2,421.93 |
2,421.93 |
2,472.16 |
|
| S3 |
2,371.53 |
2,401.27 |
2,467.54 |
|
| S4 |
2,321.13 |
2,350.87 |
2,453.68 |
|
|
| 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 |
2,493.00 |
2,427.10 |
65.90 |
2.7% |
41.82 |
1.7% |
82% |
True |
False |
|
| 10 |
2,493.00 |
2,391.30 |
101.70 |
4.1% |
42.41 |
1.7% |
89% |
True |
False |
|
| 20 |
2,493.00 |
2,376.10 |
116.90 |
4.7% |
39.48 |
1.6% |
90% |
True |
False |
|
| 40 |
2,493.00 |
2,188.50 |
304.50 |
12.3% |
43.42 |
1.7% |
96% |
True |
False |
|
| 60 |
2,493.00 |
2,180.50 |
312.50 |
12.6% |
48.90 |
2.0% |
96% |
True |
False |
|
| 80 |
2,493.00 |
2,180.50 |
312.50 |
12.6% |
51.11 |
2.1% |
96% |
True |
False |
|
| 100 |
2,493.00 |
2,180.50 |
312.50 |
12.6% |
49.27 |
2.0% |
96% |
True |
False |
|
| 120 |
2,493.00 |
2,062.90 |
430.10 |
17.3% |
50.04 |
2.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.20 |
|
2.618 |
2,624.95 |
|
1.618 |
2,574.55 |
|
1.000 |
2,543.40 |
|
0.618 |
2,524.15 |
|
HIGH |
2,493.00 |
|
0.618 |
2,473.75 |
|
0.500 |
2,467.80 |
|
0.382 |
2,461.85 |
|
LOW |
2,442.60 |
|
0.618 |
2,411.45 |
|
1.000 |
2,392.20 |
|
1.618 |
2,361.05 |
|
2.618 |
2,310.65 |
|
4.250 |
2,228.40 |
|
|