| Trading Metrics calculated at close of trading on 19-Sep-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1991 |
19-Sep-1991 |
Change |
Change % |
Previous Week |
| Open |
385.49 |
386.94 |
1.45 |
0.4% |
389.11 |
| High |
386.94 |
389.42 |
2.48 |
0.6% |
389.34 |
| Low |
384.28 |
386.27 |
1.99 |
0.5% |
382.85 |
| Close |
386.94 |
387.56 |
0.62 |
0.2% |
383.59 |
| Range |
2.66 |
3.15 |
0.49 |
18.4% |
6.49 |
| ATR |
3.39 |
3.37 |
-0.02 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397.20 |
395.53 |
389.29 |
|
| R3 |
394.05 |
392.38 |
388.43 |
|
| R2 |
390.90 |
390.90 |
388.14 |
|
| R1 |
389.23 |
389.23 |
387.85 |
390.07 |
| PP |
387.75 |
387.75 |
387.75 |
388.17 |
| S1 |
386.08 |
386.08 |
387.27 |
386.92 |
| S2 |
384.60 |
384.60 |
386.98 |
|
| S3 |
381.45 |
382.93 |
386.69 |
|
| S4 |
378.30 |
379.78 |
385.83 |
|
|
| Weekly Pivots for week ending 13-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404.73 |
400.65 |
387.16 |
|
| R3 |
398.24 |
394.16 |
385.37 |
|
| R2 |
391.75 |
391.75 |
384.78 |
|
| R1 |
387.67 |
387.67 |
384.18 |
386.47 |
| PP |
385.26 |
385.26 |
385.26 |
384.66 |
| S1 |
381.18 |
381.18 |
383.00 |
379.98 |
| S2 |
378.77 |
378.77 |
382.40 |
|
| S3 |
372.28 |
374.69 |
381.81 |
|
| S4 |
365.79 |
368.20 |
380.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.42 |
382.77 |
6.65 |
1.7% |
3.22 |
0.8% |
72% |
True |
False |
|
| 10 |
390.71 |
382.77 |
7.94 |
2.0% |
3.00 |
0.8% |
60% |
False |
False |
|
| 20 |
397.62 |
382.77 |
14.85 |
3.8% |
3.01 |
0.8% |
32% |
False |
False |
|
| 40 |
397.62 |
374.09 |
23.53 |
6.1% |
3.53 |
0.9% |
57% |
False |
False |
|
| 60 |
397.62 |
367.98 |
29.64 |
7.6% |
3.63 |
0.9% |
66% |
False |
False |
|
| 80 |
397.62 |
367.98 |
29.64 |
7.6% |
3.64 |
0.9% |
66% |
False |
False |
|
| 100 |
397.62 |
365.83 |
31.79 |
8.2% |
3.72 |
1.0% |
68% |
False |
False |
|
| 120 |
397.62 |
365.83 |
31.79 |
8.2% |
3.90 |
1.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402.81 |
|
2.618 |
397.67 |
|
1.618 |
394.52 |
|
1.000 |
392.57 |
|
0.618 |
391.37 |
|
HIGH |
389.42 |
|
0.618 |
388.22 |
|
0.500 |
387.85 |
|
0.382 |
387.47 |
|
LOW |
386.27 |
|
0.618 |
384.32 |
|
1.000 |
383.12 |
|
1.618 |
381.17 |
|
2.618 |
378.02 |
|
4.250 |
372.88 |
|
|
| Fisher Pivots for day following 19-Sep-1991 |
| Pivot |
1 day |
3 day |
| R1 |
387.85 |
387.32 |
| PP |
387.75 |
387.09 |
| S1 |
387.66 |
386.85 |
|