| Trading Metrics calculated at close of trading on 17-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1993 |
17-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
461.54 |
459.43 |
-2.11 |
-0.5% |
461.70 |
| High |
461.54 |
459.43 |
-2.11 |
-0.5% |
463.38 |
| Low |
459.00 |
457.09 |
-1.91 |
-0.4% |
456.31 |
| Close |
459.43 |
458.83 |
-0.60 |
-0.1% |
458.83 |
| Range |
2.54 |
2.34 |
-0.20 |
-7.9% |
7.07 |
| ATR |
3.10 |
3.04 |
-0.05 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465.47 |
464.49 |
460.12 |
|
| R3 |
463.13 |
462.15 |
459.47 |
|
| R2 |
460.79 |
460.79 |
459.26 |
|
| R1 |
459.81 |
459.81 |
459.04 |
459.13 |
| PP |
458.45 |
458.45 |
458.45 |
458.11 |
| S1 |
457.47 |
457.47 |
458.62 |
456.79 |
| S2 |
456.11 |
456.11 |
458.40 |
|
| S3 |
453.77 |
455.13 |
458.19 |
|
| S4 |
451.43 |
452.79 |
457.54 |
|
|
| Weekly Pivots for week ending 17-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480.72 |
476.84 |
462.72 |
|
| R3 |
473.65 |
469.77 |
460.77 |
|
| R2 |
466.58 |
466.58 |
460.13 |
|
| R1 |
462.70 |
462.70 |
459.48 |
461.11 |
| PP |
459.51 |
459.51 |
459.51 |
458.71 |
| S1 |
455.63 |
455.63 |
458.18 |
454.04 |
| S2 |
452.44 |
452.44 |
457.53 |
|
| S3 |
445.37 |
448.56 |
456.89 |
|
| S4 |
438.30 |
441.49 |
454.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
463.38 |
456.31 |
7.07 |
1.5% |
3.26 |
0.7% |
36% |
False |
False |
|
| 10 |
463.38 |
453.75 |
9.63 |
2.1% |
3.46 |
0.8% |
53% |
False |
False |
|
| 20 |
463.80 |
453.75 |
10.05 |
2.2% |
3.05 |
0.7% |
51% |
False |
False |
|
| 40 |
463.80 |
444.54 |
19.26 |
4.2% |
2.75 |
0.6% |
74% |
False |
False |
|
| 60 |
463.80 |
441.40 |
22.40 |
4.9% |
2.85 |
0.6% |
78% |
False |
False |
|
| 80 |
463.80 |
441.40 |
22.40 |
4.9% |
2.91 |
0.6% |
78% |
False |
False |
|
| 100 |
463.80 |
435.59 |
28.21 |
6.1% |
3.01 |
0.7% |
82% |
False |
False |
|
| 120 |
463.80 |
432.30 |
31.50 |
6.9% |
3.15 |
0.7% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
469.38 |
|
2.618 |
465.56 |
|
1.618 |
463.22 |
|
1.000 |
461.77 |
|
0.618 |
460.88 |
|
HIGH |
459.43 |
|
0.618 |
458.54 |
|
0.500 |
458.26 |
|
0.382 |
457.98 |
|
LOW |
457.09 |
|
0.618 |
455.64 |
|
1.000 |
454.75 |
|
1.618 |
453.30 |
|
2.618 |
450.96 |
|
4.250 |
447.15 |
|
|
| Fisher Pivots for day following 17-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
458.64 |
459.14 |
| PP |
458.45 |
459.03 |
| S1 |
458.26 |
458.93 |
|