| Trading Metrics calculated at close of trading on 27-Sep-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1993 |
27-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
377.06 |
378.04 |
0.98 |
0.3% |
366.18 |
| High |
378.46 |
382.59 |
4.13 |
1.1% |
378.46 |
| Low |
374.92 |
378.04 |
3.12 |
0.8% |
362.31 |
| Close |
378.04 |
382.50 |
4.46 |
1.2% |
378.04 |
| Range |
3.54 |
4.55 |
1.01 |
28.5% |
16.15 |
| ATR |
5.18 |
5.13 |
-0.04 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394.69 |
393.15 |
385.00 |
|
| R3 |
390.14 |
388.60 |
383.75 |
|
| R2 |
385.59 |
385.59 |
383.33 |
|
| R1 |
384.05 |
384.05 |
382.92 |
384.82 |
| PP |
381.04 |
381.04 |
381.04 |
381.43 |
| S1 |
379.50 |
379.50 |
382.08 |
380.27 |
| S2 |
376.49 |
376.49 |
381.67 |
|
| S3 |
371.94 |
374.95 |
381.25 |
|
| S4 |
367.39 |
370.40 |
380.00 |
|
|
| Weekly Pivots for week ending 24-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421.39 |
415.86 |
386.92 |
|
| R3 |
405.24 |
399.71 |
382.48 |
|
| R2 |
389.09 |
389.09 |
381.00 |
|
| R1 |
383.56 |
383.56 |
379.52 |
386.33 |
| PP |
372.94 |
372.94 |
372.94 |
374.32 |
| S1 |
367.41 |
367.41 |
376.56 |
370.18 |
| S2 |
356.79 |
356.79 |
375.08 |
|
| S3 |
340.64 |
351.26 |
373.60 |
|
| S4 |
324.49 |
335.11 |
369.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
382.59 |
362.31 |
20.28 |
5.3% |
5.79 |
1.5% |
100% |
True |
False |
|
| 10 |
382.59 |
360.13 |
22.46 |
5.9% |
5.44 |
1.4% |
100% |
True |
False |
|
| 20 |
382.59 |
358.02 |
24.57 |
6.4% |
5.13 |
1.3% |
100% |
True |
False |
|
| 40 |
382.59 |
352.86 |
29.73 |
7.8% |
4.79 |
1.3% |
100% |
True |
False |
|
| 60 |
382.59 |
346.63 |
35.96 |
9.4% |
4.98 |
1.3% |
100% |
True |
False |
|
| 80 |
382.59 |
346.63 |
35.96 |
9.4% |
4.98 |
1.3% |
100% |
True |
False |
|
| 100 |
382.59 |
345.69 |
36.90 |
9.6% |
5.02 |
1.3% |
100% |
True |
False |
|
| 120 |
382.59 |
326.56 |
56.03 |
14.6% |
5.16 |
1.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401.93 |
|
2.618 |
394.50 |
|
1.618 |
389.95 |
|
1.000 |
387.14 |
|
0.618 |
385.40 |
|
HIGH |
382.59 |
|
0.618 |
380.85 |
|
0.500 |
380.32 |
|
0.382 |
379.78 |
|
LOW |
378.04 |
|
0.618 |
375.23 |
|
1.000 |
373.49 |
|
1.618 |
370.68 |
|
2.618 |
366.13 |
|
4.250 |
358.70 |
|
|
| Fisher Pivots for day following 27-Sep-1993 |
| Pivot |
1 day |
3 day |
| R1 |
381.77 |
381.07 |
| PP |
381.04 |
379.65 |
| S1 |
380.32 |
378.22 |
|