| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-1987 |
04-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,565.10 |
2,546.60 |
-18.50 |
-0.7% |
2,488.20 |
| High |
2,585.30 |
2,568.70 |
-16.60 |
-0.6% |
2,588.30 |
| Low |
2,536.70 |
2,526.00 |
-10.70 |
-0.4% |
2,468.80 |
| Close |
2,557.10 |
2,546.70 |
-10.40 |
-0.4% |
2,572.10 |
| Range |
48.60 |
42.70 |
-5.90 |
-12.1% |
119.50 |
| ATR |
43.62 |
43.55 |
-0.07 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.23 |
2,653.67 |
2,570.19 |
|
| R3 |
2,632.53 |
2,610.97 |
2,558.44 |
|
| R2 |
2,589.83 |
2,589.83 |
2,554.53 |
|
| R1 |
2,568.27 |
2,568.27 |
2,550.61 |
2,579.05 |
| PP |
2,547.13 |
2,547.13 |
2,547.13 |
2,552.53 |
| S1 |
2,525.57 |
2,525.57 |
2,542.79 |
2,536.35 |
| S2 |
2,504.43 |
2,504.43 |
2,538.87 |
|
| S3 |
2,461.73 |
2,482.87 |
2,534.96 |
|
| S4 |
2,419.03 |
2,440.17 |
2,523.22 |
|
|
| 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 |
2,501.60 |
86.70 |
3.4% |
45.00 |
1.8% |
52% |
False |
False |
|
| 10 |
2,588.30 |
2,447.10 |
141.20 |
5.5% |
43.39 |
1.7% |
71% |
False |
False |
|
| 20 |
2,588.30 |
2,427.10 |
161.20 |
6.3% |
43.43 |
1.7% |
74% |
False |
False |
|
| 40 |
2,588.30 |
2,328.60 |
259.70 |
10.2% |
41.42 |
1.6% |
84% |
False |
False |
|
| 60 |
2,588.30 |
2,188.50 |
399.80 |
15.7% |
44.45 |
1.7% |
90% |
False |
False |
|
| 80 |
2,588.30 |
2,180.50 |
407.80 |
16.0% |
49.07 |
1.9% |
90% |
False |
False |
|
| 100 |
2,588.30 |
2,180.50 |
407.80 |
16.0% |
49.67 |
2.0% |
90% |
False |
False |
|
| 120 |
2,588.30 |
2,146.10 |
442.20 |
17.4% |
48.81 |
1.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,750.18 |
|
2.618 |
2,680.49 |
|
1.618 |
2,637.79 |
|
1.000 |
2,611.40 |
|
0.618 |
2,595.09 |
|
HIGH |
2,568.70 |
|
0.618 |
2,552.39 |
|
0.500 |
2,547.35 |
|
0.382 |
2,542.31 |
|
LOW |
2,526.00 |
|
0.618 |
2,499.61 |
|
1.000 |
2,483.30 |
|
1.618 |
2,456.91 |
|
2.618 |
2,414.21 |
|
4.250 |
2,344.53 |
|
|