| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-1987 |
25-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,699.30 |
2,716.70 |
17.40 |
0.6% |
2,689.40 |
| High |
2,730.60 |
2,746.70 |
16.10 |
0.6% |
2,735.50 |
| Low |
2,678.90 |
2,694.80 |
15.90 |
0.6% |
2,626.60 |
| Close |
2,697.10 |
2,722.40 |
25.30 |
0.9% |
2,709.50 |
| Range |
51.70 |
51.90 |
0.20 |
0.4% |
108.90 |
| ATR |
48.47 |
48.72 |
0.24 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.00 |
2,851.60 |
2,750.95 |
|
| R3 |
2,825.10 |
2,799.70 |
2,736.67 |
|
| R2 |
2,773.20 |
2,773.20 |
2,731.92 |
|
| R1 |
2,747.80 |
2,747.80 |
2,727.16 |
2,760.50 |
| PP |
2,721.30 |
2,721.30 |
2,721.30 |
2,727.65 |
| S1 |
2,695.90 |
2,695.90 |
2,717.64 |
2,708.60 |
| S2 |
2,669.40 |
2,669.40 |
2,712.89 |
|
| S3 |
2,617.50 |
2,644.00 |
2,708.13 |
|
| S4 |
2,565.60 |
2,592.10 |
2,693.86 |
|
|
| 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 |
2,746.70 |
2,628.20 |
118.50 |
4.4% |
49.32 |
1.8% |
79% |
True |
False |
|
| 10 |
2,746.70 |
2,626.60 |
120.10 |
4.4% |
51.42 |
1.9% |
80% |
True |
False |
|
| 20 |
2,746.70 |
2,501.60 |
245.10 |
9.0% |
48.92 |
1.8% |
90% |
True |
False |
|
| 40 |
2,746.70 |
2,391.30 |
355.40 |
13.1% |
45.92 |
1.7% |
93% |
True |
False |
|
| 60 |
2,746.70 |
2,260.60 |
486.10 |
17.9% |
43.79 |
1.6% |
95% |
True |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
20.5% |
46.14 |
1.7% |
96% |
True |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
20.8% |
50.06 |
1.8% |
96% |
True |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
20.8% |
49.42 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.28 |
|
2.618 |
2,882.57 |
|
1.618 |
2,830.67 |
|
1.000 |
2,798.60 |
|
0.618 |
2,778.77 |
|
HIGH |
2,746.70 |
|
0.618 |
2,726.87 |
|
0.500 |
2,720.75 |
|
0.382 |
2,714.63 |
|
LOW |
2,694.80 |
|
0.618 |
2,662.73 |
|
1.000 |
2,642.90 |
|
1.618 |
2,610.83 |
|
2.618 |
2,558.93 |
|
4.250 |
2,474.23 |
|
|