| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1987 |
14-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,597.70 |
2,607.50 |
9.80 |
0.4% |
2,539.20 |
| High |
2,626.00 |
2,634.60 |
8.60 |
0.3% |
2,626.00 |
| Low |
2,575.40 |
2,587.90 |
12.50 |
0.5% |
2,493.80 |
| Close |
2,608.70 |
2,613.00 |
4.30 |
0.2% |
2,608.70 |
| Range |
50.60 |
46.70 |
-3.90 |
-7.7% |
132.20 |
| ATR |
55.81 |
55.16 |
-0.65 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.93 |
2,729.17 |
2,638.69 |
|
| R3 |
2,705.23 |
2,682.47 |
2,625.84 |
|
| R2 |
2,658.53 |
2,658.53 |
2,621.56 |
|
| R1 |
2,635.77 |
2,635.77 |
2,617.28 |
2,647.15 |
| PP |
2,611.83 |
2,611.83 |
2,611.83 |
2,617.53 |
| S1 |
2,589.07 |
2,589.07 |
2,608.72 |
2,600.45 |
| S2 |
2,565.13 |
2,565.13 |
2,604.44 |
|
| S3 |
2,518.43 |
2,542.37 |
2,600.16 |
|
| S4 |
2,471.73 |
2,495.67 |
2,587.32 |
|
|
| Weekly Pivots for week ending 11-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.77 |
2,922.93 |
2,681.41 |
|
| R3 |
2,840.57 |
2,790.73 |
2,645.06 |
|
| R2 |
2,708.37 |
2,708.37 |
2,632.94 |
|
| R1 |
2,658.53 |
2,658.53 |
2,620.82 |
2,683.45 |
| PP |
2,576.17 |
2,576.17 |
2,576.17 |
2,588.63 |
| S1 |
2,526.33 |
2,526.33 |
2,596.58 |
2,551.25 |
| S2 |
2,443.97 |
2,443.97 |
2,584.46 |
|
| S3 |
2,311.77 |
2,394.13 |
2,572.35 |
|
| S4 |
2,179.57 |
2,261.93 |
2,535.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.60 |
2,493.80 |
140.80 |
5.4% |
53.76 |
2.1% |
85% |
True |
False |
|
| 10 |
2,695.50 |
2,493.80 |
201.70 |
7.7% |
63.24 |
2.4% |
59% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.7% |
56.55 |
2.2% |
47% |
False |
False |
|
| 40 |
2,746.70 |
2,444.70 |
302.00 |
11.6% |
51.46 |
2.0% |
56% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
13.6% |
47.89 |
1.8% |
62% |
False |
False |
|
| 80 |
2,746.70 |
2,212.80 |
533.90 |
20.4% |
46.74 |
1.8% |
75% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
49.08 |
1.9% |
76% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
51.21 |
2.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.08 |
|
2.618 |
2,756.86 |
|
1.618 |
2,710.16 |
|
1.000 |
2,681.30 |
|
0.618 |
2,663.46 |
|
HIGH |
2,634.60 |
|
0.618 |
2,616.76 |
|
0.500 |
2,611.25 |
|
0.382 |
2,605.74 |
|
LOW |
2,587.90 |
|
0.618 |
2,559.04 |
|
1.000 |
2,541.20 |
|
1.618 |
2,512.34 |
|
2.618 |
2,465.64 |
|
4.250 |
2,389.43 |
|
|