| Trading Metrics calculated at close of trading on 15-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1993 |
15-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
461.93 |
459.90 |
-2.03 |
-0.4% |
461.34 |
| High |
461.93 |
461.96 |
0.03 |
0.0% |
462.07 |
| Low |
458.15 |
456.31 |
-1.84 |
-0.4% |
453.75 |
| Close |
459.90 |
461.60 |
1.70 |
0.4% |
461.72 |
| Range |
3.78 |
5.65 |
1.87 |
49.5% |
8.32 |
| ATR |
2.94 |
3.14 |
0.19 |
6.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476.91 |
474.90 |
464.71 |
|
| R3 |
471.26 |
469.25 |
463.15 |
|
| R2 |
465.61 |
465.61 |
462.64 |
|
| R1 |
463.60 |
463.60 |
462.12 |
464.61 |
| PP |
459.96 |
459.96 |
459.96 |
460.46 |
| S1 |
457.95 |
457.95 |
461.08 |
458.96 |
| S2 |
454.31 |
454.31 |
460.56 |
|
| S3 |
448.66 |
452.30 |
460.05 |
|
| S4 |
443.01 |
446.65 |
458.49 |
|
|
| 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 |
463.38 |
455.17 |
8.21 |
1.8% |
3.74 |
0.8% |
78% |
False |
False |
|
| 10 |
463.80 |
453.75 |
10.05 |
2.2% |
3.43 |
0.7% |
78% |
False |
False |
|
| 20 |
463.80 |
453.21 |
10.59 |
2.3% |
3.07 |
0.7% |
79% |
False |
False |
|
| 40 |
463.80 |
443.72 |
20.08 |
4.4% |
2.76 |
0.6% |
89% |
False |
False |
|
| 60 |
463.80 |
441.40 |
22.40 |
4.9% |
2.84 |
0.6% |
90% |
False |
False |
|
| 80 |
463.80 |
441.40 |
22.40 |
4.9% |
2.91 |
0.6% |
90% |
False |
False |
|
| 100 |
463.80 |
432.30 |
31.50 |
6.8% |
3.07 |
0.7% |
93% |
False |
False |
|
| 120 |
463.80 |
432.30 |
31.50 |
6.8% |
3.19 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
485.97 |
|
2.618 |
476.75 |
|
1.618 |
471.10 |
|
1.000 |
467.61 |
|
0.618 |
465.45 |
|
HIGH |
461.96 |
|
0.618 |
459.80 |
|
0.500 |
459.14 |
|
0.382 |
458.47 |
|
LOW |
456.31 |
|
0.618 |
452.82 |
|
1.000 |
450.66 |
|
1.618 |
447.17 |
|
2.618 |
441.52 |
|
4.250 |
432.30 |
|
|
| Fisher Pivots for day following 15-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
460.78 |
461.02 |
| PP |
459.96 |
460.43 |
| S1 |
459.14 |
459.85 |
|