| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1987 |
11-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,599.70 |
2,652.10 |
52.40 |
2.0% |
2,565.10 |
| High |
2,640.20 |
2,692.00 |
51.80 |
2.0% |
2,611.90 |
| Low |
2,587.90 |
2,635.50 |
47.60 |
1.8% |
2,526.00 |
| Close |
2,635.80 |
2,680.50 |
44.70 |
1.7% |
2,592.00 |
| Range |
52.30 |
56.50 |
4.20 |
8.0% |
85.90 |
| ATR |
44.11 |
45.00 |
0.88 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.83 |
2,816.17 |
2,711.58 |
|
| R3 |
2,782.33 |
2,759.67 |
2,696.04 |
|
| R2 |
2,725.83 |
2,725.83 |
2,690.86 |
|
| R1 |
2,703.17 |
2,703.17 |
2,685.68 |
2,714.50 |
| PP |
2,669.33 |
2,669.33 |
2,669.33 |
2,675.00 |
| S1 |
2,646.67 |
2,646.67 |
2,675.32 |
2,658.00 |
| S2 |
2,612.83 |
2,612.83 |
2,670.14 |
|
| S3 |
2,556.33 |
2,590.17 |
2,664.96 |
|
| S4 |
2,499.83 |
2,533.67 |
2,649.43 |
|
|
| 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 |
2,692.00 |
2,541.00 |
151.00 |
5.6% |
47.84 |
1.8% |
92% |
True |
False |
|
| 10 |
2,692.00 |
2,501.60 |
190.40 |
7.1% |
46.42 |
1.7% |
94% |
True |
False |
|
| 20 |
2,692.00 |
2,444.70 |
247.30 |
9.2% |
44.93 |
1.7% |
95% |
True |
False |
|
| 40 |
2,692.00 |
2,376.10 |
315.90 |
11.8% |
42.21 |
1.6% |
96% |
True |
False |
|
| 60 |
2,692.00 |
2,188.50 |
503.50 |
18.8% |
43.92 |
1.6% |
98% |
True |
False |
|
| 80 |
2,692.00 |
2,180.50 |
511.50 |
19.1% |
47.91 |
1.8% |
98% |
True |
False |
|
| 100 |
2,692.00 |
2,180.50 |
511.50 |
19.1% |
49.87 |
1.9% |
98% |
True |
False |
|
| 120 |
2,692.00 |
2,180.50 |
511.50 |
19.1% |
48.54 |
1.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.13 |
|
2.618 |
2,839.92 |
|
1.618 |
2,783.42 |
|
1.000 |
2,748.50 |
|
0.618 |
2,726.92 |
|
HIGH |
2,692.00 |
|
0.618 |
2,670.42 |
|
0.500 |
2,663.75 |
|
0.382 |
2,657.08 |
|
LOW |
2,635.50 |
|
0.618 |
2,600.58 |
|
1.000 |
2,579.00 |
|
1.618 |
2,544.08 |
|
2.618 |
2,487.58 |
|
4.250 |
2,395.38 |
|
|