| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-1987 |
18-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,535.60 |
2,532.30 |
-3.30 |
-0.1% |
2,607.50 |
| High |
2,557.30 |
2,554.80 |
-2.50 |
-0.1% |
2,634.60 |
| Low |
2,508.00 |
2,514.00 |
6.00 |
0.2% |
2,508.00 |
| Close |
2,527.90 |
2,524.60 |
-3.30 |
-0.1% |
2,524.60 |
| Range |
49.30 |
40.80 |
-8.50 |
-17.2% |
126.60 |
| ATR |
55.09 |
54.07 |
-1.02 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.53 |
2,629.87 |
2,547.04 |
|
| R3 |
2,612.73 |
2,589.07 |
2,535.82 |
|
| R2 |
2,571.93 |
2,571.93 |
2,532.08 |
|
| R1 |
2,548.27 |
2,548.27 |
2,528.34 |
2,539.70 |
| PP |
2,531.13 |
2,531.13 |
2,531.13 |
2,526.85 |
| S1 |
2,507.47 |
2,507.47 |
2,520.86 |
2,498.90 |
| S2 |
2,490.33 |
2,490.33 |
2,517.12 |
|
| S3 |
2,449.53 |
2,466.67 |
2,513.38 |
|
| S4 |
2,408.73 |
2,425.87 |
2,502.16 |
|
|
| Weekly Pivots for week ending 18-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.53 |
2,856.67 |
2,594.23 |
|
| R3 |
2,808.93 |
2,730.07 |
2,559.42 |
|
| R2 |
2,682.33 |
2,682.33 |
2,547.81 |
|
| R1 |
2,603.47 |
2,603.47 |
2,536.21 |
2,579.60 |
| PP |
2,555.73 |
2,555.73 |
2,555.73 |
2,543.80 |
| S1 |
2,476.87 |
2,476.87 |
2,513.00 |
2,453.00 |
| S2 |
2,429.13 |
2,429.13 |
2,501.39 |
|
| S3 |
2,302.53 |
2,350.27 |
2,489.79 |
|
| S4 |
2,175.93 |
2,223.67 |
2,454.97 |
|
|
| 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% |
49.96 |
2.0% |
13% |
False |
False |
|
| 10 |
2,634.60 |
2,493.80 |
140.80 |
5.6% |
53.28 |
2.1% |
22% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
10.0% |
56.67 |
2.2% |
12% |
False |
False |
|
| 40 |
2,746.70 |
2,462.50 |
284.20 |
11.3% |
52.12 |
2.1% |
22% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
14.1% |
48.62 |
1.9% |
38% |
False |
False |
|
| 80 |
2,746.70 |
2,260.60 |
486.10 |
19.3% |
47.03 |
1.9% |
54% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
22.1% |
48.49 |
1.9% |
60% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.4% |
51.13 |
2.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.20 |
|
2.618 |
2,661.61 |
|
1.618 |
2,620.81 |
|
1.000 |
2,595.60 |
|
0.618 |
2,580.01 |
|
HIGH |
2,554.80 |
|
0.618 |
2,539.21 |
|
0.500 |
2,534.40 |
|
0.382 |
2,529.59 |
|
LOW |
2,514.00 |
|
0.618 |
2,488.79 |
|
1.000 |
2,473.20 |
|
1.618 |
2,447.99 |
|
2.618 |
2,407.19 |
|
4.250 |
2,340.60 |
|
|