| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-1987 |
31-Aug-1987 |
Change |
Change % |
Previous Week |
| Open |
2,658.00 |
2,651.40 |
-6.60 |
-0.2% |
2,699.30 |
| High |
2,680.30 |
2,679.50 |
-0.80 |
0.0% |
2,746.70 |
| Low |
2,632.00 |
2,623.60 |
-8.40 |
-0.3% |
2,632.00 |
| Close |
2,639.40 |
2,663.00 |
23.60 |
0.9% |
2,639.40 |
| Range |
48.30 |
55.90 |
7.60 |
15.7% |
114.70 |
| ATR |
48.80 |
49.31 |
0.51 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.07 |
2,798.93 |
2,693.75 |
|
| R3 |
2,767.17 |
2,743.03 |
2,678.37 |
|
| R2 |
2,711.27 |
2,711.27 |
2,673.25 |
|
| R1 |
2,687.13 |
2,687.13 |
2,668.12 |
2,699.20 |
| PP |
2,655.37 |
2,655.37 |
2,655.37 |
2,661.40 |
| S1 |
2,631.23 |
2,631.23 |
2,657.88 |
2,643.30 |
| S2 |
2,599.47 |
2,599.47 |
2,652.75 |
|
| S3 |
2,543.57 |
2,575.33 |
2,647.63 |
|
| S4 |
2,487.67 |
2,519.43 |
2,632.26 |
|
|
| 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 |
2,623.60 |
123.10 |
4.6% |
51.14 |
1.9% |
32% |
False |
True |
|
| 10 |
2,746.70 |
2,623.60 |
123.10 |
4.6% |
51.48 |
1.9% |
32% |
False |
True |
|
| 20 |
2,746.70 |
2,526.00 |
220.70 |
8.3% |
50.00 |
1.9% |
62% |
False |
False |
|
| 40 |
2,746.70 |
2,425.10 |
321.60 |
12.1% |
46.71 |
1.8% |
74% |
False |
False |
|
| 60 |
2,746.70 |
2,306.90 |
439.80 |
16.5% |
44.50 |
1.7% |
81% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.0% |
45.98 |
1.7% |
85% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.3% |
49.46 |
1.9% |
85% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.3% |
49.69 |
1.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.08 |
|
2.618 |
2,825.85 |
|
1.618 |
2,769.95 |
|
1.000 |
2,735.40 |
|
0.618 |
2,714.05 |
|
HIGH |
2,679.50 |
|
0.618 |
2,658.15 |
|
0.500 |
2,651.55 |
|
0.382 |
2,644.95 |
|
LOW |
2,623.60 |
|
0.618 |
2,589.05 |
|
1.000 |
2,567.70 |
|
1.618 |
2,533.15 |
|
2.618 |
2,477.25 |
|
4.250 |
2,386.03 |
|
|