| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1987 |
25-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,582.90 |
2,566.70 |
-16.20 |
-0.6% |
2,544.40 |
| High |
2,604.00 |
2,584.00 |
-20.00 |
-0.8% |
2,604.00 |
| Low |
2,552.10 |
2,543.70 |
-8.40 |
-0.3% |
2,469.00 |
| Close |
2,566.40 |
2,570.20 |
3.80 |
0.1% |
2,570.20 |
| Range |
51.90 |
40.30 |
-11.60 |
-22.4% |
135.00 |
| ATR |
58.00 |
56.74 |
-1.26 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.87 |
2,668.83 |
2,592.37 |
|
| R3 |
2,646.57 |
2,628.53 |
2,581.28 |
|
| R2 |
2,606.27 |
2,606.27 |
2,577.59 |
|
| R1 |
2,588.23 |
2,588.23 |
2,573.89 |
2,597.25 |
| PP |
2,565.97 |
2,565.97 |
2,565.97 |
2,570.48 |
| S1 |
2,547.93 |
2,547.93 |
2,566.51 |
2,556.95 |
| S2 |
2,525.67 |
2,525.67 |
2,562.81 |
|
| S3 |
2,485.37 |
2,507.63 |
2,559.12 |
|
| S4 |
2,445.07 |
2,467.33 |
2,548.04 |
|
|
| Weekly Pivots for week ending 25-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.73 |
2,896.47 |
2,644.45 |
|
| R3 |
2,817.73 |
2,761.47 |
2,607.33 |
|
| R2 |
2,682.73 |
2,682.73 |
2,594.95 |
|
| R1 |
2,626.47 |
2,626.47 |
2,582.58 |
2,654.60 |
| PP |
2,547.73 |
2,547.73 |
2,547.73 |
2,561.80 |
| S1 |
2,491.47 |
2,491.47 |
2,557.83 |
2,519.60 |
| S2 |
2,412.73 |
2,412.73 |
2,545.45 |
|
| S3 |
2,277.73 |
2,356.47 |
2,533.08 |
|
| S4 |
2,142.73 |
2,221.47 |
2,495.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,604.00 |
2,469.00 |
135.00 |
5.3% |
64.62 |
2.5% |
75% |
False |
False |
|
| 10 |
2,634.60 |
2,469.00 |
165.60 |
6.4% |
57.29 |
2.2% |
61% |
False |
False |
|
| 20 |
2,695.50 |
2,469.00 |
226.50 |
8.8% |
60.35 |
2.3% |
45% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.8% |
54.71 |
2.1% |
36% |
False |
False |
|
| 60 |
2,746.70 |
2,413.00 |
333.70 |
13.0% |
50.81 |
2.0% |
47% |
False |
False |
|
| 80 |
2,746.70 |
2,306.90 |
439.80 |
17.1% |
48.01 |
1.9% |
60% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.7% |
48.94 |
1.9% |
68% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.0% |
51.48 |
2.0% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.28 |
|
2.618 |
2,689.51 |
|
1.618 |
2,649.21 |
|
1.000 |
2,624.30 |
|
0.618 |
2,608.91 |
|
HIGH |
2,584.00 |
|
0.618 |
2,568.61 |
|
0.500 |
2,563.85 |
|
0.382 |
2,559.09 |
|
LOW |
2,543.70 |
|
0.618 |
2,518.79 |
|
1.000 |
2,503.40 |
|
1.618 |
2,478.49 |
|
2.618 |
2,438.19 |
|
4.250 |
2,372.43 |
|
|