| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-1987 |
15-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,462.40 |
2,481.60 |
19.20 |
0.8% |
2,444.40 |
| High |
2,493.00 |
2,502.20 |
9.20 |
0.4% |
2,478.50 |
| Low |
2,442.60 |
2,455.20 |
12.60 |
0.5% |
2,413.00 |
| Close |
2,481.40 |
2,483.70 |
2.30 |
0.1% |
2,456.00 |
| Range |
50.40 |
47.00 |
-3.40 |
-6.7% |
65.50 |
| ATR |
42.55 |
42.87 |
0.32 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.37 |
2,599.53 |
2,509.55 |
|
| R3 |
2,574.37 |
2,552.53 |
2,496.63 |
|
| R2 |
2,527.37 |
2,527.37 |
2,492.32 |
|
| R1 |
2,505.53 |
2,505.53 |
2,488.01 |
2,516.45 |
| PP |
2,480.37 |
2,480.37 |
2,480.37 |
2,485.83 |
| S1 |
2,458.53 |
2,458.53 |
2,479.39 |
2,469.45 |
| S2 |
2,433.37 |
2,433.37 |
2,475.08 |
|
| S3 |
2,386.37 |
2,411.53 |
2,470.78 |
|
| S4 |
2,339.37 |
2,364.53 |
2,457.85 |
|
|
| 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 |
2,502.20 |
2,427.10 |
75.10 |
3.0% |
42.50 |
1.7% |
75% |
True |
False |
|
| 10 |
2,502.20 |
2,391.30 |
110.90 |
4.5% |
41.60 |
1.7% |
83% |
True |
False |
|
| 20 |
2,502.20 |
2,386.50 |
115.70 |
4.7% |
39.87 |
1.6% |
84% |
True |
False |
|
| 40 |
2,502.20 |
2,188.50 |
313.70 |
12.6% |
43.20 |
1.7% |
94% |
True |
False |
|
| 60 |
2,502.20 |
2,180.50 |
321.70 |
13.0% |
48.89 |
2.0% |
94% |
True |
False |
|
| 80 |
2,502.20 |
2,180.50 |
321.70 |
13.0% |
51.11 |
2.1% |
94% |
True |
False |
|
| 100 |
2,502.20 |
2,180.50 |
321.70 |
13.0% |
49.34 |
2.0% |
94% |
True |
False |
|
| 120 |
2,502.20 |
2,062.90 |
439.30 |
17.7% |
49.87 |
2.0% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,701.95 |
|
2.618 |
2,625.25 |
|
1.618 |
2,578.25 |
|
1.000 |
2,549.20 |
|
0.618 |
2,531.25 |
|
HIGH |
2,502.20 |
|
0.618 |
2,484.25 |
|
0.500 |
2,478.70 |
|
0.382 |
2,473.15 |
|
LOW |
2,455.20 |
|
0.618 |
2,426.15 |
|
1.000 |
2,408.20 |
|
1.618 |
2,379.15 |
|
2.618 |
2,332.15 |
|
4.250 |
2,255.45 |
|
|