| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-1987 |
08-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,549.60 |
2,537.20 |
-12.40 |
-0.5% |
2,597.30 |
| High |
2,571.00 |
2,561.40 |
-9.60 |
-0.4% |
2,662.40 |
| Low |
2,511.80 |
2,491.50 |
-20.30 |
-0.8% |
2,563.60 |
| Close |
2,551.10 |
2,516.60 |
-34.50 |
-1.4% |
2,641.00 |
| Range |
59.20 |
69.90 |
10.70 |
18.1% |
98.80 |
| ATR |
58.18 |
59.02 |
0.84 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,732.87 |
2,694.63 |
2,555.05 |
|
| R3 |
2,662.97 |
2,624.73 |
2,535.82 |
|
| R2 |
2,593.07 |
2,593.07 |
2,529.42 |
|
| R1 |
2,554.83 |
2,554.83 |
2,523.01 |
2,539.00 |
| PP |
2,523.17 |
2,523.17 |
2,523.17 |
2,515.25 |
| S1 |
2,484.93 |
2,484.93 |
2,510.19 |
2,469.10 |
| S2 |
2,453.27 |
2,453.27 |
2,503.79 |
|
| S3 |
2,383.37 |
2,415.03 |
2,497.38 |
|
| S4 |
2,313.47 |
2,345.13 |
2,478.16 |
|
|
| 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 |
2,491.50 |
170.90 |
6.8% |
61.48 |
2.4% |
15% |
False |
True |
|
| 10 |
2,662.40 |
2,491.50 |
170.90 |
6.8% |
57.25 |
2.3% |
15% |
False |
True |
|
| 20 |
2,662.40 |
2,469.00 |
193.40 |
7.7% |
57.79 |
2.3% |
25% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
11.0% |
57.52 |
2.3% |
17% |
False |
False |
|
| 60 |
2,746.70 |
2,444.70 |
302.00 |
12.0% |
53.41 |
2.1% |
24% |
False |
False |
|
| 80 |
2,746.70 |
2,386.50 |
360.20 |
14.3% |
50.02 |
2.0% |
36% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
22.2% |
49.32 |
2.0% |
59% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.5% |
51.15 |
2.0% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.48 |
|
2.618 |
2,744.40 |
|
1.618 |
2,674.50 |
|
1.000 |
2,631.30 |
|
0.618 |
2,604.60 |
|
HIGH |
2,561.40 |
|
0.618 |
2,534.70 |
|
0.500 |
2,526.45 |
|
0.382 |
2,518.20 |
|
LOW |
2,491.50 |
|
0.618 |
2,448.30 |
|
1.000 |
2,421.60 |
|
1.618 |
2,378.40 |
|
2.618 |
2,308.50 |
|
4.250 |
2,194.43 |
|
|