| Trading Metrics calculated at close of trading on 22-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1993 |
22-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
451.90 |
450.17 |
-1.73 |
-0.4% |
449.83 |
| High |
453.32 |
450.17 |
-3.15 |
-0.7% |
453.32 |
| Low |
449.91 |
446.08 |
-3.83 |
-0.9% |
447.99 |
| Close |
450.18 |
448.88 |
-1.30 |
-0.3% |
450.18 |
| Range |
3.41 |
4.09 |
0.68 |
19.9% |
5.33 |
| ATR |
3.73 |
3.76 |
0.03 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460.65 |
458.85 |
451.13 |
|
| R3 |
456.56 |
454.76 |
450.00 |
|
| R2 |
452.47 |
452.47 |
449.63 |
|
| R1 |
450.67 |
450.67 |
449.25 |
449.53 |
| PP |
448.38 |
448.38 |
448.38 |
447.80 |
| S1 |
446.58 |
446.58 |
448.51 |
445.44 |
| S2 |
444.29 |
444.29 |
448.13 |
|
| S3 |
440.20 |
442.49 |
447.76 |
|
| S4 |
436.11 |
438.40 |
446.63 |
|
|
| Weekly Pivots for week ending 19-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.49 |
463.66 |
453.11 |
|
| R3 |
461.16 |
458.33 |
451.65 |
|
| R2 |
455.83 |
455.83 |
451.16 |
|
| R1 |
453.00 |
453.00 |
450.67 |
454.42 |
| PP |
450.50 |
450.50 |
450.50 |
451.20 |
| S1 |
447.67 |
447.67 |
449.69 |
449.09 |
| S2 |
445.17 |
445.17 |
449.20 |
|
| S3 |
439.84 |
442.34 |
448.71 |
|
| S4 |
434.51 |
437.01 |
447.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
453.32 |
446.08 |
7.24 |
1.6% |
3.25 |
0.7% |
39% |
False |
True |
|
| 10 |
456.76 |
446.08 |
10.68 |
2.4% |
3.37 |
0.8% |
26% |
False |
True |
|
| 20 |
456.76 |
432.41 |
24.35 |
5.4% |
3.86 |
0.9% |
68% |
False |
False |
|
| 40 |
456.76 |
428.25 |
28.51 |
6.4% |
3.78 |
0.8% |
72% |
False |
False |
|
| 60 |
456.76 |
426.88 |
29.88 |
6.7% |
3.51 |
0.8% |
74% |
False |
False |
|
| 80 |
456.76 |
426.88 |
29.88 |
6.7% |
3.30 |
0.7% |
74% |
False |
False |
|
| 100 |
456.76 |
415.58 |
41.18 |
9.2% |
3.20 |
0.7% |
81% |
False |
False |
|
| 120 |
456.76 |
396.80 |
59.96 |
13.4% |
3.37 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467.55 |
|
2.618 |
460.88 |
|
1.618 |
456.79 |
|
1.000 |
454.26 |
|
0.618 |
452.70 |
|
HIGH |
450.17 |
|
0.618 |
448.61 |
|
0.500 |
448.13 |
|
0.382 |
447.64 |
|
LOW |
446.08 |
|
0.618 |
443.55 |
|
1.000 |
441.99 |
|
1.618 |
439.46 |
|
2.618 |
435.37 |
|
4.250 |
428.70 |
|
|
| Fisher Pivots for day following 22-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
448.63 |
449.70 |
| PP |
448.38 |
449.43 |
| S1 |
448.13 |
449.15 |
|