| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-1987 |
28-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,488.20 |
2,511.00 |
22.80 |
0.9% |
2,502.90 |
| High |
2,511.60 |
2,537.20 |
25.60 |
1.0% |
2,512.30 |
| Low |
2,468.80 |
2,489.30 |
20.50 |
0.8% |
2,444.70 |
| Close |
2,493.90 |
2,519.80 |
25.90 |
1.0% |
2,485.30 |
| Range |
42.80 |
47.90 |
5.10 |
11.9% |
67.60 |
| ATR |
42.58 |
42.96 |
0.38 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.13 |
2,637.37 |
2,546.15 |
|
| R3 |
2,611.23 |
2,589.47 |
2,532.97 |
|
| R2 |
2,563.33 |
2,563.33 |
2,528.58 |
|
| R1 |
2,541.57 |
2,541.57 |
2,524.19 |
2,552.45 |
| PP |
2,515.43 |
2,515.43 |
2,515.43 |
2,520.88 |
| S1 |
2,493.67 |
2,493.67 |
2,515.41 |
2,504.55 |
| S2 |
2,467.53 |
2,467.53 |
2,511.02 |
|
| S3 |
2,419.63 |
2,445.77 |
2,506.63 |
|
| S4 |
2,371.73 |
2,397.87 |
2,493.46 |
|
|
| 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 |
2,537.20 |
2,447.10 |
90.10 |
3.6% |
41.78 |
1.7% |
81% |
True |
False |
|
| 10 |
2,537.20 |
2,444.70 |
92.50 |
3.7% |
43.44 |
1.7% |
81% |
True |
False |
|
| 20 |
2,537.20 |
2,391.30 |
145.90 |
5.8% |
42.93 |
1.7% |
88% |
True |
False |
|
| 40 |
2,537.20 |
2,260.60 |
276.60 |
11.0% |
41.22 |
1.6% |
94% |
True |
False |
|
| 60 |
2,537.20 |
2,188.50 |
348.70 |
13.8% |
45.22 |
1.8% |
95% |
True |
False |
|
| 80 |
2,537.20 |
2,180.50 |
356.70 |
14.2% |
50.34 |
2.0% |
95% |
True |
False |
|
| 100 |
2,537.20 |
2,180.50 |
356.70 |
14.2% |
49.52 |
2.0% |
95% |
True |
False |
|
| 120 |
2,537.20 |
2,134.40 |
402.80 |
16.0% |
48.68 |
1.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.78 |
|
2.618 |
2,662.60 |
|
1.618 |
2,614.70 |
|
1.000 |
2,585.10 |
|
0.618 |
2,566.80 |
|
HIGH |
2,537.20 |
|
0.618 |
2,518.90 |
|
0.500 |
2,513.25 |
|
0.382 |
2,507.60 |
|
LOW |
2,489.30 |
|
0.618 |
2,459.70 |
|
1.000 |
2,441.40 |
|
1.618 |
2,411.80 |
|
2.618 |
2,363.90 |
|
4.250 |
2,285.73 |
|
|