| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1987 |
12-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,652.10 |
2,671.20 |
19.10 |
0.7% |
2,565.10 |
| High |
2,692.00 |
2,700.70 |
8.70 |
0.3% |
2,611.90 |
| Low |
2,635.50 |
2,648.60 |
13.10 |
0.5% |
2,526.00 |
| Close |
2,680.50 |
2,669.30 |
-11.20 |
-0.4% |
2,592.00 |
| Range |
56.50 |
52.10 |
-4.40 |
-7.8% |
85.90 |
| ATR |
45.00 |
45.51 |
0.51 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.17 |
2,801.33 |
2,697.96 |
|
| R3 |
2,777.07 |
2,749.23 |
2,683.63 |
|
| R2 |
2,724.97 |
2,724.97 |
2,678.85 |
|
| R1 |
2,697.13 |
2,697.13 |
2,674.08 |
2,685.00 |
| PP |
2,672.87 |
2,672.87 |
2,672.87 |
2,666.80 |
| S1 |
2,645.03 |
2,645.03 |
2,664.52 |
2,632.90 |
| S2 |
2,620.77 |
2,620.77 |
2,659.75 |
|
| S3 |
2,568.67 |
2,592.93 |
2,654.97 |
|
| S4 |
2,516.57 |
2,540.83 |
2,640.65 |
|
|
| 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 |
2,700.70 |
2,551.80 |
148.90 |
5.6% |
49.14 |
1.8% |
79% |
True |
False |
|
| 10 |
2,700.70 |
2,526.00 |
174.70 |
6.5% |
46.94 |
1.8% |
82% |
True |
False |
|
| 20 |
2,700.70 |
2,444.70 |
256.00 |
9.6% |
45.19 |
1.7% |
88% |
True |
False |
|
| 40 |
2,700.70 |
2,386.50 |
314.20 |
11.8% |
42.53 |
1.6% |
90% |
True |
False |
|
| 60 |
2,700.70 |
2,188.50 |
512.20 |
19.2% |
43.86 |
1.6% |
94% |
True |
False |
|
| 80 |
2,700.70 |
2,180.50 |
520.20 |
19.5% |
47.96 |
1.8% |
94% |
True |
False |
|
| 100 |
2,700.70 |
2,180.50 |
520.20 |
19.5% |
49.92 |
1.9% |
94% |
True |
False |
|
| 120 |
2,700.70 |
2,180.50 |
520.20 |
19.5% |
48.65 |
1.8% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.13 |
|
2.618 |
2,837.10 |
|
1.618 |
2,785.00 |
|
1.000 |
2,752.80 |
|
0.618 |
2,732.90 |
|
HIGH |
2,700.70 |
|
0.618 |
2,680.80 |
|
0.500 |
2,674.65 |
|
0.382 |
2,668.50 |
|
LOW |
2,648.60 |
|
0.618 |
2,616.40 |
|
1.000 |
2,596.50 |
|
1.618 |
2,564.30 |
|
2.618 |
2,512.20 |
|
4.250 |
2,427.18 |
|
|