| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-1987 |
10-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,597.30 |
2,599.70 |
2.40 |
0.1% |
2,565.10 |
| High |
2,611.90 |
2,640.20 |
28.30 |
1.1% |
2,611.90 |
| Low |
2,576.20 |
2,587.90 |
11.70 |
0.5% |
2,526.00 |
| Close |
2,592.00 |
2,635.80 |
43.80 |
1.7% |
2,592.00 |
| Range |
35.70 |
52.30 |
16.60 |
46.5% |
85.90 |
| ATR |
43.48 |
44.11 |
0.63 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.20 |
2,759.30 |
2,664.57 |
|
| R3 |
2,725.90 |
2,707.00 |
2,650.18 |
|
| R2 |
2,673.60 |
2,673.60 |
2,645.39 |
|
| R1 |
2,654.70 |
2,654.70 |
2,640.59 |
2,664.15 |
| PP |
2,621.30 |
2,621.30 |
2,621.30 |
2,626.03 |
| S1 |
2,602.40 |
2,602.40 |
2,631.01 |
2,611.85 |
| S2 |
2,569.00 |
2,569.00 |
2,626.21 |
|
| S3 |
2,516.70 |
2,550.10 |
2,621.42 |
|
| S4 |
2,464.40 |
2,497.80 |
2,607.04 |
|
|
| 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 |
2,640.20 |
2,526.00 |
114.20 |
4.3% |
45.08 |
1.7% |
96% |
True |
False |
|
| 10 |
2,640.20 |
2,489.30 |
150.90 |
5.7% |
45.56 |
1.7% |
97% |
True |
False |
|
| 20 |
2,640.20 |
2,442.60 |
197.60 |
7.5% |
44.63 |
1.7% |
98% |
True |
False |
|
| 40 |
2,640.20 |
2,374.40 |
265.80 |
10.1% |
41.67 |
1.6% |
98% |
True |
False |
|
| 60 |
2,640.20 |
2,188.50 |
451.70 |
17.1% |
43.94 |
1.7% |
99% |
True |
False |
|
| 80 |
2,640.20 |
2,180.50 |
459.70 |
17.4% |
47.91 |
1.8% |
99% |
True |
False |
|
| 100 |
2,640.20 |
2,180.50 |
459.70 |
17.4% |
49.71 |
1.9% |
99% |
True |
False |
|
| 120 |
2,640.20 |
2,180.50 |
459.70 |
17.4% |
48.50 |
1.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.48 |
|
2.618 |
2,777.12 |
|
1.618 |
2,724.82 |
|
1.000 |
2,692.50 |
|
0.618 |
2,672.52 |
|
HIGH |
2,640.20 |
|
0.618 |
2,620.22 |
|
0.500 |
2,614.05 |
|
0.382 |
2,607.88 |
|
LOW |
2,587.90 |
|
0.618 |
2,555.58 |
|
1.000 |
2,535.60 |
|
1.618 |
2,503.28 |
|
2.618 |
2,450.98 |
|
4.250 |
2,365.63 |
|
|