| Trading Metrics calculated at close of trading on 24-Aug-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-1993 |
24-Aug-1993 |
Change |
Change % |
Previous Week |
| Open |
456.12 |
455.23 |
-0.89 |
-0.2% |
450.25 |
| High |
456.12 |
459.77 |
3.65 |
0.8% |
456.99 |
| Low |
454.29 |
455.04 |
0.75 |
0.2% |
450.25 |
| Close |
455.23 |
459.77 |
4.54 |
1.0% |
456.16 |
| Range |
1.83 |
4.73 |
2.90 |
158.5% |
6.74 |
| ATR |
2.49 |
2.65 |
0.16 |
6.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472.38 |
470.81 |
462.37 |
|
| R3 |
467.65 |
466.08 |
461.07 |
|
| R2 |
462.92 |
462.92 |
460.64 |
|
| R1 |
461.35 |
461.35 |
460.20 |
462.14 |
| PP |
458.19 |
458.19 |
458.19 |
458.59 |
| S1 |
456.62 |
456.62 |
459.34 |
457.41 |
| S2 |
453.46 |
453.46 |
458.90 |
|
| S3 |
448.73 |
451.89 |
458.47 |
|
| S4 |
444.00 |
447.16 |
457.17 |
|
|
| Weekly Pivots for week ending 20-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474.69 |
472.16 |
459.87 |
|
| R3 |
467.95 |
465.42 |
458.01 |
|
| R2 |
461.21 |
461.21 |
457.40 |
|
| R1 |
458.68 |
458.68 |
456.78 |
459.95 |
| PP |
454.47 |
454.47 |
454.47 |
455.10 |
| S1 |
451.94 |
451.94 |
455.54 |
453.21 |
| S2 |
447.73 |
447.73 |
454.92 |
|
| S3 |
440.99 |
445.20 |
454.31 |
|
| S4 |
434.25 |
438.46 |
452.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459.77 |
453.21 |
6.56 |
1.4% |
2.80 |
0.6% |
100% |
True |
False |
|
| 10 |
459.77 |
447.53 |
12.24 |
2.7% |
2.57 |
0.6% |
100% |
True |
False |
|
| 20 |
459.77 |
446.59 |
13.18 |
2.9% |
2.51 |
0.5% |
100% |
True |
False |
|
| 40 |
459.77 |
441.40 |
18.37 |
4.0% |
2.69 |
0.6% |
100% |
True |
False |
|
| 60 |
459.77 |
441.40 |
18.37 |
4.0% |
2.79 |
0.6% |
100% |
True |
False |
|
| 80 |
459.77 |
436.86 |
22.91 |
5.0% |
3.00 |
0.7% |
100% |
True |
False |
|
| 100 |
459.77 |
432.30 |
27.47 |
6.0% |
3.17 |
0.7% |
100% |
True |
False |
|
| 120 |
459.77 |
432.30 |
27.47 |
6.0% |
3.27 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479.87 |
|
2.618 |
472.15 |
|
1.618 |
467.42 |
|
1.000 |
464.50 |
|
0.618 |
462.69 |
|
HIGH |
459.77 |
|
0.618 |
457.96 |
|
0.500 |
457.41 |
|
0.382 |
456.85 |
|
LOW |
455.04 |
|
0.618 |
452.12 |
|
1.000 |
450.31 |
|
1.618 |
447.39 |
|
2.618 |
442.66 |
|
4.250 |
434.94 |
|
|
| Fisher Pivots for day following 24-Aug-1993 |
| Pivot |
1 day |
3 day |
| R1 |
458.98 |
458.86 |
| PP |
458.19 |
457.94 |
| S1 |
457.41 |
457.03 |
|