| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1987 |
22-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,544.40 |
2,508.20 |
-36.20 |
-1.4% |
2,607.50 |
| High |
2,559.70 |
2,572.60 |
12.90 |
0.5% |
2,634.60 |
| Low |
2,479.80 |
2,469.00 |
-10.80 |
-0.4% |
2,508.00 |
| Close |
2,492.80 |
2,568.10 |
75.30 |
3.0% |
2,524.60 |
| Range |
79.90 |
103.60 |
23.70 |
29.7% |
126.60 |
| ATR |
55.92 |
59.32 |
3.41 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.37 |
2,811.33 |
2,625.08 |
|
| R3 |
2,743.77 |
2,707.73 |
2,596.59 |
|
| R2 |
2,640.17 |
2,640.17 |
2,587.09 |
|
| R1 |
2,604.13 |
2,604.13 |
2,577.60 |
2,622.15 |
| PP |
2,536.57 |
2,536.57 |
2,536.57 |
2,545.58 |
| S1 |
2,500.53 |
2,500.53 |
2,558.60 |
2,518.55 |
| S2 |
2,432.97 |
2,432.97 |
2,549.11 |
|
| S3 |
2,329.37 |
2,396.93 |
2,539.61 |
|
| S4 |
2,225.77 |
2,293.33 |
2,511.12 |
|
|
| 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 |
2,585.20 |
2,469.00 |
116.20 |
4.5% |
67.26 |
2.6% |
85% |
False |
True |
|
| 10 |
2,634.60 |
2,469.00 |
165.60 |
6.4% |
57.78 |
2.2% |
60% |
False |
True |
|
| 20 |
2,746.70 |
2,469.00 |
277.70 |
10.8% |
60.94 |
2.4% |
36% |
False |
True |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.8% |
54.83 |
2.1% |
36% |
False |
True |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
13.8% |
50.67 |
2.0% |
50% |
False |
False |
|
| 80 |
2,746.70 |
2,260.60 |
486.10 |
18.9% |
47.96 |
1.9% |
63% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.7% |
49.14 |
1.9% |
68% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.0% |
51.84 |
2.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.90 |
|
2.618 |
2,843.82 |
|
1.618 |
2,740.22 |
|
1.000 |
2,676.20 |
|
0.618 |
2,636.62 |
|
HIGH |
2,572.60 |
|
0.618 |
2,533.02 |
|
0.500 |
2,520.80 |
|
0.382 |
2,508.58 |
|
LOW |
2,469.00 |
|
0.618 |
2,404.98 |
|
1.000 |
2,365.40 |
|
1.618 |
2,301.38 |
|
2.618 |
2,197.78 |
|
4.250 |
2,028.70 |
|
|