| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1987 |
28-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,693.40 |
2,658.00 |
-35.40 |
-1.3% |
2,699.30 |
| High |
2,705.50 |
2,680.30 |
-25.20 |
-0.9% |
2,746.70 |
| Low |
2,661.40 |
2,632.00 |
-29.40 |
-1.1% |
2,632.00 |
| Close |
2,675.10 |
2,639.40 |
-35.70 |
-1.3% |
2,639.40 |
| Range |
44.10 |
48.30 |
4.20 |
9.5% |
114.70 |
| ATR |
48.84 |
48.80 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.47 |
2,765.73 |
2,665.97 |
|
| R3 |
2,747.17 |
2,717.43 |
2,652.68 |
|
| R2 |
2,698.87 |
2,698.87 |
2,648.26 |
|
| R1 |
2,669.13 |
2,669.13 |
2,643.83 |
2,659.85 |
| PP |
2,650.57 |
2,650.57 |
2,650.57 |
2,645.93 |
| S1 |
2,620.83 |
2,620.83 |
2,634.97 |
2,611.55 |
| S2 |
2,602.27 |
2,602.27 |
2,630.55 |
|
| S3 |
2,553.97 |
2,572.53 |
2,626.12 |
|
| S4 |
2,505.67 |
2,524.23 |
2,612.84 |
|
|
| Weekly Pivots for week ending 28-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.80 |
2,942.80 |
2,702.49 |
|
| R3 |
2,902.10 |
2,828.10 |
2,670.94 |
|
| R2 |
2,787.40 |
2,787.40 |
2,660.43 |
|
| R1 |
2,713.40 |
2,713.40 |
2,649.91 |
2,693.05 |
| PP |
2,672.70 |
2,672.70 |
2,672.70 |
2,662.53 |
| S1 |
2,598.70 |
2,598.70 |
2,628.89 |
2,578.35 |
| S2 |
2,558.00 |
2,558.00 |
2,618.37 |
|
| S3 |
2,443.30 |
2,484.00 |
2,607.86 |
|
| S4 |
2,328.60 |
2,369.30 |
2,576.32 |
|
|
| 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 |
2,632.00 |
114.70 |
4.3% |
50.30 |
1.9% |
6% |
False |
True |
|
| 10 |
2,746.70 |
2,626.60 |
120.10 |
4.6% |
49.85 |
1.9% |
11% |
False |
False |
|
| 20 |
2,746.70 |
2,526.00 |
220.70 |
8.4% |
49.63 |
1.9% |
51% |
False |
False |
|
| 40 |
2,746.70 |
2,413.00 |
333.70 |
12.6% |
46.49 |
1.8% |
68% |
False |
False |
|
| 60 |
2,746.70 |
2,306.90 |
439.80 |
16.7% |
44.13 |
1.7% |
76% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.1% |
45.94 |
1.7% |
81% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.5% |
49.43 |
1.9% |
81% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.5% |
49.60 |
1.9% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.58 |
|
2.618 |
2,806.75 |
|
1.618 |
2,758.45 |
|
1.000 |
2,728.60 |
|
0.618 |
2,710.15 |
|
HIGH |
2,680.30 |
|
0.618 |
2,661.85 |
|
0.500 |
2,656.15 |
|
0.382 |
2,650.45 |
|
LOW |
2,632.00 |
|
0.618 |
2,602.15 |
|
1.000 |
2,583.70 |
|
1.618 |
2,553.85 |
|
2.618 |
2,505.55 |
|
4.250 |
2,426.73 |
|
|