| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-1987 |
09-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,539.20 |
2,552.60 |
13.40 |
0.5% |
2,651.40 |
| High |
2,571.40 |
2,570.60 |
-0.80 |
0.0% |
2,695.50 |
| Low |
2,493.80 |
2,522.80 |
29.00 |
1.2% |
2,556.30 |
| Close |
2,545.10 |
2,549.30 |
4.20 |
0.2% |
2,561.40 |
| Range |
77.60 |
47.80 |
-29.80 |
-38.4% |
139.20 |
| ATR |
57.68 |
56.98 |
-0.71 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.97 |
2,667.93 |
2,575.59 |
|
| R3 |
2,643.17 |
2,620.13 |
2,562.45 |
|
| R2 |
2,595.37 |
2,595.37 |
2,558.06 |
|
| R1 |
2,572.33 |
2,572.33 |
2,553.68 |
2,559.95 |
| PP |
2,547.57 |
2,547.57 |
2,547.57 |
2,541.38 |
| S1 |
2,524.53 |
2,524.53 |
2,544.92 |
2,512.15 |
| S2 |
2,499.77 |
2,499.77 |
2,540.54 |
|
| S3 |
2,451.97 |
2,476.73 |
2,536.16 |
|
| S4 |
2,404.17 |
2,428.93 |
2,523.01 |
|
|
| 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 |
2,642.20 |
2,493.80 |
148.40 |
5.8% |
66.34 |
2.6% |
37% |
False |
False |
|
| 10 |
2,742.00 |
2,493.80 |
248.20 |
9.7% |
63.69 |
2.5% |
22% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.9% |
57.56 |
2.3% |
22% |
False |
False |
|
| 40 |
2,746.70 |
2,444.70 |
302.00 |
11.8% |
51.24 |
2.0% |
35% |
False |
False |
|
| 60 |
2,746.70 |
2,376.10 |
370.60 |
14.5% |
47.32 |
1.9% |
47% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.9% |
47.33 |
1.9% |
65% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
49.84 |
2.0% |
65% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
51.15 |
2.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.75 |
|
2.618 |
2,695.74 |
|
1.618 |
2,647.94 |
|
1.000 |
2,618.40 |
|
0.618 |
2,600.14 |
|
HIGH |
2,570.60 |
|
0.618 |
2,552.34 |
|
0.500 |
2,546.70 |
|
0.382 |
2,541.06 |
|
LOW |
2,522.80 |
|
0.618 |
2,493.26 |
|
1.000 |
2,475.00 |
|
1.618 |
2,445.46 |
|
2.618 |
2,397.66 |
|
4.250 |
2,319.65 |
|
|