| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1987 |
26-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,716.70 |
2,717.00 |
0.30 |
0.0% |
2,689.40 |
| High |
2,746.70 |
2,742.00 |
-4.70 |
-0.2% |
2,735.50 |
| Low |
2,694.80 |
2,686.50 |
-8.30 |
-0.3% |
2,626.60 |
| Close |
2,722.40 |
2,701.90 |
-20.50 |
-0.8% |
2,709.50 |
| Range |
51.90 |
55.50 |
3.60 |
6.9% |
108.90 |
| ATR |
48.72 |
49.20 |
0.48 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.63 |
2,844.77 |
2,732.43 |
|
| R3 |
2,821.13 |
2,789.27 |
2,717.16 |
|
| R2 |
2,765.63 |
2,765.63 |
2,712.08 |
|
| R1 |
2,733.77 |
2,733.77 |
2,706.99 |
2,721.95 |
| PP |
2,710.13 |
2,710.13 |
2,710.13 |
2,704.23 |
| S1 |
2,678.27 |
2,678.27 |
2,696.81 |
2,666.45 |
| S2 |
2,654.63 |
2,654.63 |
2,691.73 |
|
| S3 |
2,599.13 |
2,622.77 |
2,686.64 |
|
| S4 |
2,543.63 |
2,567.27 |
2,671.38 |
|
|
| 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 |
2,666.00 |
80.70 |
3.0% |
50.82 |
1.9% |
44% |
False |
False |
|
| 10 |
2,746.70 |
2,626.60 |
120.10 |
4.4% |
51.76 |
1.9% |
63% |
False |
False |
|
| 20 |
2,746.70 |
2,526.00 |
220.70 |
8.2% |
49.35 |
1.8% |
80% |
False |
False |
|
| 40 |
2,746.70 |
2,391.30 |
355.40 |
13.2% |
45.93 |
1.7% |
87% |
False |
False |
|
| 60 |
2,746.70 |
2,283.40 |
463.30 |
17.1% |
43.95 |
1.6% |
90% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
20.7% |
46.20 |
1.7% |
92% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.0% |
49.67 |
1.8% |
92% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.0% |
49.54 |
1.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,977.88 |
|
2.618 |
2,887.30 |
|
1.618 |
2,831.80 |
|
1.000 |
2,797.50 |
|
0.618 |
2,776.30 |
|
HIGH |
2,742.00 |
|
0.618 |
2,720.80 |
|
0.500 |
2,714.25 |
|
0.382 |
2,707.70 |
|
LOW |
2,686.50 |
|
0.618 |
2,652.20 |
|
1.000 |
2,631.00 |
|
1.618 |
2,596.70 |
|
2.618 |
2,541.20 |
|
4.250 |
2,450.63 |
|
|