| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1987 |
17-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,559.20 |
2,535.60 |
-23.60 |
-0.9% |
2,539.20 |
| High |
2,585.20 |
2,557.30 |
-27.90 |
-1.1% |
2,626.00 |
| Low |
2,522.50 |
2,508.00 |
-14.50 |
-0.6% |
2,493.80 |
| Close |
2,530.20 |
2,527.90 |
-2.30 |
-0.1% |
2,608.70 |
| Range |
62.70 |
49.30 |
-13.40 |
-21.4% |
132.20 |
| ATR |
55.54 |
55.09 |
-0.45 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.97 |
2,652.73 |
2,555.02 |
|
| R3 |
2,629.67 |
2,603.43 |
2,541.46 |
|
| R2 |
2,580.37 |
2,580.37 |
2,536.94 |
|
| R1 |
2,554.13 |
2,554.13 |
2,532.42 |
2,542.60 |
| PP |
2,531.07 |
2,531.07 |
2,531.07 |
2,525.30 |
| S1 |
2,504.83 |
2,504.83 |
2,523.38 |
2,493.30 |
| S2 |
2,481.77 |
2,481.77 |
2,518.86 |
|
| S3 |
2,432.47 |
2,455.53 |
2,514.34 |
|
| S4 |
2,383.17 |
2,406.23 |
2,500.79 |
|
|
| 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 |
2,508.00 |
126.60 |
5.0% |
51.92 |
2.1% |
16% |
False |
True |
|
| 10 |
2,642.20 |
2,493.80 |
148.40 |
5.9% |
57.41 |
2.3% |
23% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
10.0% |
57.06 |
2.3% |
13% |
False |
False |
|
| 40 |
2,746.70 |
2,447.10 |
299.60 |
11.9% |
52.24 |
2.1% |
27% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
14.1% |
48.58 |
1.9% |
38% |
False |
False |
|
| 80 |
2,746.70 |
2,260.60 |
486.10 |
19.2% |
47.09 |
1.9% |
55% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
22.1% |
48.65 |
1.9% |
61% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.4% |
51.40 |
2.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.83 |
|
2.618 |
2,686.37 |
|
1.618 |
2,637.07 |
|
1.000 |
2,606.60 |
|
0.618 |
2,587.77 |
|
HIGH |
2,557.30 |
|
0.618 |
2,538.47 |
|
0.500 |
2,532.65 |
|
0.382 |
2,526.83 |
|
LOW |
2,508.00 |
|
0.618 |
2,477.53 |
|
1.000 |
2,458.70 |
|
1.618 |
2,428.23 |
|
2.618 |
2,378.93 |
|
4.250 |
2,298.48 |
|
|