| Trading Metrics calculated at close of trading on 23-Sep-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1992 |
23-Sep-1992 |
Change |
Change % |
Previous Week |
| Open |
319.25 |
314.27 |
-4.98 |
-1.6% |
315.19 |
| High |
319.48 |
316.23 |
-3.25 |
-1.0% |
324.69 |
| Low |
313.62 |
312.39 |
-1.23 |
-0.4% |
315.19 |
| Close |
314.27 |
315.81 |
1.54 |
0.5% |
319.91 |
| Range |
5.86 |
3.84 |
-2.02 |
-34.5% |
9.50 |
| ATR |
4.30 |
4.27 |
-0.03 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
326.33 |
324.91 |
317.92 |
|
| R3 |
322.49 |
321.07 |
316.87 |
|
| R2 |
318.65 |
318.65 |
316.51 |
|
| R1 |
317.23 |
317.23 |
316.16 |
317.94 |
| PP |
314.81 |
314.81 |
314.81 |
315.17 |
| S1 |
313.39 |
313.39 |
315.46 |
314.10 |
| S2 |
310.97 |
310.97 |
315.11 |
|
| S3 |
307.13 |
309.55 |
314.75 |
|
| S4 |
303.29 |
305.71 |
313.70 |
|
|
| Weekly Pivots for week ending 18-Sep-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
348.43 |
343.67 |
325.14 |
|
| R3 |
338.93 |
334.17 |
322.52 |
|
| R2 |
329.43 |
329.43 |
321.65 |
|
| R1 |
324.67 |
324.67 |
320.78 |
327.05 |
| PP |
319.93 |
319.93 |
319.93 |
321.12 |
| S1 |
315.17 |
315.17 |
319.04 |
317.55 |
| S2 |
310.43 |
310.43 |
318.17 |
|
| S3 |
300.93 |
305.67 |
317.30 |
|
| S4 |
291.43 |
296.17 |
314.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
321.18 |
312.39 |
8.79 |
2.8% |
3.70 |
1.2% |
39% |
False |
True |
|
| 10 |
324.69 |
309.94 |
14.75 |
4.7% |
4.79 |
1.5% |
40% |
False |
False |
|
| 20 |
324.69 |
292.08 |
32.61 |
10.3% |
4.21 |
1.3% |
73% |
False |
False |
|
| 40 |
324.69 |
287.63 |
37.06 |
11.7% |
3.95 |
1.2% |
76% |
False |
False |
|
| 60 |
324.69 |
287.63 |
37.06 |
11.7% |
4.28 |
1.4% |
76% |
False |
False |
|
| 80 |
324.69 |
287.63 |
37.06 |
11.7% |
4.44 |
1.4% |
76% |
False |
False |
|
| 100 |
324.69 |
287.63 |
37.06 |
11.7% |
4.35 |
1.4% |
76% |
False |
False |
|
| 120 |
326.79 |
287.63 |
39.16 |
12.4% |
4.89 |
1.5% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
332.55 |
|
2.618 |
326.28 |
|
1.618 |
322.44 |
|
1.000 |
320.07 |
|
0.618 |
318.60 |
|
HIGH |
316.23 |
|
0.618 |
314.76 |
|
0.500 |
314.31 |
|
0.382 |
313.86 |
|
LOW |
312.39 |
|
0.618 |
310.02 |
|
1.000 |
308.55 |
|
1.618 |
306.18 |
|
2.618 |
302.34 |
|
4.250 |
296.07 |
|
|
| Fisher Pivots for day following 23-Sep-1992 |
| Pivot |
1 day |
3 day |
| R1 |
315.31 |
316.15 |
| PP |
314.81 |
316.04 |
| S1 |
314.31 |
315.92 |
|