| Trading Metrics calculated at close of trading on 29-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1993 |
29-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
450.91 |
447.76 |
-3.15 |
-0.7% |
450.17 |
| High |
452.09 |
452.81 |
0.72 |
0.2% |
452.09 |
| Low |
447.69 |
447.75 |
0.06 |
0.0% |
446.08 |
| Close |
447.78 |
450.77 |
2.99 |
0.7% |
447.78 |
| Range |
4.40 |
5.06 |
0.66 |
15.0% |
6.01 |
| ATR |
3.74 |
3.84 |
0.09 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465.62 |
463.26 |
453.55 |
|
| R3 |
460.56 |
458.20 |
452.16 |
|
| R2 |
455.50 |
455.50 |
451.70 |
|
| R1 |
453.14 |
453.14 |
451.23 |
454.32 |
| PP |
450.44 |
450.44 |
450.44 |
451.04 |
| S1 |
448.08 |
448.08 |
450.31 |
449.26 |
| S2 |
445.38 |
445.38 |
449.84 |
|
| S3 |
440.32 |
443.02 |
449.38 |
|
| S4 |
435.26 |
437.96 |
447.99 |
|
|
| Weekly Pivots for week ending 26-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.68 |
463.24 |
451.09 |
|
| R3 |
460.67 |
457.23 |
449.43 |
|
| R2 |
454.66 |
454.66 |
448.88 |
|
| R1 |
451.22 |
451.22 |
448.33 |
449.94 |
| PP |
448.65 |
448.65 |
448.65 |
448.01 |
| S1 |
445.21 |
445.21 |
447.23 |
443.93 |
| S2 |
442.64 |
442.64 |
446.68 |
|
| S3 |
436.63 |
439.20 |
446.13 |
|
| S4 |
430.62 |
433.19 |
444.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
452.81 |
446.10 |
6.71 |
1.5% |
3.92 |
0.9% |
70% |
True |
False |
|
| 10 |
453.32 |
446.08 |
7.24 |
1.6% |
3.58 |
0.8% |
65% |
False |
False |
|
| 20 |
456.76 |
441.07 |
15.69 |
3.5% |
3.89 |
0.9% |
62% |
False |
False |
|
| 40 |
456.76 |
428.25 |
28.51 |
6.3% |
3.90 |
0.9% |
79% |
False |
False |
|
| 60 |
456.76 |
426.88 |
29.88 |
6.6% |
3.59 |
0.8% |
80% |
False |
False |
|
| 80 |
456.76 |
426.88 |
29.88 |
6.6% |
3.41 |
0.8% |
80% |
False |
False |
|
| 100 |
456.76 |
415.58 |
41.18 |
9.1% |
3.25 |
0.7% |
85% |
False |
False |
|
| 120 |
456.76 |
402.42 |
54.34 |
12.1% |
3.30 |
0.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
474.32 |
|
2.618 |
466.06 |
|
1.618 |
461.00 |
|
1.000 |
457.87 |
|
0.618 |
455.94 |
|
HIGH |
452.81 |
|
0.618 |
450.88 |
|
0.500 |
450.28 |
|
0.382 |
449.68 |
|
LOW |
447.75 |
|
0.618 |
444.62 |
|
1.000 |
442.69 |
|
1.618 |
439.56 |
|
2.618 |
434.50 |
|
4.250 |
426.25 |
|
|
| Fisher Pivots for day following 29-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
450.61 |
450.60 |
| PP |
450.44 |
450.42 |
| S1 |
450.28 |
450.25 |
|