| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-1987 |
07-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,559.00 |
2,597.30 |
38.30 |
1.5% |
2,565.10 |
| High |
2,600.90 |
2,611.90 |
11.00 |
0.4% |
2,611.90 |
| Low |
2,551.80 |
2,576.20 |
24.40 |
1.0% |
2,526.00 |
| Close |
2,594.20 |
2,592.00 |
-2.20 |
-0.1% |
2,592.00 |
| Range |
49.10 |
35.70 |
-13.40 |
-27.3% |
85.90 |
| ATR |
44.08 |
43.48 |
-0.60 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.47 |
2,681.93 |
2,611.64 |
|
| R3 |
2,664.77 |
2,646.23 |
2,601.82 |
|
| R2 |
2,629.07 |
2,629.07 |
2,598.55 |
|
| R1 |
2,610.53 |
2,610.53 |
2,595.27 |
2,601.95 |
| PP |
2,593.37 |
2,593.37 |
2,593.37 |
2,589.08 |
| S1 |
2,574.83 |
2,574.83 |
2,588.73 |
2,566.25 |
| S2 |
2,557.67 |
2,557.67 |
2,585.46 |
|
| S3 |
2,521.97 |
2,539.13 |
2,582.18 |
|
| S4 |
2,486.27 |
2,503.43 |
2,572.37 |
|
|
| Weekly Pivots for week ending 07-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.33 |
2,799.07 |
2,639.25 |
|
| R3 |
2,748.43 |
2,713.17 |
2,615.62 |
|
| R2 |
2,662.53 |
2,662.53 |
2,607.75 |
|
| R1 |
2,627.27 |
2,627.27 |
2,599.87 |
2,644.90 |
| PP |
2,576.63 |
2,576.63 |
2,576.63 |
2,585.45 |
| S1 |
2,541.37 |
2,541.37 |
2,584.13 |
2,559.00 |
| S2 |
2,490.73 |
2,490.73 |
2,576.25 |
|
| S3 |
2,404.83 |
2,455.47 |
2,568.38 |
|
| S4 |
2,318.93 |
2,369.57 |
2,544.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,611.90 |
2,526.00 |
85.90 |
3.3% |
44.34 |
1.7% |
77% |
True |
False |
|
| 10 |
2,611.90 |
2,468.80 |
143.10 |
5.5% |
44.61 |
1.7% |
86% |
True |
False |
|
| 20 |
2,611.90 |
2,427.10 |
184.80 |
7.1% |
44.17 |
1.7% |
89% |
True |
False |
|
| 40 |
2,611.90 |
2,360.70 |
251.20 |
9.7% |
41.33 |
1.6% |
92% |
True |
False |
|
| 60 |
2,611.90 |
2,188.50 |
423.40 |
16.3% |
43.77 |
1.7% |
95% |
True |
False |
|
| 80 |
2,611.90 |
2,180.50 |
431.40 |
16.6% |
48.06 |
1.9% |
95% |
True |
False |
|
| 100 |
2,611.90 |
2,180.50 |
431.40 |
16.6% |
49.72 |
1.9% |
95% |
True |
False |
|
| 120 |
2,611.90 |
2,180.50 |
431.40 |
16.6% |
48.51 |
1.9% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.63 |
|
2.618 |
2,705.36 |
|
1.618 |
2,669.66 |
|
1.000 |
2,647.60 |
|
0.618 |
2,633.96 |
|
HIGH |
2,611.90 |
|
0.618 |
2,598.26 |
|
0.500 |
2,594.05 |
|
0.382 |
2,589.84 |
|
LOW |
2,576.20 |
|
0.618 |
2,554.14 |
|
1.000 |
2,540.50 |
|
1.618 |
2,518.44 |
|
2.618 |
2,482.74 |
|
4.250 |
2,424.48 |
|
|