| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-1987 |
12-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,522.50 |
2,456.30 |
-66.20 |
-2.6% |
2,636.10 |
| High |
2,531.70 |
2,504.90 |
-26.80 |
-1.1% |
2,658.80 |
| Low |
2,472.30 |
2,433.90 |
-38.40 |
-1.6% |
2,472.30 |
| Close |
2,482.20 |
2,471.40 |
-10.80 |
-0.4% |
2,482.20 |
| Range |
59.40 |
71.00 |
11.60 |
19.5% |
186.50 |
| ATR |
59.04 |
59.90 |
0.85 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.07 |
2,648.23 |
2,510.45 |
|
| R3 |
2,612.07 |
2,577.23 |
2,490.93 |
|
| R2 |
2,541.07 |
2,541.07 |
2,484.42 |
|
| R1 |
2,506.23 |
2,506.23 |
2,477.91 |
2,523.65 |
| PP |
2,470.07 |
2,470.07 |
2,470.07 |
2,478.78 |
| S1 |
2,435.23 |
2,435.23 |
2,464.89 |
2,452.65 |
| S2 |
2,399.07 |
2,399.07 |
2,458.38 |
|
| S3 |
2,328.07 |
2,364.23 |
2,451.88 |
|
| S4 |
2,257.07 |
2,293.23 |
2,432.35 |
|
|
| 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 |
2,632.80 |
2,433.90 |
198.90 |
8.0% |
69.94 |
2.8% |
19% |
False |
True |
|
| 10 |
2,662.40 |
2,433.90 |
228.50 |
9.2% |
60.22 |
2.4% |
16% |
False |
True |
|
| 20 |
2,662.40 |
2,433.90 |
228.50 |
9.2% |
59.44 |
2.4% |
16% |
False |
True |
|
| 40 |
2,746.70 |
2,433.90 |
312.80 |
12.7% |
57.99 |
2.3% |
12% |
False |
True |
|
| 60 |
2,746.70 |
2,433.90 |
312.80 |
12.7% |
54.12 |
2.2% |
12% |
False |
True |
|
| 80 |
2,746.70 |
2,391.30 |
355.40 |
14.4% |
50.78 |
2.1% |
23% |
False |
False |
|
| 100 |
2,746.70 |
2,212.80 |
533.90 |
21.6% |
49.28 |
2.0% |
48% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.9% |
50.81 |
2.1% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,806.65 |
|
2.618 |
2,690.78 |
|
1.618 |
2,619.78 |
|
1.000 |
2,575.90 |
|
0.618 |
2,548.78 |
|
HIGH |
2,504.90 |
|
0.618 |
2,477.78 |
|
0.500 |
2,469.40 |
|
0.382 |
2,461.02 |
|
LOW |
2,433.90 |
|
0.618 |
2,390.02 |
|
1.000 |
2,362.90 |
|
1.618 |
2,319.02 |
|
2.618 |
2,248.02 |
|
4.250 |
2,132.15 |
|
|