| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-1987 |
24-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,472.10 |
2,479.30 |
7.20 |
0.3% |
2,502.90 |
| High |
2,492.70 |
2,494.90 |
2.20 |
0.1% |
2,512.30 |
| Low |
2,447.10 |
2,462.50 |
15.40 |
0.6% |
2,444.70 |
| Close |
2,471.90 |
2,485.30 |
13.40 |
0.5% |
2,485.30 |
| Range |
45.60 |
32.40 |
-13.20 |
-28.9% |
67.60 |
| ATR |
43.35 |
42.57 |
-0.78 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.10 |
2,564.10 |
2,503.12 |
|
| R3 |
2,545.70 |
2,531.70 |
2,494.21 |
|
| R2 |
2,513.30 |
2,513.30 |
2,491.24 |
|
| R1 |
2,499.30 |
2,499.30 |
2,488.27 |
2,506.30 |
| PP |
2,480.90 |
2,480.90 |
2,480.90 |
2,484.40 |
| S1 |
2,466.90 |
2,466.90 |
2,482.33 |
2,473.90 |
| S2 |
2,448.50 |
2,448.50 |
2,479.36 |
|
| S3 |
2,416.10 |
2,434.50 |
2,476.39 |
|
| S4 |
2,383.70 |
2,402.10 |
2,467.48 |
|
|
| Weekly Pivots for week ending 24-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.57 |
2,652.03 |
2,522.48 |
|
| R3 |
2,615.97 |
2,584.43 |
2,503.89 |
|
| R2 |
2,548.37 |
2,548.37 |
2,497.69 |
|
| R1 |
2,516.83 |
2,516.83 |
2,491.50 |
2,498.80 |
| PP |
2,480.77 |
2,480.77 |
2,480.77 |
2,471.75 |
| S1 |
2,449.23 |
2,449.23 |
2,479.10 |
2,431.20 |
| S2 |
2,413.17 |
2,413.17 |
2,472.91 |
|
| S3 |
2,345.57 |
2,381.63 |
2,466.71 |
|
| S4 |
2,277.97 |
2,314.03 |
2,448.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,512.30 |
2,444.70 |
67.60 |
2.7% |
41.82 |
1.7% |
60% |
False |
False |
|
| 10 |
2,533.60 |
2,427.10 |
106.50 |
4.3% |
43.73 |
1.8% |
55% |
False |
False |
|
| 20 |
2,533.60 |
2,391.30 |
142.30 |
5.7% |
41.73 |
1.7% |
66% |
False |
False |
|
| 40 |
2,533.60 |
2,260.60 |
273.00 |
11.0% |
41.30 |
1.7% |
82% |
False |
False |
|
| 60 |
2,533.60 |
2,188.50 |
345.10 |
13.9% |
45.70 |
1.8% |
86% |
False |
False |
|
| 80 |
2,533.60 |
2,180.50 |
353.10 |
14.2% |
50.49 |
2.0% |
86% |
False |
False |
|
| 100 |
2,533.60 |
2,180.50 |
353.10 |
14.2% |
49.47 |
2.0% |
86% |
False |
False |
|
| 120 |
2,533.60 |
2,134.40 |
399.20 |
16.1% |
48.64 |
2.0% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.60 |
|
2.618 |
2,579.72 |
|
1.618 |
2,547.32 |
|
1.000 |
2,527.30 |
|
0.618 |
2,514.92 |
|
HIGH |
2,494.90 |
|
0.618 |
2,482.52 |
|
0.500 |
2,478.70 |
|
0.382 |
2,474.88 |
|
LOW |
2,462.50 |
|
0.618 |
2,442.48 |
|
1.000 |
2,430.10 |
|
1.618 |
2,410.08 |
|
2.618 |
2,377.68 |
|
4.250 |
2,324.80 |
|
|