| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-1987 |
21-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,502.90 |
2,494.10 |
-8.80 |
-0.4% |
2,441.50 |
| High |
2,512.30 |
2,500.20 |
-12.10 |
-0.5% |
2,533.60 |
| Low |
2,476.90 |
2,444.70 |
-32.20 |
-1.3% |
2,427.10 |
| Close |
2,487.70 |
2,468.00 |
-19.70 |
-0.8% |
2,510.00 |
| Range |
35.40 |
55.50 |
20.10 |
56.8% |
106.50 |
| ATR |
42.47 |
43.40 |
0.93 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.47 |
2,608.23 |
2,498.53 |
|
| R3 |
2,581.97 |
2,552.73 |
2,483.26 |
|
| R2 |
2,526.47 |
2,526.47 |
2,478.18 |
|
| R1 |
2,497.23 |
2,497.23 |
2,473.09 |
2,484.10 |
| PP |
2,470.97 |
2,470.97 |
2,470.97 |
2,464.40 |
| S1 |
2,441.73 |
2,441.73 |
2,462.91 |
2,428.60 |
| S2 |
2,415.47 |
2,415.47 |
2,457.83 |
|
| S3 |
2,359.97 |
2,386.23 |
2,452.74 |
|
| S4 |
2,304.47 |
2,330.73 |
2,437.48 |
|
|
| 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 |
2,444.70 |
88.90 |
3.6% |
45.10 |
1.8% |
26% |
False |
True |
|
| 10 |
2,533.60 |
2,427.10 |
106.50 |
4.3% |
43.46 |
1.8% |
38% |
False |
False |
|
| 20 |
2,533.60 |
2,391.30 |
142.30 |
5.8% |
41.47 |
1.7% |
54% |
False |
False |
|
| 40 |
2,533.60 |
2,252.90 |
280.70 |
11.4% |
42.25 |
1.7% |
77% |
False |
False |
|
| 60 |
2,533.60 |
2,180.50 |
353.10 |
14.3% |
46.99 |
1.9% |
81% |
False |
False |
|
| 80 |
2,533.60 |
2,180.50 |
353.10 |
14.3% |
51.22 |
2.1% |
81% |
False |
False |
|
| 100 |
2,533.60 |
2,180.50 |
353.10 |
14.3% |
49.26 |
2.0% |
81% |
False |
False |
|
| 120 |
2,533.60 |
2,127.70 |
405.90 |
16.4% |
48.91 |
2.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,736.08 |
|
2.618 |
2,645.50 |
|
1.618 |
2,590.00 |
|
1.000 |
2,555.70 |
|
0.618 |
2,534.50 |
|
HIGH |
2,500.20 |
|
0.618 |
2,479.00 |
|
0.500 |
2,472.45 |
|
0.382 |
2,465.90 |
|
LOW |
2,444.70 |
|
0.618 |
2,410.40 |
|
1.000 |
2,389.20 |
|
1.618 |
2,354.90 |
|
2.618 |
2,299.40 |
|
4.250 |
2,208.83 |
|
|