| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1992 |
21-Sep-1992 |
Change |
Change % |
Previous Week |
| Open |
3,315.16 |
3,325.70 |
10.54 |
0.3% |
3,305.70 |
| High |
3,327.05 |
3,327.86 |
0.81 |
0.0% |
3,376.49 |
| Low |
3,308.68 |
3,310.57 |
1.89 |
0.1% |
3,305.70 |
| Close |
3,327.05 |
3,320.83 |
-6.22 |
-0.2% |
3,327.05 |
| Range |
18.37 |
17.29 |
-1.08 |
-5.9% |
70.79 |
| ATR |
28.87 |
28.04 |
-0.83 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,371.62 |
3,363.52 |
3,330.34 |
|
| R3 |
3,354.33 |
3,346.23 |
3,325.58 |
|
| R2 |
3,337.04 |
3,337.04 |
3,324.00 |
|
| R1 |
3,328.94 |
3,328.94 |
3,322.41 |
3,324.35 |
| PP |
3,319.75 |
3,319.75 |
3,319.75 |
3,317.46 |
| S1 |
3,311.65 |
3,311.65 |
3,319.25 |
3,307.06 |
| S2 |
3,302.46 |
3,302.46 |
3,317.66 |
|
| S3 |
3,285.17 |
3,294.36 |
3,316.08 |
|
| S4 |
3,267.88 |
3,277.07 |
3,311.32 |
|
|
| Weekly Pivots for week ending 18-Sep-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,548.78 |
3,508.71 |
3,365.98 |
|
| R3 |
3,477.99 |
3,437.92 |
3,346.52 |
|
| R2 |
3,407.20 |
3,407.20 |
3,340.03 |
|
| R1 |
3,367.13 |
3,367.13 |
3,333.54 |
3,387.17 |
| PP |
3,336.41 |
3,336.41 |
3,336.41 |
3,346.43 |
| S1 |
3,296.34 |
3,296.34 |
3,320.56 |
3,316.38 |
| S2 |
3,265.62 |
3,265.62 |
3,314.07 |
|
| S3 |
3,194.83 |
3,225.55 |
3,307.58 |
|
| S4 |
3,124.04 |
3,154.76 |
3,288.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,376.22 |
3,307.60 |
68.62 |
2.1% |
27.45 |
0.8% |
19% |
False |
False |
|
| 10 |
3,376.49 |
3,257.62 |
118.87 |
3.6% |
30.53 |
0.9% |
53% |
False |
False |
|
| 20 |
3,376.49 |
3,207.37 |
169.12 |
5.1% |
27.06 |
0.8% |
67% |
False |
False |
|
| 40 |
3,402.96 |
3,207.37 |
195.59 |
5.9% |
27.72 |
0.8% |
58% |
False |
False |
|
| 60 |
3,402.96 |
3,207.37 |
195.59 |
5.9% |
28.89 |
0.9% |
58% |
False |
False |
|
| 80 |
3,422.28 |
3,207.37 |
214.91 |
6.5% |
28.88 |
0.9% |
53% |
False |
False |
|
| 100 |
3,422.28 |
3,207.37 |
214.91 |
6.5% |
28.45 |
0.9% |
53% |
False |
False |
|
| 120 |
3,422.28 |
3,161.00 |
261.28 |
7.9% |
30.39 |
0.9% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,401.34 |
|
2.618 |
3,373.13 |
|
1.618 |
3,355.84 |
|
1.000 |
3,345.15 |
|
0.618 |
3,338.55 |
|
HIGH |
3,327.86 |
|
0.618 |
3,321.26 |
|
0.500 |
3,319.22 |
|
0.382 |
3,317.17 |
|
LOW |
3,310.57 |
|
0.618 |
3,299.88 |
|
1.000 |
3,293.28 |
|
1.618 |
3,282.59 |
|
2.618 |
3,265.30 |
|
4.250 |
3,237.09 |
|
|