| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-1987 |
30-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,598.10 |
2,583.20 |
-14.90 |
-0.6% |
2,544.40 |
| High |
2,627.60 |
2,613.60 |
-14.00 |
-0.5% |
2,604.00 |
| Low |
2,569.00 |
2,563.60 |
-5.40 |
-0.2% |
2,469.00 |
| Close |
2,590.60 |
2,596.30 |
5.70 |
0.2% |
2,570.20 |
| Range |
58.60 |
50.00 |
-8.60 |
-14.7% |
135.00 |
| ATR |
57.41 |
56.88 |
-0.53 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.17 |
2,718.73 |
2,623.80 |
|
| R3 |
2,691.17 |
2,668.73 |
2,610.05 |
|
| R2 |
2,641.17 |
2,641.17 |
2,605.47 |
|
| R1 |
2,618.73 |
2,618.73 |
2,600.88 |
2,629.95 |
| PP |
2,591.17 |
2,591.17 |
2,591.17 |
2,596.78 |
| S1 |
2,568.73 |
2,568.73 |
2,591.72 |
2,579.95 |
| S2 |
2,541.17 |
2,541.17 |
2,587.13 |
|
| S3 |
2,491.17 |
2,518.73 |
2,582.55 |
|
| S4 |
2,441.17 |
2,468.73 |
2,568.80 |
|
|
| 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% |
52.24 |
2.0% |
58% |
False |
False |
|
| 10 |
2,635.00 |
2,469.00 |
166.00 |
6.4% |
58.22 |
2.2% |
77% |
False |
False |
|
| 20 |
2,642.20 |
2,469.00 |
173.20 |
6.7% |
58.52 |
2.3% |
73% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.7% |
55.72 |
2.1% |
46% |
False |
False |
|
| 60 |
2,746.70 |
2,427.10 |
319.60 |
12.3% |
51.62 |
2.0% |
53% |
False |
False |
|
| 80 |
2,746.70 |
2,328.60 |
418.10 |
16.1% |
48.57 |
1.9% |
64% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.5% |
48.96 |
1.9% |
73% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.8% |
51.28 |
2.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.10 |
|
2.618 |
2,744.50 |
|
1.618 |
2,694.50 |
|
1.000 |
2,663.60 |
|
0.618 |
2,644.50 |
|
HIGH |
2,613.60 |
|
0.618 |
2,594.50 |
|
0.500 |
2,588.60 |
|
0.382 |
2,582.70 |
|
LOW |
2,563.60 |
|
0.618 |
2,532.70 |
|
1.000 |
2,513.60 |
|
1.618 |
2,482.70 |
|
2.618 |
2,432.70 |
|
4.250 |
2,351.10 |
|
|