| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1987 |
06-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,566.70 |
2,559.00 |
-7.70 |
-0.3% |
2,488.20 |
| High |
2,586.60 |
2,600.90 |
14.30 |
0.6% |
2,588.30 |
| Low |
2,541.00 |
2,551.80 |
10.80 |
0.4% |
2,468.80 |
| Close |
2,566.70 |
2,594.20 |
27.50 |
1.1% |
2,572.10 |
| Range |
45.60 |
49.10 |
3.50 |
7.7% |
119.50 |
| ATR |
43.70 |
44.08 |
0.39 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.60 |
2,711.00 |
2,621.21 |
|
| R3 |
2,680.50 |
2,661.90 |
2,607.70 |
|
| R2 |
2,631.40 |
2,631.40 |
2,603.20 |
|
| R1 |
2,612.80 |
2,612.80 |
2,598.70 |
2,622.10 |
| PP |
2,582.30 |
2,582.30 |
2,582.30 |
2,586.95 |
| S1 |
2,563.70 |
2,563.70 |
2,589.70 |
2,573.00 |
| S2 |
2,533.20 |
2,533.20 |
2,585.20 |
|
| S3 |
2,484.10 |
2,514.60 |
2,580.70 |
|
| S4 |
2,435.00 |
2,465.50 |
2,567.20 |
|
|
| 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 |
2,600.90 |
2,526.00 |
74.90 |
2.9% |
44.66 |
1.7% |
91% |
True |
False |
|
| 10 |
2,600.90 |
2,462.50 |
138.40 |
5.3% |
44.28 |
1.7% |
95% |
True |
False |
|
| 20 |
2,600.90 |
2,427.10 |
173.80 |
6.7% |
44.12 |
1.7% |
96% |
True |
False |
|
| 40 |
2,600.90 |
2,341.90 |
259.00 |
10.0% |
41.40 |
1.6% |
97% |
True |
False |
|
| 60 |
2,600.90 |
2,188.50 |
412.40 |
15.9% |
43.93 |
1.7% |
98% |
True |
False |
|
| 80 |
2,600.90 |
2,180.50 |
420.40 |
16.2% |
48.61 |
1.9% |
98% |
True |
False |
|
| 100 |
2,600.90 |
2,180.50 |
420.40 |
16.2% |
49.86 |
1.9% |
98% |
True |
False |
|
| 120 |
2,600.90 |
2,180.50 |
420.40 |
16.2% |
48.69 |
1.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,809.58 |
|
2.618 |
2,729.44 |
|
1.618 |
2,680.34 |
|
1.000 |
2,650.00 |
|
0.618 |
2,631.24 |
|
HIGH |
2,600.90 |
|
0.618 |
2,582.14 |
|
0.500 |
2,576.35 |
|
0.382 |
2,570.56 |
|
LOW |
2,551.80 |
|
0.618 |
2,521.46 |
|
1.000 |
2,502.70 |
|
1.618 |
2,472.36 |
|
2.618 |
2,423.26 |
|
4.250 |
2,343.13 |
|
|