| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-1987 |
24-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,716.00 |
2,699.30 |
-16.70 |
-0.6% |
2,689.40 |
| High |
2,735.50 |
2,730.60 |
-4.90 |
-0.2% |
2,735.50 |
| Low |
2,689.10 |
2,678.90 |
-10.20 |
-0.4% |
2,626.60 |
| Close |
2,709.50 |
2,697.10 |
-12.40 |
-0.5% |
2,709.50 |
| Range |
46.40 |
51.70 |
5.30 |
11.4% |
108.90 |
| ATR |
48.22 |
48.47 |
0.25 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.30 |
2,828.90 |
2,725.54 |
|
| R3 |
2,805.60 |
2,777.20 |
2,711.32 |
|
| R2 |
2,753.90 |
2,753.90 |
2,706.58 |
|
| R1 |
2,725.50 |
2,725.50 |
2,701.84 |
2,713.85 |
| PP |
2,702.20 |
2,702.20 |
2,702.20 |
2,696.38 |
| S1 |
2,673.80 |
2,673.80 |
2,692.36 |
2,662.15 |
| S2 |
2,650.50 |
2,650.50 |
2,687.62 |
|
| S3 |
2,598.80 |
2,622.10 |
2,682.88 |
|
| S4 |
2,547.10 |
2,570.40 |
2,668.67 |
|
|
| 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% |
51.82 |
1.9% |
65% |
False |
False |
|
| 10 |
2,735.50 |
2,626.60 |
108.90 |
4.0% |
51.88 |
1.9% |
65% |
False |
False |
|
| 20 |
2,735.50 |
2,489.30 |
246.20 |
9.1% |
48.72 |
1.8% |
84% |
False |
False |
|
| 40 |
2,735.50 |
2,391.30 |
344.20 |
12.8% |
45.54 |
1.7% |
89% |
False |
False |
|
| 60 |
2,735.50 |
2,260.60 |
474.90 |
17.6% |
43.63 |
1.6% |
92% |
False |
False |
|
| 80 |
2,735.50 |
2,188.50 |
547.00 |
20.3% |
46.19 |
1.7% |
93% |
False |
False |
|
| 100 |
2,735.50 |
2,180.50 |
555.00 |
20.6% |
50.02 |
1.9% |
93% |
False |
False |
|
| 120 |
2,735.50 |
2,180.50 |
555.00 |
20.6% |
49.34 |
1.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.33 |
|
2.618 |
2,865.95 |
|
1.618 |
2,814.25 |
|
1.000 |
2,782.30 |
|
0.618 |
2,762.55 |
|
HIGH |
2,730.60 |
|
0.618 |
2,710.85 |
|
0.500 |
2,704.75 |
|
0.382 |
2,698.65 |
|
LOW |
2,678.90 |
|
0.618 |
2,646.95 |
|
1.000 |
2,627.20 |
|
1.618 |
2,595.25 |
|
2.618 |
2,543.55 |
|
4.250 |
2,459.18 |
|
|