| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-1987 |
07-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,611.00 |
2,549.60 |
-61.40 |
-2.4% |
2,597.30 |
| High |
2,632.80 |
2,571.00 |
-61.80 |
-2.3% |
2,662.40 |
| Low |
2,542.60 |
2,511.80 |
-30.80 |
-1.2% |
2,563.60 |
| Close |
2,548.60 |
2,551.10 |
2.50 |
0.1% |
2,641.00 |
| Range |
90.20 |
59.20 |
-31.00 |
-34.4% |
98.80 |
| ATR |
58.10 |
58.18 |
0.08 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.23 |
2,695.87 |
2,583.66 |
|
| R3 |
2,663.03 |
2,636.67 |
2,567.38 |
|
| R2 |
2,603.83 |
2,603.83 |
2,561.95 |
|
| R1 |
2,577.47 |
2,577.47 |
2,556.53 |
2,590.65 |
| PP |
2,544.63 |
2,544.63 |
2,544.63 |
2,551.23 |
| S1 |
2,518.27 |
2,518.27 |
2,545.67 |
2,531.45 |
| S2 |
2,485.43 |
2,485.43 |
2,540.25 |
|
| S3 |
2,426.23 |
2,459.07 |
2,534.82 |
|
| S4 |
2,367.03 |
2,399.87 |
2,518.54 |
|
|
| Weekly Pivots for week ending 02-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.73 |
2,878.67 |
2,695.34 |
|
| R3 |
2,819.93 |
2,779.87 |
2,668.17 |
|
| R2 |
2,721.13 |
2,721.13 |
2,659.11 |
|
| R1 |
2,681.07 |
2,681.07 |
2,650.06 |
2,701.10 |
| PP |
2,622.33 |
2,622.33 |
2,622.33 |
2,632.35 |
| S1 |
2,582.27 |
2,582.27 |
2,631.94 |
2,602.30 |
| S2 |
2,523.53 |
2,523.53 |
2,622.89 |
|
| S3 |
2,424.73 |
2,483.47 |
2,613.83 |
|
| S4 |
2,325.93 |
2,384.67 |
2,586.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.40 |
2,511.80 |
150.60 |
5.9% |
58.66 |
2.3% |
26% |
False |
True |
|
| 10 |
2,662.40 |
2,511.80 |
150.60 |
5.9% |
55.45 |
2.2% |
26% |
False |
True |
|
| 20 |
2,662.40 |
2,469.00 |
193.40 |
7.6% |
56.60 |
2.2% |
42% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
10.9% |
57.08 |
2.2% |
30% |
False |
False |
|
| 60 |
2,746.70 |
2,444.70 |
302.00 |
11.8% |
53.03 |
2.1% |
35% |
False |
False |
|
| 80 |
2,746.70 |
2,376.10 |
370.60 |
14.5% |
49.64 |
1.9% |
47% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
21.9% |
49.18 |
1.9% |
65% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.2% |
50.96 |
2.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.60 |
|
2.618 |
2,725.99 |
|
1.618 |
2,666.79 |
|
1.000 |
2,630.20 |
|
0.618 |
2,607.59 |
|
HIGH |
2,571.00 |
|
0.618 |
2,548.39 |
|
0.500 |
2,541.40 |
|
0.382 |
2,534.41 |
|
LOW |
2,511.80 |
|
0.618 |
2,475.21 |
|
1.000 |
2,452.60 |
|
1.618 |
2,416.01 |
|
2.618 |
2,356.81 |
|
4.250 |
2,260.20 |
|
|