| Trading Metrics calculated at close of trading on 06-Jan-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1993 |
06-Jan-1993 |
Change |
Change % |
Previous Week |
| Open |
435.38 |
434.34 |
-1.04 |
-0.2% |
439.77 |
| High |
435.40 |
435.17 |
-0.23 |
-0.1% |
442.65 |
| Low |
433.55 |
432.52 |
-1.03 |
-0.2% |
435.71 |
| Close |
434.34 |
434.50 |
0.16 |
0.0% |
435.71 |
| Range |
1.85 |
2.65 |
0.80 |
43.2% |
6.94 |
| ATR |
2.81 |
2.80 |
-0.01 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442.01 |
440.91 |
435.96 |
|
| R3 |
439.36 |
438.26 |
435.23 |
|
| R2 |
436.71 |
436.71 |
434.99 |
|
| R1 |
435.61 |
435.61 |
434.74 |
436.16 |
| PP |
434.06 |
434.06 |
434.06 |
434.34 |
| S1 |
432.96 |
432.96 |
434.26 |
433.51 |
| S2 |
431.41 |
431.41 |
434.01 |
|
| S3 |
428.76 |
430.31 |
433.77 |
|
| S4 |
426.11 |
427.66 |
433.04 |
|
|
| Weekly Pivots for week ending 01-Jan-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458.84 |
454.22 |
439.53 |
|
| R3 |
451.90 |
447.28 |
437.62 |
|
| R2 |
444.96 |
444.96 |
436.98 |
|
| R1 |
440.34 |
440.34 |
436.35 |
439.18 |
| PP |
438.02 |
438.02 |
438.02 |
437.45 |
| S1 |
433.40 |
433.40 |
435.07 |
432.24 |
| S2 |
431.08 |
431.08 |
434.44 |
|
| S3 |
424.14 |
426.46 |
433.80 |
|
| S4 |
417.20 |
419.52 |
431.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
439.59 |
432.52 |
7.07 |
1.6% |
2.69 |
0.6% |
28% |
False |
True |
|
| 10 |
442.65 |
432.52 |
10.13 |
2.3% |
2.73 |
0.6% |
20% |
False |
True |
|
| 20 |
442.65 |
430.88 |
11.77 |
2.7% |
2.79 |
0.6% |
31% |
False |
False |
|
| 40 |
442.65 |
416.79 |
25.86 |
6.0% |
2.69 |
0.6% |
68% |
False |
False |
|
| 60 |
442.65 |
402.66 |
39.99 |
9.2% |
2.89 |
0.7% |
80% |
False |
False |
|
| 80 |
442.65 |
396.80 |
45.85 |
10.6% |
3.23 |
0.7% |
82% |
False |
False |
|
| 100 |
442.65 |
396.80 |
45.85 |
10.6% |
3.15 |
0.7% |
82% |
False |
False |
|
| 120 |
442.65 |
396.80 |
45.85 |
10.6% |
3.15 |
0.7% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446.43 |
|
2.618 |
442.11 |
|
1.618 |
439.46 |
|
1.000 |
437.82 |
|
0.618 |
436.81 |
|
HIGH |
435.17 |
|
0.618 |
434.16 |
|
0.500 |
433.85 |
|
0.382 |
433.53 |
|
LOW |
432.52 |
|
0.618 |
430.88 |
|
1.000 |
429.87 |
|
1.618 |
428.23 |
|
2.618 |
425.58 |
|
4.250 |
421.26 |
|
|
| Fisher Pivots for day following 06-Jan-1993 |
| Pivot |
1 day |
3 day |
| R1 |
434.28 |
434.92 |
| PP |
434.06 |
434.78 |
| S1 |
433.85 |
434.64 |
|