| Trading Metrics calculated at close of trading on 10-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1993 |
10-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
456.65 |
457.49 |
0.84 |
0.2% |
461.34 |
| High |
458.11 |
461.86 |
3.75 |
0.8% |
462.07 |
| Low |
455.17 |
457.49 |
2.32 |
0.5% |
453.75 |
| Close |
457.50 |
461.72 |
4.22 |
0.9% |
461.72 |
| Range |
2.94 |
4.37 |
1.43 |
48.6% |
8.32 |
| ATR |
2.83 |
2.94 |
0.11 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.47 |
471.96 |
464.12 |
|
| R3 |
469.10 |
467.59 |
462.92 |
|
| R2 |
464.73 |
464.73 |
462.52 |
|
| R1 |
463.22 |
463.22 |
462.12 |
463.98 |
| PP |
460.36 |
460.36 |
460.36 |
460.73 |
| S1 |
458.85 |
458.85 |
461.32 |
459.61 |
| S2 |
455.99 |
455.99 |
460.92 |
|
| S3 |
451.62 |
454.48 |
460.52 |
|
| S4 |
447.25 |
450.11 |
459.32 |
|
|
| Weekly Pivots for week ending 10-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484.14 |
481.25 |
466.30 |
|
| R3 |
475.82 |
472.93 |
464.01 |
|
| R2 |
467.50 |
467.50 |
463.25 |
|
| R1 |
464.61 |
464.61 |
462.48 |
466.06 |
| PP |
459.18 |
459.18 |
459.18 |
459.90 |
| S1 |
456.29 |
456.29 |
460.96 |
457.74 |
| S2 |
450.86 |
450.86 |
460.19 |
|
| S3 |
442.54 |
447.97 |
459.43 |
|
| S4 |
434.22 |
439.65 |
457.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
462.07 |
453.75 |
8.32 |
1.8% |
3.67 |
0.8% |
96% |
False |
False |
|
| 10 |
463.80 |
453.75 |
10.05 |
2.2% |
2.93 |
0.6% |
79% |
False |
False |
|
| 20 |
463.80 |
448.97 |
14.83 |
3.2% |
2.81 |
0.6% |
86% |
False |
False |
|
| 40 |
463.80 |
443.71 |
20.09 |
4.4% |
2.71 |
0.6% |
90% |
False |
False |
|
| 60 |
463.80 |
441.40 |
22.40 |
4.9% |
2.81 |
0.6% |
91% |
False |
False |
|
| 80 |
463.80 |
436.86 |
26.94 |
5.8% |
3.01 |
0.7% |
92% |
False |
False |
|
| 100 |
463.80 |
432.30 |
31.50 |
6.8% |
3.08 |
0.7% |
93% |
False |
False |
|
| 120 |
463.80 |
432.30 |
31.50 |
6.8% |
3.18 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
480.43 |
|
2.618 |
473.30 |
|
1.618 |
468.93 |
|
1.000 |
466.23 |
|
0.618 |
464.56 |
|
HIGH |
461.86 |
|
0.618 |
460.19 |
|
0.500 |
459.68 |
|
0.382 |
459.16 |
|
LOW |
457.49 |
|
0.618 |
454.79 |
|
1.000 |
453.12 |
|
1.618 |
450.42 |
|
2.618 |
446.05 |
|
4.250 |
438.92 |
|
|
| Fisher Pivots for day following 10-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
461.04 |
460.42 |
| PP |
460.36 |
459.11 |
| S1 |
459.68 |
457.81 |
|