| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1987 |
01-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,583.20 |
2,622.90 |
39.70 |
1.5% |
2,544.40 |
| High |
2,613.60 |
2,649.00 |
35.40 |
1.4% |
2,604.00 |
| Low |
2,563.60 |
2,593.20 |
29.60 |
1.2% |
2,469.00 |
| Close |
2,596.30 |
2,639.20 |
42.90 |
1.7% |
2,570.20 |
| Range |
50.00 |
55.80 |
5.80 |
11.6% |
135.00 |
| ATR |
56.88 |
56.80 |
-0.08 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.53 |
2,772.67 |
2,669.89 |
|
| R3 |
2,738.73 |
2,716.87 |
2,654.55 |
|
| R2 |
2,682.93 |
2,682.93 |
2,649.43 |
|
| R1 |
2,661.07 |
2,661.07 |
2,644.32 |
2,672.00 |
| PP |
2,627.13 |
2,627.13 |
2,627.13 |
2,632.60 |
| S1 |
2,605.27 |
2,605.27 |
2,634.09 |
2,616.20 |
| S2 |
2,571.33 |
2,571.33 |
2,628.97 |
|
| S3 |
2,515.53 |
2,549.47 |
2,623.86 |
|
| S4 |
2,459.73 |
2,493.67 |
2,608.51 |
|
|
| 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 |
2,649.00 |
2,543.70 |
105.30 |
4.0% |
53.02 |
2.0% |
91% |
True |
False |
|
| 10 |
2,649.00 |
2,469.00 |
180.00 |
6.8% |
58.87 |
2.2% |
95% |
True |
False |
|
| 20 |
2,649.00 |
2,469.00 |
180.00 |
6.8% |
58.14 |
2.2% |
95% |
True |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.5% |
55.98 |
2.1% |
61% |
False |
False |
|
| 60 |
2,746.70 |
2,427.10 |
319.60 |
12.1% |
51.83 |
2.0% |
66% |
False |
False |
|
| 80 |
2,746.70 |
2,328.60 |
418.10 |
15.8% |
48.84 |
1.9% |
74% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.2% |
48.69 |
1.8% |
81% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.5% |
51.30 |
1.9% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.15 |
|
2.618 |
2,795.08 |
|
1.618 |
2,739.28 |
|
1.000 |
2,704.80 |
|
0.618 |
2,683.48 |
|
HIGH |
2,649.00 |
|
0.618 |
2,627.68 |
|
0.500 |
2,621.10 |
|
0.382 |
2,614.52 |
|
LOW |
2,593.20 |
|
0.618 |
2,558.72 |
|
1.000 |
2,537.40 |
|
1.618 |
2,502.92 |
|
2.618 |
2,447.12 |
|
4.250 |
2,356.05 |
|
|