| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-1987 |
13-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,456.30 |
2,483.00 |
26.70 |
1.1% |
2,636.10 |
| High |
2,504.90 |
2,528.40 |
23.50 |
0.9% |
2,658.80 |
| Low |
2,433.90 |
2,456.90 |
23.00 |
0.9% |
2,472.30 |
| Close |
2,471.40 |
2,508.20 |
36.80 |
1.5% |
2,482.20 |
| Range |
71.00 |
71.50 |
0.50 |
0.7% |
186.50 |
| ATR |
59.90 |
60.73 |
0.83 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.33 |
2,681.77 |
2,547.53 |
|
| R3 |
2,640.83 |
2,610.27 |
2,527.86 |
|
| R2 |
2,569.33 |
2,569.33 |
2,521.31 |
|
| R1 |
2,538.77 |
2,538.77 |
2,514.75 |
2,554.05 |
| PP |
2,497.83 |
2,497.83 |
2,497.83 |
2,505.48 |
| S1 |
2,467.27 |
2,467.27 |
2,501.65 |
2,482.55 |
| S2 |
2,426.33 |
2,426.33 |
2,495.09 |
|
| S3 |
2,354.83 |
2,395.77 |
2,488.54 |
|
| S4 |
2,283.33 |
2,324.27 |
2,468.88 |
|
|
| 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 |
2,571.00 |
2,433.90 |
137.10 |
5.5% |
66.20 |
2.6% |
54% |
False |
False |
|
| 10 |
2,662.40 |
2,433.90 |
228.50 |
9.1% |
61.51 |
2.5% |
33% |
False |
False |
|
| 20 |
2,662.40 |
2,433.90 |
228.50 |
9.1% |
60.50 |
2.4% |
33% |
False |
False |
|
| 40 |
2,746.70 |
2,433.90 |
312.80 |
12.5% |
58.79 |
2.3% |
24% |
False |
False |
|
| 60 |
2,746.70 |
2,433.90 |
312.80 |
12.5% |
54.72 |
2.2% |
24% |
False |
False |
|
| 80 |
2,746.70 |
2,391.30 |
355.40 |
14.2% |
51.21 |
2.0% |
33% |
False |
False |
|
| 100 |
2,746.70 |
2,220.20 |
526.50 |
21.0% |
49.56 |
2.0% |
55% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
22.6% |
50.88 |
2.0% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.28 |
|
2.618 |
2,715.59 |
|
1.618 |
2,644.09 |
|
1.000 |
2,599.90 |
|
0.618 |
2,572.59 |
|
HIGH |
2,528.40 |
|
0.618 |
2,501.09 |
|
0.500 |
2,492.65 |
|
0.382 |
2,484.21 |
|
LOW |
2,456.90 |
|
0.618 |
2,412.71 |
|
1.000 |
2,385.40 |
|
1.618 |
2,341.21 |
|
2.618 |
2,269.71 |
|
4.250 |
2,153.03 |
|
|