| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1987 |
09-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,537.20 |
2,522.50 |
-14.70 |
-0.6% |
2,636.10 |
| High |
2,561.40 |
2,531.70 |
-29.70 |
-1.2% |
2,658.80 |
| Low |
2,491.50 |
2,472.30 |
-19.20 |
-0.8% |
2,472.30 |
| Close |
2,516.60 |
2,482.20 |
-34.40 |
-1.4% |
2,482.20 |
| Range |
69.90 |
59.40 |
-10.50 |
-15.0% |
186.50 |
| ATR |
59.02 |
59.04 |
0.03 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.60 |
2,637.30 |
2,514.87 |
|
| R3 |
2,614.20 |
2,577.90 |
2,498.54 |
|
| R2 |
2,554.80 |
2,554.80 |
2,493.09 |
|
| R1 |
2,518.50 |
2,518.50 |
2,487.65 |
2,506.95 |
| PP |
2,495.40 |
2,495.40 |
2,495.40 |
2,489.63 |
| S1 |
2,459.10 |
2,459.10 |
2,476.76 |
2,447.55 |
| S2 |
2,436.00 |
2,436.00 |
2,471.31 |
|
| S3 |
2,376.60 |
2,399.70 |
2,465.87 |
|
| S4 |
2,317.20 |
2,340.30 |
2,449.53 |
|
|
| Weekly Pivots for week ending 09-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.27 |
2,976.23 |
2,584.78 |
|
| R3 |
2,910.77 |
2,789.73 |
2,533.49 |
|
| R2 |
2,724.27 |
2,724.27 |
2,516.39 |
|
| R1 |
2,603.23 |
2,603.23 |
2,499.30 |
2,570.50 |
| PP |
2,537.77 |
2,537.77 |
2,537.77 |
2,521.40 |
| S1 |
2,416.73 |
2,416.73 |
2,465.10 |
2,384.00 |
| S2 |
2,351.27 |
2,351.27 |
2,448.01 |
|
| S3 |
2,164.77 |
2,230.23 |
2,430.91 |
|
| S4 |
1,978.27 |
2,043.73 |
2,379.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.80 |
2,472.30 |
186.50 |
7.5% |
65.30 |
2.6% |
5% |
False |
True |
|
| 10 |
2,662.40 |
2,472.30 |
190.10 |
7.7% |
59.16 |
2.4% |
5% |
False |
True |
|
| 20 |
2,662.40 |
2,469.00 |
193.40 |
7.8% |
58.23 |
2.3% |
7% |
False |
False |
|
| 40 |
2,746.70 |
2,469.00 |
277.70 |
11.2% |
57.55 |
2.3% |
5% |
False |
False |
|
| 60 |
2,746.70 |
2,444.70 |
302.00 |
12.2% |
53.74 |
2.2% |
12% |
False |
False |
|
| 80 |
2,746.70 |
2,386.50 |
360.20 |
14.5% |
50.31 |
2.0% |
27% |
False |
False |
|
| 100 |
2,746.70 |
2,188.50 |
558.20 |
22.5% |
49.17 |
2.0% |
53% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.8% |
50.81 |
2.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.15 |
|
2.618 |
2,687.21 |
|
1.618 |
2,627.81 |
|
1.000 |
2,591.10 |
|
0.618 |
2,568.41 |
|
HIGH |
2,531.70 |
|
0.618 |
2,509.01 |
|
0.500 |
2,502.00 |
|
0.382 |
2,494.99 |
|
LOW |
2,472.30 |
|
0.618 |
2,435.59 |
|
1.000 |
2,412.90 |
|
1.618 |
2,376.19 |
|
2.618 |
2,316.79 |
|
4.250 |
2,219.85 |
|
|