Trading Metrics calculated at close of trading on 11-Sep-1991 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1991 |
11-Sep-1991 |
Change |
Change % |
Previous Week |
Open |
388.57 |
384.56 |
-4.01 |
-1.0% |
395.43 |
High |
388.63 |
385.60 |
-3.03 |
-0.8% |
397.62 |
Low |
383.78 |
383.59 |
-0.19 |
0.0% |
387.36 |
Close |
384.56 |
385.09 |
0.53 |
0.1% |
389.10 |
Range |
4.85 |
2.01 |
-2.84 |
-58.6% |
10.26 |
ATR |
3.69 |
3.57 |
-0.12 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390.79 |
389.95 |
386.20 |
|
R3 |
388.78 |
387.94 |
385.64 |
|
R2 |
386.77 |
386.77 |
385.46 |
|
R1 |
385.93 |
385.93 |
385.27 |
386.35 |
PP |
384.76 |
384.76 |
384.76 |
384.97 |
S1 |
383.92 |
383.92 |
384.91 |
384.34 |
S2 |
382.75 |
382.75 |
384.72 |
|
S3 |
380.74 |
381.91 |
384.54 |
|
S4 |
378.73 |
379.90 |
383.98 |
|
|
Weekly Pivots for week ending 06-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422.14 |
415.88 |
394.74 |
|
R3 |
411.88 |
405.62 |
391.92 |
|
R2 |
401.62 |
401.62 |
390.98 |
|
R1 |
395.36 |
395.36 |
390.04 |
393.36 |
PP |
391.36 |
391.36 |
391.36 |
390.36 |
S1 |
385.10 |
385.10 |
388.16 |
383.10 |
S2 |
381.10 |
381.10 |
387.22 |
|
S3 |
370.84 |
374.84 |
386.28 |
|
S4 |
360.58 |
364.58 |
383.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
390.97 |
383.59 |
7.38 |
1.9% |
2.83 |
0.7% |
20% |
False |
True |
|
10 |
397.62 |
383.59 |
14.03 |
3.6% |
3.18 |
0.8% |
11% |
False |
True |
|
20 |
397.62 |
374.09 |
23.53 |
6.1% |
4.05 |
1.1% |
47% |
False |
False |
|
40 |
397.62 |
374.09 |
23.53 |
6.1% |
3.53 |
0.9% |
47% |
False |
False |
|
60 |
397.62 |
367.98 |
29.64 |
7.7% |
3.71 |
1.0% |
58% |
False |
False |
|
80 |
397.62 |
367.98 |
29.64 |
7.7% |
3.68 |
1.0% |
58% |
False |
False |
|
100 |
397.62 |
365.83 |
31.79 |
8.3% |
3.80 |
1.0% |
61% |
False |
False |
|
120 |
397.62 |
365.58 |
32.04 |
8.3% |
3.95 |
1.0% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
394.14 |
2.618 |
390.86 |
1.618 |
388.85 |
1.000 |
387.61 |
0.618 |
386.84 |
HIGH |
385.60 |
0.618 |
384.83 |
0.500 |
384.60 |
0.382 |
384.36 |
LOW |
383.59 |
0.618 |
382.35 |
1.000 |
381.58 |
1.618 |
380.34 |
2.618 |
378.33 |
4.250 |
375.05 |
|
|
Fisher Pivots for day following 11-Sep-1991 |
Pivot |
1 day |
3 day |
R1 |
384.93 |
386.47 |
PP |
384.76 |
386.01 |
S1 |
384.60 |
385.55 |
|