| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1987 |
10-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,552.60 |
2,568.20 |
15.60 |
0.6% |
2,651.40 |
| High |
2,570.60 |
2,595.50 |
24.90 |
1.0% |
2,695.50 |
| Low |
2,522.80 |
2,549.40 |
26.60 |
1.1% |
2,556.30 |
| Close |
2,549.30 |
2,576.10 |
26.80 |
1.1% |
2,561.40 |
| Range |
47.80 |
46.10 |
-1.70 |
-3.6% |
139.20 |
| ATR |
56.98 |
56.21 |
-0.77 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.97 |
2,690.13 |
2,601.46 |
|
| R3 |
2,665.87 |
2,644.03 |
2,588.78 |
|
| R2 |
2,619.77 |
2,619.77 |
2,584.55 |
|
| R1 |
2,597.93 |
2,597.93 |
2,580.33 |
2,608.85 |
| PP |
2,573.67 |
2,573.67 |
2,573.67 |
2,579.13 |
| S1 |
2,551.83 |
2,551.83 |
2,571.87 |
2,562.75 |
| S2 |
2,527.57 |
2,527.57 |
2,567.65 |
|
| S3 |
2,481.47 |
2,505.73 |
2,563.42 |
|
| S4 |
2,435.37 |
2,459.63 |
2,550.75 |
|
|
| 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% |
62.90 |
2.4% |
55% |
False |
False |
|
| 10 |
2,705.50 |
2,493.80 |
211.70 |
8.2% |
62.75 |
2.4% |
39% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.8% |
57.26 |
2.2% |
33% |
False |
False |
|
| 40 |
2,746.70 |
2,444.70 |
302.00 |
11.7% |
51.22 |
2.0% |
44% |
False |
False |
|
| 60 |
2,746.70 |
2,386.50 |
360.20 |
14.0% |
47.44 |
1.8% |
53% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.7% |
47.21 |
1.8% |
69% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
22.0% |
49.82 |
1.9% |
70% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.0% |
51.14 |
2.0% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.43 |
|
2.618 |
2,716.19 |
|
1.618 |
2,670.09 |
|
1.000 |
2,641.60 |
|
0.618 |
2,623.99 |
|
HIGH |
2,595.50 |
|
0.618 |
2,577.89 |
|
0.500 |
2,572.45 |
|
0.382 |
2,567.01 |
|
LOW |
2,549.40 |
|
0.618 |
2,520.91 |
|
1.000 |
2,503.30 |
|
1.618 |
2,474.81 |
|
2.618 |
2,428.71 |
|
4.250 |
2,353.48 |
|
|