| Trading Metrics calculated at close of trading on 03-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1993 |
03-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
463.13 |
461.30 |
-1.83 |
-0.4% |
460.54 |
| High |
463.54 |
462.05 |
-1.49 |
-0.3% |
463.80 |
| Low |
461.07 |
459.91 |
-1.16 |
-0.3% |
459.91 |
| Close |
461.30 |
461.34 |
0.04 |
0.0% |
461.34 |
| Range |
2.47 |
2.14 |
-0.33 |
-13.4% |
3.89 |
| ATR |
2.59 |
2.55 |
-0.03 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.52 |
466.57 |
462.52 |
|
| R3 |
465.38 |
464.43 |
461.93 |
|
| R2 |
463.24 |
463.24 |
461.73 |
|
| R1 |
462.29 |
462.29 |
461.54 |
462.77 |
| PP |
461.10 |
461.10 |
461.10 |
461.34 |
| S1 |
460.15 |
460.15 |
461.14 |
460.63 |
| S2 |
458.96 |
458.96 |
460.95 |
|
| S3 |
456.82 |
458.01 |
460.75 |
|
| S4 |
454.68 |
455.87 |
460.16 |
|
|
| Weekly Pivots for week ending 03-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.35 |
471.24 |
463.48 |
|
| R3 |
469.46 |
467.35 |
462.41 |
|
| R2 |
465.57 |
465.57 |
462.05 |
|
| R1 |
463.46 |
463.46 |
461.70 |
464.52 |
| PP |
461.68 |
461.68 |
461.68 |
462.21 |
| S1 |
459.57 |
459.57 |
460.98 |
460.63 |
| S2 |
457.79 |
457.79 |
460.63 |
|
| S3 |
453.90 |
455.68 |
460.27 |
|
| S4 |
450.01 |
451.79 |
459.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
463.80 |
459.91 |
3.89 |
0.8% |
2.24 |
0.5% |
37% |
False |
True |
|
| 10 |
463.80 |
454.29 |
9.51 |
2.1% |
2.64 |
0.6% |
74% |
False |
False |
|
| 20 |
463.80 |
447.53 |
16.27 |
3.5% |
2.52 |
0.5% |
85% |
False |
False |
|
| 40 |
463.80 |
443.71 |
20.09 |
4.4% |
2.55 |
0.6% |
88% |
False |
False |
|
| 60 |
463.80 |
441.40 |
22.40 |
4.9% |
2.71 |
0.6% |
89% |
False |
False |
|
| 80 |
463.80 |
436.86 |
26.94 |
5.8% |
2.97 |
0.6% |
91% |
False |
False |
|
| 100 |
463.80 |
432.30 |
31.50 |
6.8% |
3.05 |
0.7% |
92% |
False |
False |
|
| 120 |
463.80 |
432.30 |
31.50 |
6.8% |
3.17 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471.15 |
|
2.618 |
467.65 |
|
1.618 |
465.51 |
|
1.000 |
464.19 |
|
0.618 |
463.37 |
|
HIGH |
462.05 |
|
0.618 |
461.23 |
|
0.500 |
460.98 |
|
0.382 |
460.73 |
|
LOW |
459.91 |
|
0.618 |
458.59 |
|
1.000 |
457.77 |
|
1.618 |
456.45 |
|
2.618 |
454.31 |
|
4.250 |
450.82 |
|
|
| Fisher Pivots for day following 03-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
461.22 |
461.86 |
| PP |
461.10 |
461.68 |
| S1 |
460.98 |
461.51 |
|