| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1987 |
03-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,597.20 |
2,608.40 |
11.20 |
0.4% |
2,699.30 |
| High |
2,631.10 |
2,642.20 |
11.10 |
0.4% |
2,746.70 |
| Low |
2,567.80 |
2,560.10 |
-7.70 |
-0.3% |
2,632.00 |
| Close |
2,602.00 |
2,599.50 |
-2.50 |
-0.1% |
2,639.40 |
| Range |
63.30 |
82.10 |
18.80 |
29.7% |
114.70 |
| ATR |
53.76 |
55.78 |
2.02 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.90 |
2,805.30 |
2,644.66 |
|
| R3 |
2,764.80 |
2,723.20 |
2,622.08 |
|
| R2 |
2,682.70 |
2,682.70 |
2,614.55 |
|
| R1 |
2,641.10 |
2,641.10 |
2,607.03 |
2,620.85 |
| PP |
2,600.60 |
2,600.60 |
2,600.60 |
2,590.48 |
| S1 |
2,559.00 |
2,559.00 |
2,591.97 |
2,538.75 |
| S2 |
2,518.50 |
2,518.50 |
2,584.45 |
|
| S3 |
2,436.40 |
2,476.90 |
2,576.92 |
|
| S4 |
2,354.30 |
2,394.80 |
2,554.35 |
|
|
| 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 |
2,695.50 |
2,560.10 |
135.40 |
5.2% |
70.20 |
2.7% |
29% |
False |
True |
|
| 10 |
2,746.70 |
2,560.10 |
186.60 |
7.2% |
60.06 |
2.3% |
21% |
False |
True |
|
| 20 |
2,746.70 |
2,560.10 |
186.60 |
7.2% |
55.47 |
2.1% |
21% |
False |
True |
|
| 40 |
2,746.70 |
2,427.10 |
319.60 |
12.3% |
49.79 |
1.9% |
54% |
False |
False |
|
| 60 |
2,746.70 |
2,341.90 |
404.80 |
15.6% |
46.09 |
1.8% |
64% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.5% |
46.81 |
1.8% |
74% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
49.98 |
1.9% |
74% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
50.79 |
2.0% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,991.13 |
|
2.618 |
2,857.14 |
|
1.618 |
2,775.04 |
|
1.000 |
2,724.30 |
|
0.618 |
2,692.94 |
|
HIGH |
2,642.20 |
|
0.618 |
2,610.84 |
|
0.500 |
2,601.15 |
|
0.382 |
2,591.46 |
|
LOW |
2,560.10 |
|
0.618 |
2,509.36 |
|
1.000 |
2,478.00 |
|
1.618 |
2,427.26 |
|
2.618 |
2,345.16 |
|
4.250 |
2,211.18 |
|
|