| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-1987 |
16-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,581.80 |
2,559.20 |
-22.60 |
-0.9% |
2,539.20 |
| High |
2,610.50 |
2,585.20 |
-25.30 |
-1.0% |
2,626.00 |
| Low |
2,560.20 |
2,522.50 |
-37.70 |
-1.5% |
2,493.80 |
| Close |
2,566.60 |
2,530.20 |
-36.40 |
-1.4% |
2,608.70 |
| Range |
50.30 |
62.70 |
12.40 |
24.7% |
132.20 |
| ATR |
54.99 |
55.54 |
0.55 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.07 |
2,694.83 |
2,564.69 |
|
| R3 |
2,671.37 |
2,632.13 |
2,547.44 |
|
| R2 |
2,608.67 |
2,608.67 |
2,541.70 |
|
| R1 |
2,569.43 |
2,569.43 |
2,535.95 |
2,557.70 |
| PP |
2,545.97 |
2,545.97 |
2,545.97 |
2,540.10 |
| S1 |
2,506.73 |
2,506.73 |
2,524.45 |
2,495.00 |
| S2 |
2,483.27 |
2,483.27 |
2,518.71 |
|
| S3 |
2,420.57 |
2,444.03 |
2,512.96 |
|
| S4 |
2,357.87 |
2,381.33 |
2,495.72 |
|
|
| 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 |
2,522.50 |
112.10 |
4.4% |
51.28 |
2.0% |
7% |
False |
True |
|
| 10 |
2,642.20 |
2,493.80 |
148.40 |
5.9% |
58.81 |
2.3% |
25% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
10.0% |
57.00 |
2.3% |
14% |
False |
False |
|
| 40 |
2,746.70 |
2,447.10 |
299.60 |
11.8% |
52.02 |
2.1% |
28% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
14.0% |
48.50 |
1.9% |
39% |
False |
False |
|
| 80 |
2,746.70 |
2,252.90 |
493.80 |
19.5% |
47.13 |
1.9% |
56% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
22.4% |
49.00 |
1.9% |
62% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.4% |
51.49 |
2.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.68 |
|
2.618 |
2,749.35 |
|
1.618 |
2,686.65 |
|
1.000 |
2,647.90 |
|
0.618 |
2,623.95 |
|
HIGH |
2,585.20 |
|
0.618 |
2,561.25 |
|
0.500 |
2,553.85 |
|
0.382 |
2,546.45 |
|
LOW |
2,522.50 |
|
0.618 |
2,483.75 |
|
1.000 |
2,459.80 |
|
1.618 |
2,421.05 |
|
2.618 |
2,358.35 |
|
4.250 |
2,256.03 |
|
|