| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-1987 |
05-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,546.60 |
2,566.70 |
20.10 |
0.8% |
2,488.20 |
| High |
2,568.70 |
2,586.60 |
17.90 |
0.7% |
2,588.30 |
| Low |
2,526.00 |
2,541.00 |
15.00 |
0.6% |
2,468.80 |
| Close |
2,546.70 |
2,566.70 |
20.00 |
0.8% |
2,572.10 |
| Range |
42.70 |
45.60 |
2.90 |
6.8% |
119.50 |
| ATR |
43.55 |
43.70 |
0.15 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.57 |
2,679.73 |
2,591.78 |
|
| R3 |
2,655.97 |
2,634.13 |
2,579.24 |
|
| R2 |
2,610.37 |
2,610.37 |
2,575.06 |
|
| R1 |
2,588.53 |
2,588.53 |
2,570.88 |
2,589.50 |
| PP |
2,564.77 |
2,564.77 |
2,564.77 |
2,565.25 |
| S1 |
2,542.93 |
2,542.93 |
2,562.52 |
2,543.90 |
| S2 |
2,519.17 |
2,519.17 |
2,558.34 |
|
| S3 |
2,473.57 |
2,497.33 |
2,554.16 |
|
| S4 |
2,427.97 |
2,451.73 |
2,541.62 |
|
|
| 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 |
2,526.00 |
62.30 |
2.4% |
44.74 |
1.7% |
65% |
False |
False |
|
| 10 |
2,588.30 |
2,447.10 |
141.20 |
5.5% |
43.93 |
1.7% |
85% |
False |
False |
|
| 20 |
2,588.30 |
2,427.10 |
161.20 |
6.3% |
43.53 |
1.7% |
87% |
False |
False |
|
| 40 |
2,588.30 |
2,328.60 |
259.70 |
10.1% |
41.70 |
1.6% |
92% |
False |
False |
|
| 60 |
2,588.30 |
2,188.50 |
399.80 |
15.6% |
43.83 |
1.7% |
95% |
False |
False |
|
| 80 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
48.97 |
1.9% |
95% |
False |
False |
|
| 100 |
2,588.30 |
2,180.50 |
407.80 |
15.9% |
49.75 |
1.9% |
95% |
False |
False |
|
| 120 |
2,588.30 |
2,148.80 |
439.50 |
17.1% |
48.72 |
1.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.40 |
|
2.618 |
2,705.98 |
|
1.618 |
2,660.38 |
|
1.000 |
2,632.20 |
|
0.618 |
2,614.78 |
|
HIGH |
2,586.60 |
|
0.618 |
2,569.18 |
|
0.500 |
2,563.80 |
|
0.382 |
2,558.42 |
|
LOW |
2,541.00 |
|
0.618 |
2,512.82 |
|
1.000 |
2,495.40 |
|
1.618 |
2,467.22 |
|
2.618 |
2,421.62 |
|
4.250 |
2,347.20 |
|
|