| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1987 |
17-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,484.90 |
2,507.80 |
22.90 |
0.9% |
2,441.50 |
| High |
2,511.50 |
2,533.60 |
22.10 |
0.9% |
2,533.60 |
| Low |
2,471.80 |
2,485.70 |
13.90 |
0.6% |
2,427.10 |
| Close |
2,497.00 |
2,510.00 |
13.00 |
0.5% |
2,510.00 |
| Range |
39.70 |
47.90 |
8.20 |
20.7% |
106.50 |
| ATR |
42.64 |
43.02 |
0.38 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.47 |
2,629.63 |
2,536.35 |
|
| R3 |
2,605.57 |
2,581.73 |
2,523.17 |
|
| R2 |
2,557.67 |
2,557.67 |
2,518.78 |
|
| R1 |
2,533.83 |
2,533.83 |
2,514.39 |
2,545.75 |
| PP |
2,509.77 |
2,509.77 |
2,509.77 |
2,515.73 |
| S1 |
2,485.93 |
2,485.93 |
2,505.61 |
2,497.85 |
| S2 |
2,461.87 |
2,461.87 |
2,501.22 |
|
| S3 |
2,413.97 |
2,438.03 |
2,496.83 |
|
| S4 |
2,366.07 |
2,390.13 |
2,483.66 |
|
|
| Weekly Pivots for week ending 17-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.73 |
2,766.37 |
2,568.58 |
|
| R3 |
2,703.23 |
2,659.87 |
2,539.29 |
|
| R2 |
2,596.73 |
2,596.73 |
2,529.53 |
|
| R1 |
2,553.37 |
2,553.37 |
2,519.76 |
2,575.05 |
| PP |
2,490.23 |
2,490.23 |
2,490.23 |
2,501.08 |
| S1 |
2,446.87 |
2,446.87 |
2,500.24 |
2,468.55 |
| S2 |
2,383.73 |
2,383.73 |
2,490.48 |
|
| S3 |
2,277.23 |
2,340.37 |
2,480.71 |
|
| S4 |
2,170.73 |
2,233.87 |
2,451.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,533.60 |
2,427.10 |
106.50 |
4.2% |
45.64 |
1.8% |
78% |
True |
False |
|
| 10 |
2,533.60 |
2,413.00 |
120.60 |
4.8% |
43.35 |
1.7% |
80% |
True |
False |
|
| 20 |
2,533.60 |
2,391.30 |
142.30 |
5.7% |
40.75 |
1.6% |
83% |
True |
False |
|
| 40 |
2,533.60 |
2,212.80 |
320.80 |
12.8% |
42.02 |
1.7% |
93% |
True |
False |
|
| 60 |
2,533.60 |
2,180.50 |
353.10 |
14.1% |
47.49 |
1.9% |
93% |
True |
False |
|
| 80 |
2,533.60 |
2,180.50 |
353.10 |
14.1% |
51.08 |
2.0% |
93% |
True |
False |
|
| 100 |
2,533.60 |
2,180.50 |
353.10 |
14.1% |
49.17 |
2.0% |
93% |
True |
False |
|
| 120 |
2,533.60 |
2,110.20 |
423.40 |
16.9% |
48.95 |
2.0% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.18 |
|
2.618 |
2,659.00 |
|
1.618 |
2,611.10 |
|
1.000 |
2,581.50 |
|
0.618 |
2,563.20 |
|
HIGH |
2,533.60 |
|
0.618 |
2,515.30 |
|
0.500 |
2,509.65 |
|
0.382 |
2,504.00 |
|
LOW |
2,485.70 |
|
0.618 |
2,456.10 |
|
1.000 |
2,437.80 |
|
1.618 |
2,408.20 |
|
2.618 |
2,360.30 |
|
4.250 |
2,282.13 |
|
|