| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1987 |
20-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,649.60 |
2,677.10 |
27.50 |
1.0% |
2,599.70 |
| High |
2,676.20 |
2,714.60 |
38.40 |
1.4% |
2,714.90 |
| Low |
2,628.20 |
2,666.00 |
37.80 |
1.4% |
2,587.90 |
| Close |
2,665.80 |
2,707.00 |
41.20 |
1.5% |
2,685.40 |
| Range |
48.00 |
48.60 |
0.60 |
1.3% |
127.00 |
| ATR |
48.33 |
48.36 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.67 |
2,822.93 |
2,733.73 |
|
| R3 |
2,793.07 |
2,774.33 |
2,720.37 |
|
| R2 |
2,744.47 |
2,744.47 |
2,715.91 |
|
| R1 |
2,725.73 |
2,725.73 |
2,711.46 |
2,735.10 |
| PP |
2,695.87 |
2,695.87 |
2,695.87 |
2,700.55 |
| S1 |
2,677.13 |
2,677.13 |
2,702.55 |
2,686.50 |
| S2 |
2,647.27 |
2,647.27 |
2,698.09 |
|
| S3 |
2,598.67 |
2,628.53 |
2,693.64 |
|
| S4 |
2,550.07 |
2,579.93 |
2,680.27 |
|
|
| 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 |
2,714.60 |
2,626.60 |
88.00 |
3.3% |
50.76 |
1.9% |
91% |
True |
False |
|
| 10 |
2,714.90 |
2,576.20 |
138.70 |
5.1% |
50.87 |
1.9% |
94% |
False |
False |
|
| 20 |
2,714.90 |
2,462.50 |
252.40 |
9.3% |
47.58 |
1.8% |
97% |
False |
False |
|
| 40 |
2,714.90 |
2,391.30 |
323.60 |
12.0% |
44.59 |
1.6% |
98% |
False |
False |
|
| 60 |
2,714.90 |
2,260.60 |
454.30 |
16.8% |
43.82 |
1.6% |
98% |
False |
False |
|
| 80 |
2,714.90 |
2,188.50 |
526.40 |
19.4% |
46.45 |
1.7% |
98% |
False |
False |
|
| 100 |
2,714.90 |
2,180.50 |
534.40 |
19.7% |
50.02 |
1.8% |
99% |
False |
False |
|
| 120 |
2,714.90 |
2,180.50 |
534.40 |
19.7% |
49.14 |
1.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.15 |
|
2.618 |
2,841.83 |
|
1.618 |
2,793.23 |
|
1.000 |
2,763.20 |
|
0.618 |
2,744.63 |
|
HIGH |
2,714.60 |
|
0.618 |
2,696.03 |
|
0.500 |
2,690.30 |
|
0.382 |
2,684.57 |
|
LOW |
2,666.00 |
|
0.618 |
2,635.97 |
|
1.000 |
2,617.40 |
|
1.618 |
2,587.37 |
|
2.618 |
2,538.77 |
|
4.250 |
2,459.45 |
|
|