| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-1987 |
14-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,483.00 |
2,470.00 |
-13.00 |
-0.5% |
2,636.10 |
| High |
2,528.40 |
2,485.20 |
-43.20 |
-1.7% |
2,658.80 |
| Low |
2,456.90 |
2,400.50 |
-56.40 |
-2.3% |
2,472.30 |
| Close |
2,508.20 |
2,412.70 |
-95.50 |
-3.8% |
2,482.20 |
| Range |
71.50 |
84.70 |
13.20 |
18.5% |
186.50 |
| ATR |
60.73 |
64.08 |
3.36 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.90 |
2,634.50 |
2,459.29 |
|
| R3 |
2,602.20 |
2,549.80 |
2,435.99 |
|
| R2 |
2,517.50 |
2,517.50 |
2,428.23 |
|
| R1 |
2,465.10 |
2,465.10 |
2,420.46 |
2,448.95 |
| PP |
2,432.80 |
2,432.80 |
2,432.80 |
2,424.73 |
| S1 |
2,380.40 |
2,380.40 |
2,404.94 |
2,364.25 |
| S2 |
2,348.10 |
2,348.10 |
2,397.17 |
|
| S3 |
2,263.40 |
2,295.70 |
2,389.41 |
|
| S4 |
2,178.70 |
2,211.00 |
2,366.12 |
|
|
| 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 |
2,561.40 |
2,400.50 |
160.90 |
6.7% |
71.30 |
3.0% |
8% |
False |
True |
|
| 10 |
2,662.40 |
2,400.50 |
261.90 |
10.9% |
64.98 |
2.7% |
5% |
False |
True |
|
| 20 |
2,662.40 |
2,400.50 |
261.90 |
10.9% |
61.60 |
2.6% |
5% |
False |
True |
|
| 40 |
2,746.70 |
2,400.50 |
346.20 |
14.3% |
59.30 |
2.5% |
4% |
False |
True |
|
| 60 |
2,746.70 |
2,400.50 |
346.20 |
14.3% |
55.21 |
2.3% |
4% |
False |
True |
|
| 80 |
2,746.70 |
2,391.30 |
355.40 |
14.7% |
51.77 |
2.1% |
6% |
False |
False |
|
| 100 |
2,746.70 |
2,252.90 |
493.80 |
20.5% |
50.03 |
2.1% |
32% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
23.5% |
51.10 |
2.1% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.18 |
|
2.618 |
2,706.94 |
|
1.618 |
2,622.24 |
|
1.000 |
2,569.90 |
|
0.618 |
2,537.54 |
|
HIGH |
2,485.20 |
|
0.618 |
2,452.84 |
|
0.500 |
2,442.85 |
|
0.382 |
2,432.86 |
|
LOW |
2,400.50 |
|
0.618 |
2,348.16 |
|
1.000 |
2,315.80 |
|
1.618 |
2,263.46 |
|
2.618 |
2,178.76 |
|
4.250 |
2,040.53 |
|
|