| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1992 |
22-Sep-1992 |
Change |
Change % |
Previous Week |
| Open |
3,325.70 |
3,320.83 |
-4.87 |
-0.1% |
3,305.70 |
| High |
3,327.86 |
3,321.10 |
-6.76 |
-0.2% |
3,376.49 |
| Low |
3,310.57 |
3,280.04 |
-30.53 |
-0.9% |
3,305.70 |
| Close |
3,320.83 |
3,280.85 |
-39.98 |
-1.2% |
3,327.05 |
| Range |
17.29 |
41.06 |
23.77 |
137.5% |
70.79 |
| ATR |
28.04 |
28.97 |
0.93 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,417.18 |
3,390.07 |
3,303.43 |
|
| R3 |
3,376.12 |
3,349.01 |
3,292.14 |
|
| R2 |
3,335.06 |
3,335.06 |
3,288.38 |
|
| R1 |
3,307.95 |
3,307.95 |
3,284.61 |
3,300.98 |
| PP |
3,294.00 |
3,294.00 |
3,294.00 |
3,290.51 |
| S1 |
3,266.89 |
3,266.89 |
3,277.09 |
3,259.92 |
| S2 |
3,252.94 |
3,252.94 |
3,273.32 |
|
| S3 |
3,211.88 |
3,225.83 |
3,269.56 |
|
| S4 |
3,170.82 |
3,184.77 |
3,258.27 |
|
|
| 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 |
3,338.93 |
3,280.04 |
58.89 |
1.8% |
25.07 |
0.8% |
1% |
False |
True |
|
| 10 |
3,376.49 |
3,258.16 |
118.33 |
3.6% |
32.12 |
1.0% |
19% |
False |
False |
|
| 20 |
3,376.49 |
3,207.37 |
169.12 |
5.2% |
27.56 |
0.8% |
43% |
False |
False |
|
| 40 |
3,402.96 |
3,207.37 |
195.59 |
6.0% |
28.33 |
0.9% |
38% |
False |
False |
|
| 60 |
3,402.96 |
3,207.37 |
195.59 |
6.0% |
29.22 |
0.9% |
38% |
False |
False |
|
| 80 |
3,422.28 |
3,207.37 |
214.91 |
6.6% |
29.09 |
0.9% |
34% |
False |
False |
|
| 100 |
3,422.28 |
3,207.37 |
214.91 |
6.6% |
28.53 |
0.9% |
34% |
False |
False |
|
| 120 |
3,422.28 |
3,161.00 |
261.28 |
8.0% |
30.42 |
0.9% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,495.61 |
|
2.618 |
3,428.60 |
|
1.618 |
3,387.54 |
|
1.000 |
3,362.16 |
|
0.618 |
3,346.48 |
|
HIGH |
3,321.10 |
|
0.618 |
3,305.42 |
|
0.500 |
3,300.57 |
|
0.382 |
3,295.72 |
|
LOW |
3,280.04 |
|
0.618 |
3,254.66 |
|
1.000 |
3,238.98 |
|
1.618 |
3,213.60 |
|
2.618 |
3,172.54 |
|
4.250 |
3,105.54 |
|
|