| Trading Metrics calculated at close of trading on 08-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-1993 |
08-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
461.34 |
458.52 |
-2.82 |
-0.6% |
460.54 |
| High |
462.07 |
458.53 |
-3.54 |
-0.8% |
463.80 |
| Low |
457.95 |
453.75 |
-4.20 |
-0.9% |
459.91 |
| Close |
458.52 |
456.65 |
-1.87 |
-0.4% |
461.34 |
| Range |
4.12 |
4.78 |
0.66 |
16.0% |
3.89 |
| ATR |
2.67 |
2.82 |
0.15 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
470.65 |
468.43 |
459.28 |
|
| R3 |
465.87 |
463.65 |
457.96 |
|
| R2 |
461.09 |
461.09 |
457.53 |
|
| R1 |
458.87 |
458.87 |
457.09 |
457.59 |
| PP |
456.31 |
456.31 |
456.31 |
455.67 |
| S1 |
454.09 |
454.09 |
456.21 |
452.81 |
| S2 |
451.53 |
451.53 |
455.77 |
|
| S3 |
446.75 |
449.31 |
455.34 |
|
| S4 |
441.97 |
444.53 |
454.02 |
|
|
| 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 |
453.75 |
10.05 |
2.2% |
3.11 |
0.7% |
29% |
False |
True |
|
| 10 |
463.80 |
453.75 |
10.05 |
2.2% |
2.88 |
0.6% |
29% |
False |
True |
|
| 20 |
463.80 |
447.53 |
16.27 |
3.6% |
2.72 |
0.6% |
56% |
False |
False |
|
| 40 |
463.80 |
443.71 |
20.09 |
4.4% |
2.67 |
0.6% |
64% |
False |
False |
|
| 60 |
463.80 |
441.40 |
22.40 |
4.9% |
2.78 |
0.6% |
68% |
False |
False |
|
| 80 |
463.80 |
436.86 |
26.94 |
5.9% |
2.99 |
0.7% |
73% |
False |
False |
|
| 100 |
463.80 |
432.30 |
31.50 |
6.9% |
3.09 |
0.7% |
77% |
False |
False |
|
| 120 |
463.80 |
432.30 |
31.50 |
6.9% |
3.18 |
0.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478.85 |
|
2.618 |
471.04 |
|
1.618 |
466.26 |
|
1.000 |
463.31 |
|
0.618 |
461.48 |
|
HIGH |
458.53 |
|
0.618 |
456.70 |
|
0.500 |
456.14 |
|
0.382 |
455.58 |
|
LOW |
453.75 |
|
0.618 |
450.80 |
|
1.000 |
448.97 |
|
1.618 |
446.02 |
|
2.618 |
441.24 |
|
4.250 |
433.44 |
|
|
| Fisher Pivots for day following 08-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
456.48 |
457.91 |
| PP |
456.31 |
457.49 |
| S1 |
456.14 |
457.07 |
|