| Trading Metrics calculated at close of trading on 24-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-1993 |
24-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
448.88 |
448.71 |
-0.17 |
0.0% |
449.83 |
| High |
449.80 |
450.90 |
1.10 |
0.2% |
453.32 |
| Low |
448.30 |
446.10 |
-2.20 |
-0.5% |
447.99 |
| Close |
448.76 |
448.07 |
-0.69 |
-0.2% |
450.18 |
| Range |
1.50 |
4.80 |
3.30 |
220.0% |
5.33 |
| ATR |
3.60 |
3.68 |
0.09 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462.76 |
460.21 |
450.71 |
|
| R3 |
457.96 |
455.41 |
449.39 |
|
| R2 |
453.16 |
453.16 |
448.95 |
|
| R1 |
450.61 |
450.61 |
448.51 |
449.49 |
| PP |
448.36 |
448.36 |
448.36 |
447.79 |
| S1 |
445.81 |
445.81 |
447.63 |
444.69 |
| S2 |
443.56 |
443.56 |
447.19 |
|
| S3 |
438.76 |
441.01 |
446.75 |
|
| S4 |
433.96 |
436.21 |
445.43 |
|
|
| 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% |
3.57 |
0.8% |
27% |
False |
False |
|
| 10 |
456.76 |
446.08 |
10.68 |
2.4% |
3.45 |
0.8% |
19% |
False |
False |
|
| 20 |
456.76 |
439.67 |
17.09 |
3.8% |
3.64 |
0.8% |
49% |
False |
False |
|
| 40 |
456.76 |
428.25 |
28.51 |
6.4% |
3.75 |
0.8% |
70% |
False |
False |
|
| 60 |
456.76 |
426.88 |
29.88 |
6.7% |
3.56 |
0.8% |
71% |
False |
False |
|
| 80 |
456.76 |
426.88 |
29.88 |
6.7% |
3.33 |
0.7% |
71% |
False |
False |
|
| 100 |
456.76 |
415.58 |
41.18 |
9.2% |
3.23 |
0.7% |
79% |
False |
False |
|
| 120 |
456.76 |
396.80 |
59.96 |
13.4% |
3.38 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471.30 |
|
2.618 |
463.47 |
|
1.618 |
458.67 |
|
1.000 |
455.70 |
|
0.618 |
453.87 |
|
HIGH |
450.90 |
|
0.618 |
449.07 |
|
0.500 |
448.50 |
|
0.382 |
447.93 |
|
LOW |
446.10 |
|
0.618 |
443.13 |
|
1.000 |
441.30 |
|
1.618 |
438.33 |
|
2.618 |
433.53 |
|
4.250 |
425.70 |
|
|
| Fisher Pivots for day following 24-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
448.50 |
448.49 |
| PP |
448.36 |
448.35 |
| S1 |
448.21 |
448.21 |
|