| Trading Metrics calculated at close of trading on 15-Nov-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1993 |
15-Nov-1993 |
Change |
Change % |
Previous Week |
| Open |
394.66 |
395.17 |
0.51 |
0.1% |
383.63 |
| High |
396.52 |
395.93 |
-0.59 |
-0.1% |
396.87 |
| Low |
393.70 |
390.78 |
-2.92 |
-0.7% |
380.53 |
| Close |
395.17 |
391.12 |
-4.05 |
-1.0% |
395.17 |
| Range |
2.82 |
5.15 |
2.33 |
82.6% |
16.34 |
| ATR |
6.13 |
6.06 |
-0.07 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408.06 |
404.74 |
393.95 |
|
| R3 |
402.91 |
399.59 |
392.54 |
|
| R2 |
397.76 |
397.76 |
392.06 |
|
| R1 |
394.44 |
394.44 |
391.59 |
393.53 |
| PP |
392.61 |
392.61 |
392.61 |
392.15 |
| S1 |
389.29 |
389.29 |
390.65 |
388.38 |
| S2 |
387.46 |
387.46 |
390.18 |
|
| S3 |
382.31 |
384.14 |
389.70 |
|
| S4 |
377.16 |
378.99 |
388.29 |
|
|
| Weekly Pivots for week ending 12-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439.88 |
433.86 |
404.16 |
|
| R3 |
423.54 |
417.52 |
399.66 |
|
| R2 |
407.20 |
407.20 |
398.17 |
|
| R1 |
401.18 |
401.18 |
396.67 |
404.19 |
| PP |
390.86 |
390.86 |
390.86 |
392.36 |
| S1 |
384.84 |
384.84 |
393.67 |
387.85 |
| S2 |
374.52 |
374.52 |
392.17 |
|
| S3 |
358.18 |
368.50 |
390.68 |
|
| S4 |
341.84 |
352.16 |
386.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
396.87 |
384.85 |
12.02 |
3.1% |
5.15 |
1.3% |
52% |
False |
False |
|
| 10 |
396.87 |
371.82 |
25.05 |
6.4% |
7.05 |
1.8% |
77% |
False |
False |
|
| 20 |
396.87 |
371.82 |
25.05 |
6.4% |
6.36 |
1.6% |
77% |
False |
False |
|
| 40 |
396.87 |
362.31 |
34.56 |
8.8% |
5.80 |
1.5% |
83% |
False |
False |
|
| 60 |
396.87 |
358.02 |
38.85 |
9.9% |
5.48 |
1.4% |
85% |
False |
False |
|
| 80 |
396.87 |
350.75 |
46.12 |
11.8% |
5.26 |
1.3% |
88% |
False |
False |
|
| 100 |
396.87 |
346.63 |
50.24 |
12.8% |
5.28 |
1.4% |
89% |
False |
False |
|
| 120 |
396.87 |
346.63 |
50.24 |
12.8% |
5.25 |
1.3% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417.82 |
|
2.618 |
409.41 |
|
1.618 |
404.26 |
|
1.000 |
401.08 |
|
0.618 |
399.11 |
|
HIGH |
395.93 |
|
0.618 |
393.96 |
|
0.500 |
393.36 |
|
0.382 |
392.75 |
|
LOW |
390.78 |
|
0.618 |
387.60 |
|
1.000 |
385.63 |
|
1.618 |
382.45 |
|
2.618 |
377.30 |
|
4.250 |
368.89 |
|
|
| Fisher Pivots for day following 15-Nov-1993 |
| Pivot |
1 day |
3 day |
| R1 |
393.36 |
393.83 |
| PP |
392.61 |
392.92 |
| S1 |
391.87 |
392.02 |
|