| Trading Metrics calculated at close of trading on 20-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-1993 |
20-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
365.74 |
366.18 |
0.44 |
0.1% |
370.63 |
| High |
368.06 |
371.07 |
3.01 |
0.8% |
371.75 |
| Low |
362.41 |
366.18 |
3.77 |
1.0% |
360.13 |
| Close |
366.18 |
367.45 |
1.27 |
0.3% |
366.18 |
| Range |
5.65 |
4.89 |
-0.76 |
-13.5% |
11.62 |
| ATR |
4.91 |
4.91 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382.90 |
380.07 |
370.14 |
|
| R3 |
378.01 |
375.18 |
368.79 |
|
| R2 |
373.12 |
373.12 |
368.35 |
|
| R1 |
370.29 |
370.29 |
367.90 |
371.71 |
| PP |
368.23 |
368.23 |
368.23 |
368.94 |
| S1 |
365.40 |
365.40 |
367.00 |
366.82 |
| S2 |
363.34 |
363.34 |
366.55 |
|
| S3 |
358.45 |
360.51 |
366.11 |
|
| S4 |
353.56 |
355.62 |
364.76 |
|
|
| Weekly Pivots for week ending 17-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
400.88 |
395.15 |
372.57 |
|
| R3 |
389.26 |
383.53 |
369.38 |
|
| R2 |
377.64 |
377.64 |
368.31 |
|
| R1 |
371.91 |
371.91 |
367.25 |
368.97 |
| PP |
366.02 |
366.02 |
366.02 |
364.55 |
| S1 |
360.29 |
360.29 |
365.11 |
357.35 |
| S2 |
354.40 |
354.40 |
364.05 |
|
| S3 |
342.78 |
348.67 |
362.98 |
|
| S4 |
331.16 |
337.05 |
359.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
371.07 |
360.13 |
10.94 |
3.0% |
5.09 |
1.4% |
67% |
True |
False |
|
| 10 |
373.80 |
358.02 |
15.78 |
4.3% |
5.56 |
1.5% |
60% |
False |
False |
|
| 20 |
376.97 |
358.02 |
18.95 |
5.2% |
4.83 |
1.3% |
50% |
False |
False |
|
| 40 |
379.64 |
350.75 |
28.89 |
7.9% |
4.72 |
1.3% |
58% |
False |
False |
|
| 60 |
379.64 |
346.63 |
33.01 |
9.0% |
4.94 |
1.3% |
63% |
False |
False |
|
| 80 |
379.64 |
346.63 |
33.01 |
9.0% |
4.97 |
1.4% |
63% |
False |
False |
|
| 100 |
379.64 |
334.94 |
44.70 |
12.2% |
5.03 |
1.4% |
73% |
False |
False |
|
| 120 |
379.64 |
326.56 |
53.08 |
14.4% |
5.25 |
1.4% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
391.85 |
|
2.618 |
383.87 |
|
1.618 |
378.98 |
|
1.000 |
375.96 |
|
0.618 |
374.09 |
|
HIGH |
371.07 |
|
0.618 |
369.20 |
|
0.500 |
368.63 |
|
0.382 |
368.05 |
|
LOW |
366.18 |
|
0.618 |
363.16 |
|
1.000 |
361.29 |
|
1.618 |
358.27 |
|
2.618 |
353.38 |
|
4.250 |
345.40 |
|
|
| Fisher Pivots for day following 20-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
368.63 |
367.21 |
| PP |
368.23 |
366.98 |
| S1 |
367.84 |
366.74 |
|