| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1987 |
23-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,508.20 |
2,576.40 |
68.20 |
2.7% |
2,607.50 |
| High |
2,572.60 |
2,602.20 |
29.60 |
1.2% |
2,634.60 |
| Low |
2,469.00 |
2,554.80 |
85.80 |
3.5% |
2,508.00 |
| Close |
2,568.10 |
2,585.70 |
17.60 |
0.7% |
2,524.60 |
| Range |
103.60 |
47.40 |
-56.20 |
-54.2% |
126.60 |
| ATR |
59.32 |
58.47 |
-0.85 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.10 |
2,701.80 |
2,611.77 |
|
| R3 |
2,675.70 |
2,654.40 |
2,598.74 |
|
| R2 |
2,628.30 |
2,628.30 |
2,594.39 |
|
| R1 |
2,607.00 |
2,607.00 |
2,590.05 |
2,617.65 |
| PP |
2,580.90 |
2,580.90 |
2,580.90 |
2,586.23 |
| S1 |
2,559.60 |
2,559.60 |
2,581.36 |
2,570.25 |
| S2 |
2,533.50 |
2,533.50 |
2,577.01 |
|
| S3 |
2,486.10 |
2,512.20 |
2,572.67 |
|
| S4 |
2,438.70 |
2,464.80 |
2,559.63 |
|
|
| 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 |
2,602.20 |
2,469.00 |
133.20 |
5.2% |
64.20 |
2.5% |
88% |
True |
False |
|
| 10 |
2,634.60 |
2,469.00 |
165.60 |
6.4% |
57.74 |
2.2% |
70% |
False |
False |
|
| 20 |
2,742.00 |
2,469.00 |
273.00 |
10.6% |
60.72 |
2.3% |
43% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.7% |
54.82 |
2.1% |
42% |
False |
False |
|
| 60 |
2,746.70 |
2,391.30 |
355.40 |
13.7% |
50.85 |
2.0% |
55% |
False |
False |
|
| 80 |
2,746.70 |
2,260.60 |
486.10 |
18.8% |
48.02 |
1.9% |
67% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.6% |
49.06 |
1.9% |
71% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.9% |
51.84 |
2.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.65 |
|
2.618 |
2,726.29 |
|
1.618 |
2,678.89 |
|
1.000 |
2,649.60 |
|
0.618 |
2,631.49 |
|
HIGH |
2,602.20 |
|
0.618 |
2,584.09 |
|
0.500 |
2,578.50 |
|
0.382 |
2,572.91 |
|
LOW |
2,554.80 |
|
0.618 |
2,525.51 |
|
1.000 |
2,507.40 |
|
1.618 |
2,478.11 |
|
2.618 |
2,430.71 |
|
4.250 |
2,353.35 |
|
|