| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-1987 |
23-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,470.00 |
2,472.10 |
2.10 |
0.1% |
2,441.50 |
| High |
2,488.70 |
2,492.70 |
4.00 |
0.2% |
2,533.60 |
| Low |
2,448.50 |
2,447.10 |
-1.40 |
-0.1% |
2,427.10 |
| Close |
2,470.20 |
2,471.90 |
1.70 |
0.1% |
2,510.00 |
| Range |
40.20 |
45.60 |
5.40 |
13.4% |
106.50 |
| ATR |
43.17 |
43.35 |
0.17 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.37 |
2,585.23 |
2,496.98 |
|
| R3 |
2,561.77 |
2,539.63 |
2,484.44 |
|
| R2 |
2,516.17 |
2,516.17 |
2,480.26 |
|
| R1 |
2,494.03 |
2,494.03 |
2,476.08 |
2,482.30 |
| PP |
2,470.57 |
2,470.57 |
2,470.57 |
2,464.70 |
| S1 |
2,448.43 |
2,448.43 |
2,467.72 |
2,436.70 |
| S2 |
2,424.97 |
2,424.97 |
2,463.54 |
|
| S3 |
2,379.37 |
2,402.83 |
2,459.36 |
|
| S4 |
2,333.77 |
2,357.23 |
2,446.82 |
|
|
| 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% |
44.92 |
1.8% |
31% |
False |
False |
|
| 10 |
2,533.60 |
2,427.10 |
106.50 |
4.3% |
43.95 |
1.8% |
42% |
False |
False |
|
| 20 |
2,533.60 |
2,391.30 |
142.30 |
5.8% |
41.60 |
1.7% |
57% |
False |
False |
|
| 40 |
2,533.60 |
2,260.60 |
273.00 |
11.0% |
41.94 |
1.7% |
77% |
False |
False |
|
| 60 |
2,533.60 |
2,188.50 |
345.10 |
14.0% |
46.08 |
1.9% |
82% |
False |
False |
|
| 80 |
2,533.60 |
2,180.50 |
353.10 |
14.3% |
50.64 |
2.0% |
83% |
False |
False |
|
| 100 |
2,533.60 |
2,180.50 |
353.10 |
14.3% |
49.45 |
2.0% |
83% |
False |
False |
|
| 120 |
2,533.60 |
2,134.40 |
399.20 |
16.1% |
48.80 |
2.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.50 |
|
2.618 |
2,612.08 |
|
1.618 |
2,566.48 |
|
1.000 |
2,538.30 |
|
0.618 |
2,520.88 |
|
HIGH |
2,492.70 |
|
0.618 |
2,475.28 |
|
0.500 |
2,469.90 |
|
0.382 |
2,464.52 |
|
LOW |
2,447.10 |
|
0.618 |
2,418.92 |
|
1.000 |
2,401.50 |
|
1.618 |
2,373.32 |
|
2.618 |
2,327.72 |
|
4.250 |
2,253.30 |
|
|