| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1987 |
15-Oct-1987 |
Change |
Change % |
Previous Week |
| Open |
2,470.00 |
2,412.70 |
-57.30 |
-2.3% |
2,636.10 |
| High |
2,485.20 |
2,439.80 |
-45.40 |
-1.8% |
2,658.80 |
| Low |
2,400.50 |
2,345.60 |
-54.90 |
-2.3% |
2,472.30 |
| Close |
2,412.70 |
2,355.10 |
-57.60 |
-2.4% |
2,482.20 |
| Range |
84.70 |
94.20 |
9.50 |
11.2% |
186.50 |
| ATR |
64.08 |
66.23 |
2.15 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.77 |
2,603.13 |
2,406.91 |
|
| R3 |
2,568.57 |
2,508.93 |
2,381.01 |
|
| R2 |
2,474.37 |
2,474.37 |
2,372.37 |
|
| R1 |
2,414.73 |
2,414.73 |
2,363.74 |
2,397.45 |
| PP |
2,380.17 |
2,380.17 |
2,380.17 |
2,371.53 |
| S1 |
2,320.53 |
2,320.53 |
2,346.47 |
2,303.25 |
| S2 |
2,285.97 |
2,285.97 |
2,337.83 |
|
| S3 |
2,191.77 |
2,226.33 |
2,329.20 |
|
| S4 |
2,097.57 |
2,132.13 |
2,303.29 |
|
|
| 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 |
2,531.70 |
2,345.60 |
186.10 |
7.9% |
76.16 |
3.2% |
5% |
False |
True |
|
| 10 |
2,662.40 |
2,345.60 |
316.80 |
13.5% |
68.82 |
2.9% |
3% |
False |
True |
|
| 20 |
2,662.40 |
2,345.60 |
316.80 |
13.5% |
63.85 |
2.7% |
3% |
False |
True |
|
| 40 |
2,746.70 |
2,345.60 |
401.10 |
17.0% |
60.45 |
2.6% |
2% |
False |
True |
|
| 60 |
2,746.70 |
2,345.60 |
401.10 |
17.0% |
56.11 |
2.4% |
2% |
False |
True |
|
| 80 |
2,746.70 |
2,345.60 |
401.10 |
17.0% |
52.40 |
2.2% |
2% |
False |
True |
|
| 100 |
2,746.70 |
2,260.60 |
486.10 |
20.6% |
50.44 |
2.1% |
19% |
False |
False |
|
| 120 |
2,746.70 |
2,188.50 |
558.20 |
23.7% |
51.18 |
2.2% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.15 |
|
2.618 |
2,686.42 |
|
1.618 |
2,592.22 |
|
1.000 |
2,534.00 |
|
0.618 |
2,498.02 |
|
HIGH |
2,439.80 |
|
0.618 |
2,403.82 |
|
0.500 |
2,392.70 |
|
0.382 |
2,381.58 |
|
LOW |
2,345.60 |
|
0.618 |
2,287.38 |
|
1.000 |
2,251.40 |
|
1.618 |
2,193.18 |
|
2.618 |
2,098.98 |
|
4.250 |
1,945.25 |
|
|