| Trading Metrics calculated at close of trading on 12-Jan-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-1993 |
12-Jan-1993 |
Change |
Change % |
Previous Week |
| Open |
365.54 |
370.80 |
5.26 |
1.4% |
360.18 |
| High |
371.15 |
371.60 |
0.45 |
0.1% |
370.57 |
| Low |
364.53 |
365.14 |
0.61 |
0.2% |
355.36 |
| Close |
370.80 |
367.90 |
-2.90 |
-0.8% |
365.54 |
| Range |
6.62 |
6.46 |
-0.16 |
-2.4% |
15.21 |
| ATR |
4.74 |
4.86 |
0.12 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387.59 |
384.21 |
371.45 |
|
| R3 |
381.13 |
377.75 |
369.68 |
|
| R2 |
374.67 |
374.67 |
369.08 |
|
| R1 |
371.29 |
371.29 |
368.49 |
369.75 |
| PP |
368.21 |
368.21 |
368.21 |
367.45 |
| S1 |
364.83 |
364.83 |
367.31 |
363.29 |
| S2 |
361.75 |
361.75 |
366.72 |
|
| S3 |
355.29 |
358.37 |
366.12 |
|
| S4 |
348.83 |
351.91 |
364.35 |
|
|
| Weekly Pivots for week ending 08-Jan-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409.45 |
402.71 |
373.91 |
|
| R3 |
394.24 |
387.50 |
369.72 |
|
| R2 |
379.03 |
379.03 |
368.33 |
|
| R1 |
372.29 |
372.29 |
366.93 |
375.66 |
| PP |
363.82 |
363.82 |
363.82 |
365.51 |
| S1 |
357.08 |
357.08 |
364.15 |
360.45 |
| S2 |
348.61 |
348.61 |
362.75 |
|
| S3 |
333.40 |
341.87 |
361.36 |
|
| S4 |
318.19 |
326.66 |
357.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
371.60 |
360.23 |
11.37 |
3.1% |
6.22 |
1.7% |
67% |
True |
False |
|
| 10 |
371.60 |
355.36 |
16.24 |
4.4% |
4.93 |
1.3% |
77% |
True |
False |
|
| 20 |
371.60 |
344.79 |
26.81 |
7.3% |
4.64 |
1.3% |
86% |
True |
False |
|
| 40 |
371.60 |
337.34 |
34.26 |
9.3% |
4.71 |
1.3% |
89% |
True |
False |
|
| 60 |
371.60 |
310.88 |
60.72 |
16.5% |
4.84 |
1.3% |
94% |
True |
False |
|
| 80 |
371.60 |
291.96 |
79.64 |
21.6% |
4.85 |
1.3% |
95% |
True |
False |
|
| 100 |
371.60 |
287.63 |
83.97 |
22.8% |
4.77 |
1.3% |
96% |
True |
False |
|
| 120 |
371.60 |
287.63 |
83.97 |
22.8% |
4.54 |
1.2% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
399.06 |
|
2.618 |
388.51 |
|
1.618 |
382.05 |
|
1.000 |
378.06 |
|
0.618 |
375.59 |
|
HIGH |
371.60 |
|
0.618 |
369.13 |
|
0.500 |
368.37 |
|
0.382 |
367.61 |
|
LOW |
365.14 |
|
0.618 |
361.15 |
|
1.000 |
358.68 |
|
1.618 |
354.69 |
|
2.618 |
348.23 |
|
4.250 |
337.69 |
|
|
| Fisher Pivots for day following 12-Jan-1993 |
| Pivot |
1 day |
3 day |
| R1 |
368.37 |
367.46 |
| PP |
368.21 |
367.01 |
| S1 |
368.06 |
366.57 |
|