| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-1987 |
29-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,511.00 |
2,511.20 |
0.20 |
0.0% |
2,502.90 |
| High |
2,537.20 |
2,548.50 |
11.30 |
0.4% |
2,512.30 |
| Low |
2,489.30 |
2,501.60 |
12.30 |
0.5% |
2,444.70 |
| Close |
2,519.80 |
2,539.50 |
19.70 |
0.8% |
2,485.30 |
| Range |
47.90 |
46.90 |
-1.00 |
-2.1% |
67.60 |
| ATR |
42.96 |
43.24 |
0.28 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.57 |
2,651.93 |
2,565.30 |
|
| R3 |
2,623.67 |
2,605.03 |
2,552.40 |
|
| R2 |
2,576.77 |
2,576.77 |
2,548.10 |
|
| R1 |
2,558.13 |
2,558.13 |
2,543.80 |
2,567.45 |
| PP |
2,529.87 |
2,529.87 |
2,529.87 |
2,534.53 |
| S1 |
2,511.23 |
2,511.23 |
2,535.20 |
2,520.55 |
| S2 |
2,482.97 |
2,482.97 |
2,530.90 |
|
| S3 |
2,436.07 |
2,464.33 |
2,526.60 |
|
| S4 |
2,389.17 |
2,417.43 |
2,513.71 |
|
|
| 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 |
2,548.50 |
2,447.10 |
101.40 |
4.0% |
43.12 |
1.7% |
91% |
True |
False |
|
| 10 |
2,548.50 |
2,444.70 |
103.80 |
4.1% |
43.43 |
1.7% |
91% |
True |
False |
|
| 20 |
2,548.50 |
2,391.30 |
157.20 |
6.2% |
42.52 |
1.7% |
94% |
True |
False |
|
| 40 |
2,548.50 |
2,283.40 |
265.10 |
10.4% |
41.25 |
1.6% |
97% |
True |
False |
|
| 60 |
2,548.50 |
2,188.50 |
360.00 |
14.2% |
45.15 |
1.8% |
98% |
True |
False |
|
| 80 |
2,548.50 |
2,180.50 |
368.00 |
14.5% |
49.75 |
2.0% |
98% |
True |
False |
|
| 100 |
2,548.50 |
2,180.50 |
368.00 |
14.5% |
49.57 |
2.0% |
98% |
True |
False |
|
| 120 |
2,548.50 |
2,134.40 |
414.10 |
16.3% |
48.67 |
1.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.83 |
|
2.618 |
2,671.28 |
|
1.618 |
2,624.38 |
|
1.000 |
2,595.40 |
|
0.618 |
2,577.48 |
|
HIGH |
2,548.50 |
|
0.618 |
2,530.58 |
|
0.500 |
2,525.05 |
|
0.382 |
2,519.52 |
|
LOW |
2,501.60 |
|
0.618 |
2,472.62 |
|
1.000 |
2,454.70 |
|
1.618 |
2,425.72 |
|
2.618 |
2,378.82 |
|
4.250 |
2,302.28 |
|
|