| Trading Metrics calculated at close of trading on 27-Sep-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1991 |
27-Sep-1991 |
Change |
Change % |
Previous Week |
| Open |
288.99 |
287.91 |
-1.08 |
-0.4% |
286.63 |
| High |
289.48 |
290.43 |
0.95 |
0.3% |
290.43 |
| Low |
286.15 |
284.79 |
-1.36 |
-0.5% |
283.65 |
| Close |
287.91 |
285.94 |
-1.97 |
-0.7% |
285.94 |
| Range |
3.33 |
5.64 |
2.31 |
69.4% |
6.78 |
| ATR |
4.02 |
4.14 |
0.12 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
303.97 |
300.60 |
289.04 |
|
| R3 |
298.33 |
294.96 |
287.49 |
|
| R2 |
292.69 |
292.69 |
286.97 |
|
| R1 |
289.32 |
289.32 |
286.46 |
288.19 |
| PP |
287.05 |
287.05 |
287.05 |
286.49 |
| S1 |
283.68 |
283.68 |
285.42 |
282.55 |
| S2 |
281.41 |
281.41 |
284.91 |
|
| S3 |
275.77 |
278.04 |
284.39 |
|
| S4 |
270.13 |
272.40 |
282.84 |
|
|
| Weekly Pivots for week ending 27-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
307.01 |
303.26 |
289.67 |
|
| R3 |
300.23 |
296.48 |
287.80 |
|
| R2 |
293.45 |
293.45 |
287.18 |
|
| R1 |
289.70 |
289.70 |
286.56 |
288.19 |
| PP |
286.67 |
286.67 |
286.67 |
285.92 |
| S1 |
282.92 |
282.92 |
285.32 |
281.41 |
| S2 |
279.89 |
279.89 |
284.70 |
|
| S3 |
273.11 |
276.14 |
284.08 |
|
| S4 |
266.33 |
269.36 |
282.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
290.43 |
283.65 |
6.78 |
2.4% |
3.69 |
1.3% |
34% |
True |
False |
|
| 10 |
290.43 |
276.38 |
14.05 |
4.9% |
3.86 |
1.3% |
68% |
True |
False |
|
| 20 |
290.43 |
276.32 |
14.11 |
4.9% |
4.01 |
1.4% |
68% |
True |
False |
|
| 40 |
290.91 |
263.55 |
27.36 |
9.6% |
4.22 |
1.5% |
82% |
False |
False |
|
| 60 |
290.91 |
249.99 |
40.92 |
14.3% |
4.08 |
1.4% |
88% |
False |
False |
|
| 80 |
290.91 |
249.78 |
41.13 |
14.4% |
4.12 |
1.4% |
88% |
False |
False |
|
| 100 |
290.91 |
249.78 |
41.13 |
14.4% |
4.11 |
1.4% |
88% |
False |
False |
|
| 120 |
290.91 |
249.78 |
41.13 |
14.4% |
4.17 |
1.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
314.40 |
|
2.618 |
305.20 |
|
1.618 |
299.56 |
|
1.000 |
296.07 |
|
0.618 |
293.92 |
|
HIGH |
290.43 |
|
0.618 |
288.28 |
|
0.500 |
287.61 |
|
0.382 |
286.94 |
|
LOW |
284.79 |
|
0.618 |
281.30 |
|
1.000 |
279.15 |
|
1.618 |
275.66 |
|
2.618 |
270.02 |
|
4.250 |
260.82 |
|
|
| Fisher Pivots for day following 27-Sep-1991 |
| Pivot |
1 day |
3 day |
| R1 |
287.61 |
287.61 |
| PP |
287.05 |
287.05 |
| S1 |
286.50 |
286.50 |
|