| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-1987 |
02-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,682.00 |
2,597.20 |
-84.80 |
-3.2% |
2,699.30 |
| High |
2,695.50 |
2,631.10 |
-64.40 |
-2.4% |
2,746.70 |
| Low |
2,594.10 |
2,567.80 |
-26.30 |
-1.0% |
2,632.00 |
| Close |
2,611.00 |
2,602.00 |
-9.00 |
-0.3% |
2,639.40 |
| Range |
101.40 |
63.30 |
-38.10 |
-37.6% |
114.70 |
| ATR |
53.03 |
53.76 |
0.73 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.20 |
2,759.40 |
2,636.82 |
|
| R3 |
2,726.90 |
2,696.10 |
2,619.41 |
|
| R2 |
2,663.60 |
2,663.60 |
2,613.61 |
|
| R1 |
2,632.80 |
2,632.80 |
2,607.80 |
2,648.20 |
| PP |
2,600.30 |
2,600.30 |
2,600.30 |
2,608.00 |
| S1 |
2,569.50 |
2,569.50 |
2,596.20 |
2,584.90 |
| S2 |
2,537.00 |
2,537.00 |
2,590.40 |
|
| S3 |
2,473.70 |
2,506.20 |
2,584.59 |
|
| S4 |
2,410.40 |
2,442.90 |
2,567.19 |
|
|
| 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 |
2,705.50 |
2,567.80 |
137.70 |
5.3% |
62.60 |
2.4% |
25% |
False |
True |
|
| 10 |
2,746.70 |
2,567.80 |
178.90 |
6.9% |
56.71 |
2.2% |
19% |
False |
True |
|
| 20 |
2,746.70 |
2,551.80 |
194.90 |
7.5% |
53.82 |
2.1% |
26% |
False |
False |
|
| 40 |
2,746.70 |
2,427.10 |
319.60 |
12.3% |
48.67 |
1.9% |
55% |
False |
False |
|
| 60 |
2,746.70 |
2,328.60 |
418.10 |
16.1% |
45.74 |
1.8% |
65% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.5% |
46.33 |
1.8% |
74% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
49.94 |
1.9% |
74% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
50.43 |
1.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.13 |
|
2.618 |
2,796.82 |
|
1.618 |
2,733.52 |
|
1.000 |
2,694.40 |
|
0.618 |
2,670.22 |
|
HIGH |
2,631.10 |
|
0.618 |
2,606.92 |
|
0.500 |
2,599.45 |
|
0.382 |
2,591.98 |
|
LOW |
2,567.80 |
|
0.618 |
2,528.68 |
|
1.000 |
2,504.50 |
|
1.618 |
2,465.38 |
|
2.618 |
2,402.08 |
|
4.250 |
2,298.78 |
|
|