| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1987 |
21-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,677.10 |
2,716.00 |
38.90 |
1.5% |
2,689.40 |
| High |
2,714.60 |
2,735.50 |
20.90 |
0.8% |
2,735.50 |
| Low |
2,666.00 |
2,689.10 |
23.10 |
0.9% |
2,626.60 |
| Close |
2,707.00 |
2,709.50 |
2.50 |
0.1% |
2,709.50 |
| Range |
48.60 |
46.40 |
-2.20 |
-4.5% |
108.90 |
| ATR |
48.36 |
48.22 |
-0.14 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.57 |
2,826.43 |
2,735.02 |
|
| R3 |
2,804.17 |
2,780.03 |
2,722.26 |
|
| R2 |
2,757.77 |
2,757.77 |
2,718.01 |
|
| R1 |
2,733.63 |
2,733.63 |
2,713.75 |
2,722.50 |
| PP |
2,711.37 |
2,711.37 |
2,711.37 |
2,705.80 |
| S1 |
2,687.23 |
2,687.23 |
2,705.25 |
2,676.10 |
| S2 |
2,664.97 |
2,664.97 |
2,700.99 |
|
| S3 |
2,618.57 |
2,640.83 |
2,696.74 |
|
| S4 |
2,572.17 |
2,594.43 |
2,683.98 |
|
|
| Weekly Pivots for week ending 21-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.23 |
2,972.27 |
2,769.40 |
|
| R3 |
2,908.33 |
2,863.37 |
2,739.45 |
|
| R2 |
2,799.43 |
2,799.43 |
2,729.47 |
|
| R1 |
2,754.47 |
2,754.47 |
2,719.48 |
2,776.95 |
| PP |
2,690.53 |
2,690.53 |
2,690.53 |
2,701.78 |
| S1 |
2,645.57 |
2,645.57 |
2,699.52 |
2,668.05 |
| S2 |
2,581.63 |
2,581.63 |
2,689.54 |
|
| S3 |
2,472.73 |
2,536.67 |
2,679.55 |
|
| S4 |
2,363.83 |
2,427.77 |
2,649.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.50 |
2,626.60 |
108.90 |
4.0% |
49.40 |
1.8% |
76% |
True |
False |
|
| 10 |
2,735.50 |
2,587.90 |
147.60 |
5.4% |
51.94 |
1.9% |
82% |
True |
False |
|
| 20 |
2,735.50 |
2,468.80 |
266.70 |
9.8% |
48.28 |
1.8% |
90% |
True |
False |
|
| 40 |
2,735.50 |
2,391.30 |
344.20 |
12.7% |
45.00 |
1.7% |
92% |
True |
False |
|
| 60 |
2,735.50 |
2,260.60 |
474.90 |
17.5% |
43.63 |
1.6% |
95% |
True |
False |
|
| 80 |
2,735.50 |
2,188.50 |
547.00 |
20.2% |
46.34 |
1.7% |
95% |
True |
False |
|
| 100 |
2,735.50 |
2,180.50 |
555.00 |
20.5% |
50.05 |
1.8% |
95% |
True |
False |
|
| 120 |
2,735.50 |
2,180.50 |
555.00 |
20.5% |
49.27 |
1.8% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.70 |
|
2.618 |
2,856.98 |
|
1.618 |
2,810.58 |
|
1.000 |
2,781.90 |
|
0.618 |
2,764.18 |
|
HIGH |
2,735.50 |
|
0.618 |
2,717.78 |
|
0.500 |
2,712.30 |
|
0.382 |
2,706.82 |
|
LOW |
2,689.10 |
|
0.618 |
2,660.42 |
|
1.000 |
2,642.70 |
|
1.618 |
2,614.02 |
|
2.618 |
2,567.62 |
|
4.250 |
2,491.90 |
|
|