| Trading Metrics calculated at close of trading on 27-Oct-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1993 |
27-Oct-1993 |
Change |
Change % |
Previous Week |
| Open |
387.40 |
384.60 |
-2.80 |
-0.7% |
393.12 |
| High |
388.08 |
390.82 |
2.74 |
0.7% |
394.22 |
| Low |
382.34 |
384.40 |
2.06 |
0.5% |
380.76 |
| Close |
384.60 |
390.25 |
5.65 |
1.5% |
388.19 |
| Range |
5.74 |
6.42 |
0.68 |
11.8% |
13.46 |
| ATR |
5.52 |
5.58 |
0.06 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407.75 |
405.42 |
393.78 |
|
| R3 |
401.33 |
399.00 |
392.02 |
|
| R2 |
394.91 |
394.91 |
391.43 |
|
| R1 |
392.58 |
392.58 |
390.84 |
393.75 |
| PP |
388.49 |
388.49 |
388.49 |
389.07 |
| S1 |
386.16 |
386.16 |
389.66 |
387.33 |
| S2 |
382.07 |
382.07 |
389.07 |
|
| S3 |
375.65 |
379.74 |
388.48 |
|
| S4 |
369.23 |
373.32 |
386.72 |
|
|
| Weekly Pivots for week ending 22-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
428.10 |
421.61 |
395.59 |
|
| R3 |
414.64 |
408.15 |
391.89 |
|
| R2 |
401.18 |
401.18 |
390.66 |
|
| R1 |
394.69 |
394.69 |
389.42 |
391.21 |
| PP |
387.72 |
387.72 |
387.72 |
385.98 |
| S1 |
381.23 |
381.23 |
386.96 |
377.75 |
| S2 |
374.26 |
374.26 |
385.72 |
|
| S3 |
360.80 |
367.77 |
384.49 |
|
| S4 |
347.34 |
354.31 |
380.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
392.67 |
381.32 |
11.35 |
2.9% |
6.14 |
1.6% |
79% |
False |
False |
|
| 10 |
396.20 |
380.76 |
15.44 |
4.0% |
6.12 |
1.6% |
61% |
False |
False |
|
| 20 |
396.20 |
375.63 |
20.57 |
5.3% |
5.47 |
1.4% |
71% |
False |
False |
|
| 40 |
396.20 |
358.02 |
38.18 |
9.8% |
5.37 |
1.4% |
84% |
False |
False |
|
| 60 |
396.20 |
355.11 |
41.09 |
10.5% |
5.09 |
1.3% |
86% |
False |
False |
|
| 80 |
396.20 |
346.63 |
49.57 |
12.7% |
5.13 |
1.3% |
88% |
False |
False |
|
| 100 |
396.20 |
346.63 |
49.57 |
12.7% |
5.07 |
1.3% |
88% |
False |
False |
|
| 120 |
396.20 |
345.69 |
50.51 |
12.9% |
5.11 |
1.3% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
418.11 |
|
2.618 |
407.63 |
|
1.618 |
401.21 |
|
1.000 |
397.24 |
|
0.618 |
394.79 |
|
HIGH |
390.82 |
|
0.618 |
388.37 |
|
0.500 |
387.61 |
|
0.382 |
386.85 |
|
LOW |
384.40 |
|
0.618 |
380.43 |
|
1.000 |
377.98 |
|
1.618 |
374.01 |
|
2.618 |
367.59 |
|
4.250 |
357.12 |
|
|
| Fisher Pivots for day following 27-Oct-1993 |
| Pivot |
1 day |
3 day |
| R1 |
389.37 |
389.03 |
| PP |
388.49 |
387.80 |
| S1 |
387.61 |
386.58 |
|