| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-1987 |
03-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,574.30 |
2,565.10 |
-9.20 |
-0.4% |
2,488.20 |
| High |
2,588.30 |
2,585.30 |
-3.00 |
-0.1% |
2,588.30 |
| Low |
2,551.00 |
2,536.70 |
-14.30 |
-0.6% |
2,468.80 |
| Close |
2,572.10 |
2,557.10 |
-15.00 |
-0.6% |
2,572.10 |
| Range |
37.30 |
48.60 |
11.30 |
30.3% |
119.50 |
| ATR |
43.23 |
43.62 |
0.38 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.50 |
2,679.90 |
2,583.83 |
|
| R3 |
2,656.90 |
2,631.30 |
2,570.47 |
|
| R2 |
2,608.30 |
2,608.30 |
2,566.01 |
|
| R1 |
2,582.70 |
2,582.70 |
2,561.56 |
2,571.20 |
| PP |
2,559.70 |
2,559.70 |
2,559.70 |
2,553.95 |
| S1 |
2,534.10 |
2,534.10 |
2,552.65 |
2,522.60 |
| S2 |
2,511.10 |
2,511.10 |
2,548.19 |
|
| S3 |
2,462.50 |
2,485.50 |
2,543.74 |
|
| S4 |
2,413.90 |
2,436.90 |
2,530.37 |
|
|
| Weekly Pivots for week ending 31-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.57 |
2,856.33 |
2,637.83 |
|
| R3 |
2,782.07 |
2,736.83 |
2,604.96 |
|
| R2 |
2,662.57 |
2,662.57 |
2,594.01 |
|
| R1 |
2,617.33 |
2,617.33 |
2,583.05 |
2,639.95 |
| PP |
2,543.07 |
2,543.07 |
2,543.07 |
2,554.38 |
| S1 |
2,497.83 |
2,497.83 |
2,561.15 |
2,520.45 |
| S2 |
2,423.57 |
2,423.57 |
2,550.19 |
|
| S3 |
2,304.07 |
2,378.33 |
2,539.24 |
|
| S4 |
2,184.57 |
2,258.83 |
2,506.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,588.30 |
2,489.30 |
99.00 |
3.9% |
46.04 |
1.8% |
68% |
False |
False |
|
| 10 |
2,588.30 |
2,444.70 |
143.60 |
5.6% |
44.67 |
1.7% |
78% |
False |
False |
|
| 20 |
2,588.30 |
2,425.10 |
163.20 |
6.4% |
43.42 |
1.7% |
81% |
False |
False |
|
| 40 |
2,588.30 |
2,306.90 |
281.40 |
11.0% |
41.75 |
1.6% |
89% |
False |
False |
|
| 60 |
2,588.30 |
2,188.50 |
399.80 |
15.6% |
44.64 |
1.7% |
92% |
False |
False |
|
| 80 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
49.32 |
1.9% |
92% |
False |
False |
|
| 100 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
49.63 |
1.9% |
92% |
False |
False |
|
| 120 |
2,588.30 |
2,145.50 |
442.80 |
17.3% |
48.76 |
1.9% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.85 |
|
2.618 |
2,712.53 |
|
1.618 |
2,663.93 |
|
1.000 |
2,633.90 |
|
0.618 |
2,615.33 |
|
HIGH |
2,585.30 |
|
0.618 |
2,566.73 |
|
0.500 |
2,561.00 |
|
0.382 |
2,555.27 |
|
LOW |
2,536.70 |
|
0.618 |
2,506.67 |
|
1.000 |
2,488.10 |
|
1.618 |
2,458.07 |
|
2.618 |
2,409.47 |
|
4.250 |
2,330.15 |
|
|