| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1987 |
01-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,651.40 |
2,682.00 |
30.60 |
1.2% |
2,699.30 |
| High |
2,679.50 |
2,695.50 |
16.00 |
0.6% |
2,746.70 |
| Low |
2,623.60 |
2,594.10 |
-29.50 |
-1.1% |
2,632.00 |
| Close |
2,663.00 |
2,611.00 |
-52.00 |
-2.0% |
2,639.40 |
| Range |
55.90 |
101.40 |
45.50 |
81.4% |
114.70 |
| ATR |
49.31 |
53.03 |
3.72 |
7.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.73 |
2,875.77 |
2,666.77 |
|
| R3 |
2,836.33 |
2,774.37 |
2,638.89 |
|
| R2 |
2,734.93 |
2,734.93 |
2,629.59 |
|
| R1 |
2,672.97 |
2,672.97 |
2,620.30 |
2,653.25 |
| PP |
2,633.53 |
2,633.53 |
2,633.53 |
2,623.68 |
| S1 |
2,571.57 |
2,571.57 |
2,601.71 |
2,551.85 |
| S2 |
2,532.13 |
2,532.13 |
2,592.41 |
|
| S3 |
2,430.73 |
2,470.17 |
2,583.12 |
|
| S4 |
2,329.33 |
2,368.77 |
2,555.23 |
|
|
| 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 |
2,742.00 |
2,594.10 |
147.90 |
5.7% |
61.04 |
2.3% |
11% |
False |
True |
|
| 10 |
2,746.70 |
2,594.10 |
152.60 |
5.8% |
55.18 |
2.1% |
11% |
False |
True |
|
| 20 |
2,746.70 |
2,541.00 |
205.70 |
7.9% |
52.93 |
2.0% |
34% |
False |
False |
|
| 40 |
2,746.70 |
2,427.10 |
319.60 |
12.2% |
48.18 |
1.8% |
58% |
False |
False |
|
| 60 |
2,746.70 |
2,328.60 |
418.10 |
16.0% |
45.26 |
1.7% |
68% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.4% |
46.57 |
1.8% |
76% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
49.84 |
1.9% |
76% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
50.22 |
1.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.45 |
|
2.618 |
2,960.97 |
|
1.618 |
2,859.57 |
|
1.000 |
2,796.90 |
|
0.618 |
2,758.17 |
|
HIGH |
2,695.50 |
|
0.618 |
2,656.77 |
|
0.500 |
2,644.80 |
|
0.382 |
2,632.83 |
|
LOW |
2,594.10 |
|
0.618 |
2,531.43 |
|
1.000 |
2,492.70 |
|
1.618 |
2,430.03 |
|
2.618 |
2,328.63 |
|
4.250 |
2,163.15 |
|
|