| Trading Metrics calculated at close of trading on 15-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1993 |
15-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
361.73 |
362.65 |
0.92 |
0.3% |
355.56 |
| High |
363.09 |
365.05 |
1.96 |
0.5% |
364.66 |
| Low |
356.57 |
362.25 |
5.68 |
1.6% |
355.11 |
| Close |
362.65 |
364.31 |
1.66 |
0.5% |
362.65 |
| Range |
6.52 |
2.80 |
-3.72 |
-57.1% |
9.55 |
| ATR |
5.90 |
5.68 |
-0.22 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
372.27 |
371.09 |
365.85 |
|
| R3 |
369.47 |
368.29 |
365.08 |
|
| R2 |
366.67 |
366.67 |
364.82 |
|
| R1 |
365.49 |
365.49 |
364.57 |
366.08 |
| PP |
363.87 |
363.87 |
363.87 |
364.17 |
| S1 |
362.69 |
362.69 |
364.05 |
363.28 |
| S2 |
361.07 |
361.07 |
363.80 |
|
| S3 |
358.27 |
359.89 |
363.54 |
|
| S4 |
355.47 |
357.09 |
362.77 |
|
|
| Weekly Pivots for week ending 12-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
389.46 |
385.60 |
367.90 |
|
| R3 |
379.91 |
376.05 |
365.28 |
|
| R2 |
370.36 |
370.36 |
364.40 |
|
| R1 |
366.50 |
366.50 |
363.53 |
368.43 |
| PP |
360.81 |
360.81 |
360.81 |
361.77 |
| S1 |
356.95 |
356.95 |
361.77 |
358.88 |
| S2 |
351.26 |
351.26 |
360.90 |
|
| S3 |
341.71 |
347.40 |
360.02 |
|
| S4 |
332.16 |
337.85 |
357.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
365.05 |
356.57 |
8.48 |
2.3% |
3.85 |
1.1% |
91% |
True |
False |
|
| 10 |
365.05 |
348.08 |
16.97 |
4.7% |
5.03 |
1.4% |
96% |
True |
False |
|
| 20 |
365.05 |
337.14 |
27.91 |
7.7% |
6.57 |
1.8% |
97% |
True |
False |
|
| 40 |
384.67 |
337.14 |
47.53 |
13.0% |
6.01 |
1.6% |
57% |
False |
False |
|
| 60 |
384.67 |
337.14 |
47.53 |
13.0% |
5.75 |
1.6% |
57% |
False |
False |
|
| 80 |
384.67 |
337.14 |
47.53 |
13.0% |
5.48 |
1.5% |
57% |
False |
False |
|
| 100 |
384.67 |
321.73 |
62.94 |
17.3% |
5.37 |
1.5% |
68% |
False |
False |
|
| 120 |
384.67 |
291.96 |
92.71 |
25.4% |
5.34 |
1.5% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
376.95 |
|
2.618 |
372.38 |
|
1.618 |
369.58 |
|
1.000 |
367.85 |
|
0.618 |
366.78 |
|
HIGH |
365.05 |
|
0.618 |
363.98 |
|
0.500 |
363.65 |
|
0.382 |
363.32 |
|
LOW |
362.25 |
|
0.618 |
360.52 |
|
1.000 |
359.45 |
|
1.618 |
357.72 |
|
2.618 |
354.92 |
|
4.250 |
350.35 |
|
|
| Fisher Pivots for day following 15-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
364.09 |
363.14 |
| PP |
363.87 |
361.98 |
| S1 |
363.65 |
360.81 |
|