| Trading Metrics calculated at close of trading on 15-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1993 |
15-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
367.59 |
364.19 |
-3.40 |
-0.9% |
373.70 |
| High |
367.59 |
367.42 |
-0.17 |
0.0% |
373.80 |
| Low |
360.13 |
362.40 |
2.27 |
0.6% |
358.02 |
| Close |
364.19 |
367.32 |
3.13 |
0.9% |
370.63 |
| Range |
7.46 |
5.02 |
-2.44 |
-32.7% |
15.78 |
| ATR |
5.04 |
5.04 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380.77 |
379.07 |
370.08 |
|
| R3 |
375.75 |
374.05 |
368.70 |
|
| R2 |
370.73 |
370.73 |
368.24 |
|
| R1 |
369.03 |
369.03 |
367.78 |
369.88 |
| PP |
365.71 |
365.71 |
365.71 |
366.14 |
| S1 |
364.01 |
364.01 |
366.86 |
364.86 |
| S2 |
360.69 |
360.69 |
366.40 |
|
| S3 |
355.67 |
358.99 |
365.94 |
|
| S4 |
350.65 |
353.97 |
364.56 |
|
|
| Weekly Pivots for week ending 10-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414.82 |
408.51 |
379.31 |
|
| R3 |
399.04 |
392.73 |
374.97 |
|
| R2 |
383.26 |
383.26 |
373.52 |
|
| R1 |
376.95 |
376.95 |
372.08 |
372.22 |
| PP |
367.48 |
367.48 |
367.48 |
365.12 |
| S1 |
361.17 |
361.17 |
369.18 |
356.44 |
| S2 |
351.70 |
351.70 |
367.74 |
|
| S3 |
335.92 |
345.39 |
366.29 |
|
| S4 |
320.14 |
329.61 |
361.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
371.89 |
360.13 |
11.76 |
3.2% |
5.12 |
1.4% |
61% |
False |
False |
|
| 10 |
376.97 |
358.02 |
18.95 |
5.2% |
5.28 |
1.4% |
49% |
False |
False |
|
| 20 |
379.64 |
358.02 |
21.62 |
5.9% |
4.90 |
1.3% |
43% |
False |
False |
|
| 40 |
379.64 |
347.14 |
32.50 |
8.8% |
4.85 |
1.3% |
62% |
False |
False |
|
| 60 |
379.64 |
346.63 |
33.01 |
9.0% |
4.95 |
1.3% |
63% |
False |
False |
|
| 80 |
379.64 |
346.63 |
33.01 |
9.0% |
5.04 |
1.4% |
63% |
False |
False |
|
| 100 |
379.64 |
326.56 |
53.08 |
14.5% |
5.11 |
1.4% |
77% |
False |
False |
|
| 120 |
379.64 |
326.56 |
53.08 |
14.5% |
5.27 |
1.4% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
388.76 |
|
2.618 |
380.56 |
|
1.618 |
375.54 |
|
1.000 |
372.44 |
|
0.618 |
370.52 |
|
HIGH |
367.42 |
|
0.618 |
365.50 |
|
0.500 |
364.91 |
|
0.382 |
364.32 |
|
LOW |
362.40 |
|
0.618 |
359.30 |
|
1.000 |
357.38 |
|
1.618 |
354.28 |
|
2.618 |
349.26 |
|
4.250 |
341.07 |
|
|
| Fisher Pivots for day following 15-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
366.52 |
366.86 |
| PP |
365.71 |
366.40 |
| S1 |
364.91 |
365.94 |
|