| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-1987 |
19-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,668.70 |
2,649.60 |
-19.10 |
-0.7% |
2,599.70 |
| High |
2,691.00 |
2,676.20 |
-14.80 |
-0.5% |
2,714.90 |
| Low |
2,626.60 |
2,628.20 |
1.60 |
0.1% |
2,587.90 |
| Close |
2,654.70 |
2,665.80 |
11.10 |
0.4% |
2,685.40 |
| Range |
64.40 |
48.00 |
-16.40 |
-25.5% |
127.00 |
| ATR |
48.36 |
48.33 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.73 |
2,781.27 |
2,692.20 |
|
| R3 |
2,752.73 |
2,733.27 |
2,679.00 |
|
| R2 |
2,704.73 |
2,704.73 |
2,674.60 |
|
| R1 |
2,685.27 |
2,685.27 |
2,670.20 |
2,695.00 |
| PP |
2,656.73 |
2,656.73 |
2,656.73 |
2,661.60 |
| S1 |
2,637.27 |
2,637.27 |
2,661.40 |
2,647.00 |
| S2 |
2,608.73 |
2,608.73 |
2,657.00 |
|
| S3 |
2,560.73 |
2,589.27 |
2,652.60 |
|
| S4 |
2,512.73 |
2,541.27 |
2,639.40 |
|
|
| 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% |
52.70 |
2.0% |
44% |
False |
False |
|
| 10 |
2,714.90 |
2,551.80 |
163.10 |
6.1% |
50.92 |
1.9% |
70% |
False |
False |
|
| 20 |
2,714.90 |
2,447.10 |
267.80 |
10.0% |
47.43 |
1.8% |
82% |
False |
False |
|
| 40 |
2,714.90 |
2,391.30 |
323.60 |
12.1% |
44.34 |
1.7% |
85% |
False |
False |
|
| 60 |
2,714.90 |
2,260.60 |
454.30 |
17.0% |
43.77 |
1.6% |
89% |
False |
False |
|
| 80 |
2,714.90 |
2,188.50 |
526.40 |
19.7% |
46.55 |
1.7% |
91% |
False |
False |
|
| 100 |
2,714.90 |
2,180.50 |
534.40 |
20.0% |
50.27 |
1.9% |
91% |
False |
False |
|
| 120 |
2,714.90 |
2,180.50 |
534.40 |
20.0% |
49.01 |
1.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.20 |
|
2.618 |
2,801.86 |
|
1.618 |
2,753.86 |
|
1.000 |
2,724.20 |
|
0.618 |
2,705.86 |
|
HIGH |
2,676.20 |
|
0.618 |
2,657.86 |
|
0.500 |
2,652.20 |
|
0.382 |
2,646.54 |
|
LOW |
2,628.20 |
|
0.618 |
2,598.54 |
|
1.000 |
2,580.20 |
|
1.618 |
2,550.54 |
|
2.618 |
2,502.54 |
|
4.250 |
2,424.20 |
|
|