| Trading Metrics calculated at close of trading on 31-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-1993 |
31-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
450.79 |
451.97 |
1.18 |
0.3% |
450.17 |
| High |
452.06 |
454.88 |
2.82 |
0.6% |
452.09 |
| Low |
449.63 |
451.67 |
2.04 |
0.5% |
446.08 |
| Close |
451.97 |
451.67 |
-0.30 |
-0.1% |
447.78 |
| Range |
2.43 |
3.21 |
0.78 |
32.1% |
6.01 |
| ATR |
3.74 |
3.70 |
-0.04 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462.37 |
460.23 |
453.44 |
|
| R3 |
459.16 |
457.02 |
452.55 |
|
| R2 |
455.95 |
455.95 |
452.26 |
|
| R1 |
453.81 |
453.81 |
451.96 |
453.28 |
| PP |
452.74 |
452.74 |
452.74 |
452.47 |
| S1 |
450.60 |
450.60 |
451.38 |
450.07 |
| S2 |
449.53 |
449.53 |
451.08 |
|
| S3 |
446.32 |
447.39 |
450.79 |
|
| S4 |
443.11 |
444.18 |
449.90 |
|
|
| 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 |
454.88 |
447.69 |
7.19 |
1.6% |
3.78 |
0.8% |
55% |
True |
False |
|
| 10 |
454.88 |
446.08 |
8.80 |
1.9% |
3.68 |
0.8% |
64% |
True |
False |
|
| 20 |
456.76 |
445.56 |
11.20 |
2.5% |
3.72 |
0.8% |
55% |
False |
False |
|
| 40 |
456.76 |
428.25 |
28.51 |
6.3% |
3.90 |
0.9% |
82% |
False |
False |
|
| 60 |
456.76 |
426.88 |
29.88 |
6.6% |
3.61 |
0.8% |
83% |
False |
False |
|
| 80 |
456.76 |
426.88 |
29.88 |
6.6% |
3.41 |
0.8% |
83% |
False |
False |
|
| 100 |
456.76 |
416.79 |
39.97 |
8.8% |
3.23 |
0.7% |
87% |
False |
False |
|
| 120 |
456.76 |
402.42 |
54.34 |
12.0% |
3.27 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
468.52 |
|
2.618 |
463.28 |
|
1.618 |
460.07 |
|
1.000 |
458.09 |
|
0.618 |
456.86 |
|
HIGH |
454.88 |
|
0.618 |
453.65 |
|
0.500 |
453.28 |
|
0.382 |
452.90 |
|
LOW |
451.67 |
|
0.618 |
449.69 |
|
1.000 |
448.46 |
|
1.618 |
446.48 |
|
2.618 |
443.27 |
|
4.250 |
438.03 |
|
|
| Fisher Pivots for day following 31-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
453.28 |
451.55 |
| PP |
452.74 |
451.43 |
| S1 |
452.21 |
451.32 |
|