| Trading Metrics calculated at close of trading on 12-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1993 |
12-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
456.35 |
453.70 |
-2.65 |
-0.6% |
446.12 |
| High |
456.76 |
453.70 |
-3.06 |
-0.7% |
456.76 |
| Low |
453.48 |
447.04 |
-6.44 |
-1.4% |
446.12 |
| Close |
453.72 |
449.83 |
-3.89 |
-0.9% |
449.83 |
| Range |
3.28 |
6.66 |
3.38 |
103.0% |
10.64 |
| ATR |
3.90 |
4.10 |
0.20 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
470.17 |
466.66 |
453.49 |
|
| R3 |
463.51 |
460.00 |
451.66 |
|
| R2 |
456.85 |
456.85 |
451.05 |
|
| R1 |
453.34 |
453.34 |
450.44 |
451.77 |
| PP |
450.19 |
450.19 |
450.19 |
449.40 |
| S1 |
446.68 |
446.68 |
449.22 |
445.11 |
| S2 |
443.53 |
443.53 |
448.61 |
|
| S3 |
436.87 |
440.02 |
448.00 |
|
| S4 |
430.21 |
433.36 |
446.17 |
|
|
| Weekly Pivots for week ending 12-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482.82 |
476.97 |
455.68 |
|
| R3 |
472.18 |
466.33 |
452.76 |
|
| R2 |
461.54 |
461.54 |
451.78 |
|
| R1 |
455.69 |
455.69 |
450.81 |
458.62 |
| PP |
450.90 |
450.90 |
450.90 |
452.37 |
| S1 |
445.05 |
445.05 |
448.85 |
447.98 |
| S2 |
440.26 |
440.26 |
447.88 |
|
| S3 |
429.62 |
434.41 |
446.90 |
|
| S4 |
418.98 |
423.77 |
443.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
456.76 |
446.12 |
10.64 |
2.4% |
4.80 |
1.1% |
35% |
False |
False |
|
| 10 |
456.76 |
441.07 |
15.69 |
3.5% |
4.28 |
1.0% |
56% |
False |
False |
|
| 20 |
456.76 |
428.25 |
28.51 |
6.3% |
4.56 |
1.0% |
76% |
False |
False |
|
| 40 |
456.76 |
428.25 |
28.51 |
6.3% |
3.73 |
0.8% |
76% |
False |
False |
|
| 60 |
456.76 |
426.88 |
29.88 |
6.6% |
3.54 |
0.8% |
77% |
False |
False |
|
| 80 |
456.76 |
418.31 |
38.45 |
8.5% |
3.30 |
0.7% |
82% |
False |
False |
|
| 100 |
456.76 |
413.10 |
43.66 |
9.7% |
3.20 |
0.7% |
84% |
False |
False |
|
| 120 |
456.76 |
396.80 |
59.96 |
13.3% |
3.39 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482.01 |
|
2.618 |
471.14 |
|
1.618 |
464.48 |
|
1.000 |
460.36 |
|
0.618 |
457.82 |
|
HIGH |
453.70 |
|
0.618 |
451.16 |
|
0.500 |
450.37 |
|
0.382 |
449.58 |
|
LOW |
447.04 |
|
0.618 |
442.92 |
|
1.000 |
440.38 |
|
1.618 |
436.26 |
|
2.618 |
429.60 |
|
4.250 |
418.74 |
|
|
| Fisher Pivots for day following 12-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
450.37 |
451.90 |
| PP |
450.19 |
451.21 |
| S1 |
450.01 |
450.52 |
|