| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-1987 |
08-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,582.90 |
2,539.20 |
-43.70 |
-1.7% |
2,651.40 |
| High |
2,617.20 |
2,571.40 |
-45.80 |
-1.7% |
2,695.50 |
| Low |
2,556.30 |
2,493.80 |
-62.50 |
-2.4% |
2,556.30 |
| Close |
2,561.40 |
2,545.10 |
-16.30 |
-0.6% |
2,561.40 |
| Range |
60.90 |
77.60 |
16.70 |
27.4% |
139.20 |
| ATR |
56.15 |
57.68 |
1.53 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.57 |
2,734.93 |
2,587.78 |
|
| R3 |
2,691.97 |
2,657.33 |
2,566.44 |
|
| R2 |
2,614.37 |
2,614.37 |
2,559.33 |
|
| R1 |
2,579.73 |
2,579.73 |
2,552.21 |
2,597.05 |
| PP |
2,536.77 |
2,536.77 |
2,536.77 |
2,545.43 |
| S1 |
2,502.13 |
2,502.13 |
2,537.99 |
2,519.45 |
| S2 |
2,459.17 |
2,459.17 |
2,530.87 |
|
| S3 |
2,381.57 |
2,424.53 |
2,523.76 |
|
| S4 |
2,303.97 |
2,346.93 |
2,502.42 |
|
|
| Weekly Pivots for week ending 04-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.00 |
2,930.90 |
2,637.96 |
|
| R3 |
2,882.80 |
2,791.70 |
2,599.68 |
|
| R2 |
2,743.60 |
2,743.60 |
2,586.92 |
|
| R1 |
2,652.50 |
2,652.50 |
2,574.16 |
2,628.45 |
| PP |
2,604.40 |
2,604.40 |
2,604.40 |
2,592.38 |
| S1 |
2,513.30 |
2,513.30 |
2,548.64 |
2,489.25 |
| S2 |
2,465.20 |
2,465.20 |
2,535.88 |
|
| S3 |
2,326.00 |
2,374.10 |
2,523.12 |
|
| S4 |
2,186.80 |
2,234.90 |
2,484.84 |
|
|
| 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 |
2,493.80 |
201.70 |
7.9% |
77.06 |
3.0% |
25% |
False |
True |
|
| 10 |
2,746.70 |
2,493.80 |
252.90 |
9.9% |
64.10 |
2.5% |
20% |
False |
True |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.9% |
57.99 |
2.3% |
20% |
False |
True |
|
| 40 |
2,746.70 |
2,442.60 |
304.10 |
11.9% |
51.31 |
2.0% |
34% |
False |
False |
|
| 60 |
2,746.70 |
2,374.40 |
372.30 |
14.6% |
47.11 |
1.9% |
46% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.9% |
47.46 |
1.9% |
64% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
49.92 |
2.0% |
64% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
51.09 |
2.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.20 |
|
2.618 |
2,774.56 |
|
1.618 |
2,696.96 |
|
1.000 |
2,649.00 |
|
0.618 |
2,619.36 |
|
HIGH |
2,571.40 |
|
0.618 |
2,541.76 |
|
0.500 |
2,532.60 |
|
0.382 |
2,523.44 |
|
LOW |
2,493.80 |
|
0.618 |
2,445.84 |
|
1.000 |
2,416.20 |
|
1.618 |
2,368.24 |
|
2.618 |
2,290.64 |
|
4.250 |
2,164.00 |
|
|