| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-1987 |
18-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,689.40 |
2,668.70 |
-20.70 |
-0.8% |
2,599.70 |
| High |
2,714.00 |
2,691.00 |
-23.00 |
-0.8% |
2,714.90 |
| Low |
2,674.40 |
2,626.60 |
-47.80 |
-1.8% |
2,587.90 |
| Close |
2,700.60 |
2,654.70 |
-45.90 |
-1.7% |
2,685.40 |
| Range |
39.60 |
64.40 |
24.80 |
62.6% |
127.00 |
| ATR |
46.38 |
48.36 |
1.97 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.63 |
2,817.07 |
2,690.12 |
|
| R3 |
2,786.23 |
2,752.67 |
2,672.41 |
|
| R2 |
2,721.83 |
2,721.83 |
2,666.51 |
|
| R1 |
2,688.27 |
2,688.27 |
2,660.60 |
2,672.85 |
| PP |
2,657.43 |
2,657.43 |
2,657.43 |
2,649.73 |
| S1 |
2,623.87 |
2,623.87 |
2,648.80 |
2,608.45 |
| S2 |
2,593.03 |
2,593.03 |
2,642.89 |
|
| S3 |
2,528.63 |
2,559.47 |
2,636.99 |
|
| S4 |
2,464.23 |
2,495.07 |
2,619.28 |
|
|
| 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 |
2,626.60 |
88.30 |
3.3% |
53.52 |
2.0% |
32% |
False |
True |
|
| 10 |
2,714.90 |
2,541.00 |
173.90 |
6.6% |
50.68 |
1.9% |
65% |
False |
False |
|
| 20 |
2,714.90 |
2,447.10 |
267.80 |
10.1% |
47.04 |
1.8% |
78% |
False |
False |
|
| 40 |
2,714.90 |
2,391.30 |
323.60 |
12.2% |
44.25 |
1.7% |
81% |
False |
False |
|
| 60 |
2,714.90 |
2,252.90 |
462.00 |
17.4% |
43.85 |
1.7% |
87% |
False |
False |
|
| 80 |
2,714.90 |
2,180.50 |
534.40 |
20.1% |
47.00 |
1.8% |
89% |
False |
False |
|
| 100 |
2,714.90 |
2,180.50 |
534.40 |
20.1% |
50.39 |
1.9% |
89% |
False |
False |
|
| 120 |
2,714.90 |
2,180.50 |
534.40 |
20.1% |
48.89 |
1.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.70 |
|
2.618 |
2,859.60 |
|
1.618 |
2,795.20 |
|
1.000 |
2,755.40 |
|
0.618 |
2,730.80 |
|
HIGH |
2,691.00 |
|
0.618 |
2,666.40 |
|
0.500 |
2,658.80 |
|
0.382 |
2,651.20 |
|
LOW |
2,626.60 |
|
0.618 |
2,586.80 |
|
1.000 |
2,562.20 |
|
1.618 |
2,522.40 |
|
2.618 |
2,458.00 |
|
4.250 |
2,352.90 |
|
|