| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-1987 |
28-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,566.70 |
2,597.30 |
30.60 |
1.2% |
2,544.40 |
| High |
2,584.00 |
2,635.00 |
51.00 |
2.0% |
2,604.00 |
| Low |
2,543.70 |
2,574.60 |
30.90 |
1.2% |
2,469.00 |
| Close |
2,570.20 |
2,601.50 |
31.30 |
1.2% |
2,570.20 |
| Range |
40.30 |
60.40 |
20.10 |
49.9% |
135.00 |
| ATR |
56.74 |
57.31 |
0.58 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.90 |
2,753.60 |
2,634.72 |
|
| R3 |
2,724.50 |
2,693.20 |
2,618.11 |
|
| R2 |
2,664.10 |
2,664.10 |
2,612.57 |
|
| R1 |
2,632.80 |
2,632.80 |
2,607.04 |
2,648.45 |
| PP |
2,603.70 |
2,603.70 |
2,603.70 |
2,611.53 |
| S1 |
2,572.40 |
2,572.40 |
2,595.96 |
2,588.05 |
| S2 |
2,543.30 |
2,543.30 |
2,590.43 |
|
| S3 |
2,482.90 |
2,512.00 |
2,584.89 |
|
| S4 |
2,422.50 |
2,451.60 |
2,568.28 |
|
|
| 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 |
2,635.00 |
2,469.00 |
166.00 |
6.4% |
60.72 |
2.3% |
80% |
True |
False |
|
| 10 |
2,635.00 |
2,469.00 |
166.00 |
6.4% |
58.66 |
2.3% |
80% |
True |
False |
|
| 20 |
2,695.50 |
2,469.00 |
226.50 |
8.7% |
60.95 |
2.3% |
58% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.7% |
55.29 |
2.1% |
48% |
False |
False |
|
| 60 |
2,746.70 |
2,413.00 |
333.70 |
12.8% |
51.31 |
2.0% |
56% |
False |
False |
|
| 80 |
2,746.70 |
2,306.90 |
439.80 |
16.9% |
48.33 |
1.9% |
67% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.5% |
48.94 |
1.9% |
74% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
51.35 |
2.0% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.70 |
|
2.618 |
2,793.13 |
|
1.618 |
2,732.73 |
|
1.000 |
2,695.40 |
|
0.618 |
2,672.33 |
|
HIGH |
2,635.00 |
|
0.618 |
2,611.93 |
|
0.500 |
2,604.80 |
|
0.382 |
2,597.67 |
|
LOW |
2,574.60 |
|
0.618 |
2,537.27 |
|
1.000 |
2,514.20 |
|
1.618 |
2,476.87 |
|
2.618 |
2,416.47 |
|
4.250 |
2,317.90 |
|
|