| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-1987 |
29-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,597.30 |
2,598.10 |
0.80 |
0.0% |
2,544.40 |
| High |
2,635.00 |
2,627.60 |
-7.40 |
-0.3% |
2,604.00 |
| Low |
2,574.60 |
2,569.00 |
-5.60 |
-0.2% |
2,469.00 |
| Close |
2,601.50 |
2,590.60 |
-10.90 |
-0.4% |
2,570.20 |
| Range |
60.40 |
58.60 |
-1.80 |
-3.0% |
135.00 |
| ATR |
57.31 |
57.41 |
0.09 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.53 |
2,739.67 |
2,622.83 |
|
| R3 |
2,712.93 |
2,681.07 |
2,606.72 |
|
| R2 |
2,654.33 |
2,654.33 |
2,601.34 |
|
| R1 |
2,622.47 |
2,622.47 |
2,595.97 |
2,609.10 |
| PP |
2,595.73 |
2,595.73 |
2,595.73 |
2,589.05 |
| S1 |
2,563.87 |
2,563.87 |
2,585.23 |
2,550.50 |
| S2 |
2,537.13 |
2,537.13 |
2,579.86 |
|
| S3 |
2,478.53 |
2,505.27 |
2,574.49 |
|
| S4 |
2,419.93 |
2,446.67 |
2,558.37 |
|
|
| 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 |
2,543.70 |
91.30 |
3.5% |
51.72 |
2.0% |
51% |
False |
False |
|
| 10 |
2,635.00 |
2,469.00 |
166.00 |
6.4% |
59.49 |
2.3% |
73% |
False |
False |
|
| 20 |
2,695.50 |
2,469.00 |
226.50 |
8.7% |
61.09 |
2.4% |
54% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.7% |
55.54 |
2.1% |
44% |
False |
False |
|
| 60 |
2,746.70 |
2,425.10 |
321.60 |
12.4% |
51.50 |
2.0% |
51% |
False |
False |
|
| 80 |
2,746.70 |
2,306.90 |
439.80 |
17.0% |
48.64 |
1.9% |
65% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.5% |
49.00 |
1.9% |
72% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.9% |
51.39 |
2.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.65 |
|
2.618 |
2,781.01 |
|
1.618 |
2,722.41 |
|
1.000 |
2,686.20 |
|
0.618 |
2,663.81 |
|
HIGH |
2,627.60 |
|
0.618 |
2,605.21 |
|
0.500 |
2,598.30 |
|
0.382 |
2,591.39 |
|
LOW |
2,569.00 |
|
0.618 |
2,532.79 |
|
1.000 |
2,510.40 |
|
1.618 |
2,474.19 |
|
2.618 |
2,415.59 |
|
4.250 |
2,319.95 |
|
|