| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-1987 |
17-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,686.50 |
2,689.40 |
2.90 |
0.1% |
2,599.70 |
| High |
2,713.30 |
2,714.00 |
0.70 |
0.0% |
2,714.90 |
| Low |
2,660.10 |
2,674.40 |
14.30 |
0.5% |
2,587.90 |
| Close |
2,685.40 |
2,700.60 |
15.20 |
0.6% |
2,685.40 |
| Range |
53.20 |
39.60 |
-13.60 |
-25.6% |
127.00 |
| ATR |
46.90 |
46.38 |
-0.52 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.13 |
2,797.47 |
2,722.38 |
|
| R3 |
2,775.53 |
2,757.87 |
2,711.49 |
|
| R2 |
2,735.93 |
2,735.93 |
2,707.86 |
|
| R1 |
2,718.27 |
2,718.27 |
2,704.23 |
2,727.10 |
| PP |
2,696.33 |
2,696.33 |
2,696.33 |
2,700.75 |
| S1 |
2,678.67 |
2,678.67 |
2,696.97 |
2,687.50 |
| S2 |
2,656.73 |
2,656.73 |
2,693.34 |
|
| S3 |
2,617.13 |
2,639.07 |
2,689.71 |
|
| S4 |
2,577.53 |
2,599.47 |
2,678.82 |
|
|
| Weekly Pivots for week ending 14-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.73 |
2,991.57 |
2,755.25 |
|
| R3 |
2,916.73 |
2,864.57 |
2,720.33 |
|
| R2 |
2,789.73 |
2,789.73 |
2,708.68 |
|
| R1 |
2,737.57 |
2,737.57 |
2,697.04 |
2,763.65 |
| PP |
2,662.73 |
2,662.73 |
2,662.73 |
2,675.78 |
| S1 |
2,610.57 |
2,610.57 |
2,673.76 |
2,636.65 |
| S2 |
2,535.73 |
2,535.73 |
2,662.12 |
|
| S3 |
2,408.73 |
2,483.57 |
2,650.48 |
|
| S4 |
2,281.73 |
2,356.57 |
2,615.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,714.90 |
2,635.50 |
79.40 |
2.9% |
51.94 |
1.9% |
82% |
False |
False |
|
| 10 |
2,714.90 |
2,526.00 |
188.90 |
7.0% |
48.51 |
1.8% |
92% |
False |
False |
|
| 20 |
2,714.90 |
2,444.70 |
270.20 |
10.0% |
46.59 |
1.7% |
95% |
False |
False |
|
| 40 |
2,714.90 |
2,391.30 |
323.60 |
12.0% |
43.64 |
1.6% |
96% |
False |
False |
|
| 60 |
2,714.90 |
2,220.20 |
494.70 |
18.3% |
43.41 |
1.6% |
97% |
False |
False |
|
| 80 |
2,714.90 |
2,180.50 |
534.40 |
19.8% |
46.92 |
1.7% |
97% |
False |
False |
|
| 100 |
2,714.90 |
2,180.50 |
534.40 |
19.8% |
50.14 |
1.9% |
97% |
False |
False |
|
| 120 |
2,714.90 |
2,180.50 |
534.40 |
19.8% |
48.71 |
1.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,882.30 |
|
2.618 |
2,817.67 |
|
1.618 |
2,778.07 |
|
1.000 |
2,753.60 |
|
0.618 |
2,738.47 |
|
HIGH |
2,714.00 |
|
0.618 |
2,698.87 |
|
0.500 |
2,694.20 |
|
0.382 |
2,689.53 |
|
LOW |
2,674.40 |
|
0.618 |
2,649.93 |
|
1.000 |
2,634.80 |
|
1.618 |
2,610.33 |
|
2.618 |
2,570.73 |
|
4.250 |
2,506.10 |
|
|