| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1993 |
16-Jun-1993 |
Change |
Change % |
Previous Week |
| Open |
3,514.69 |
3,492.00 |
-22.69 |
-0.6% |
3,545.14 |
| High |
3,514.69 |
3,512.48 |
-2.21 |
-0.1% |
3,550.12 |
| Low |
3,492.00 |
3,476.22 |
-15.78 |
-0.5% |
3,483.97 |
| Close |
3,492.00 |
3,511.65 |
19.65 |
0.6% |
3,505.01 |
| Range |
22.69 |
36.26 |
13.57 |
59.8% |
66.15 |
| ATR |
27.34 |
27.97 |
0.64 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,608.90 |
3,596.53 |
3,531.59 |
|
| R3 |
3,572.64 |
3,560.27 |
3,521.62 |
|
| R2 |
3,536.38 |
3,536.38 |
3,518.30 |
|
| R1 |
3,524.01 |
3,524.01 |
3,514.97 |
3,530.20 |
| PP |
3,500.12 |
3,500.12 |
3,500.12 |
3,503.21 |
| S1 |
3,487.75 |
3,487.75 |
3,508.33 |
3,493.94 |
| S2 |
3,463.86 |
3,463.86 |
3,505.00 |
|
| S3 |
3,427.60 |
3,451.49 |
3,501.68 |
|
| S4 |
3,391.34 |
3,415.23 |
3,491.71 |
|
|
| Weekly Pivots for week ending 11-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,711.48 |
3,674.40 |
3,541.39 |
|
| R3 |
3,645.33 |
3,608.25 |
3,523.20 |
|
| R2 |
3,579.18 |
3,579.18 |
3,517.14 |
|
| R1 |
3,542.10 |
3,542.10 |
3,511.07 |
3,527.57 |
| PP |
3,513.03 |
3,513.03 |
3,513.03 |
3,505.77 |
| S1 |
3,475.95 |
3,475.95 |
3,498.95 |
3,461.42 |
| S2 |
3,446.88 |
3,446.88 |
3,492.88 |
|
| S3 |
3,380.73 |
3,409.80 |
3,486.82 |
|
| S4 |
3,314.58 |
3,343.65 |
3,468.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,518.85 |
3,476.22 |
42.63 |
1.2% |
25.80 |
0.7% |
83% |
False |
True |
|
| 10 |
3,553.45 |
3,476.22 |
77.23 |
2.2% |
24.06 |
0.7% |
46% |
False |
True |
|
| 20 |
3,569.50 |
3,415.88 |
153.62 |
4.4% |
30.55 |
0.9% |
62% |
False |
False |
|
| 40 |
3,569.50 |
3,383.51 |
185.99 |
5.3% |
29.09 |
0.8% |
69% |
False |
False |
|
| 60 |
3,569.50 |
3,363.79 |
205.71 |
5.9% |
29.72 |
0.8% |
72% |
False |
False |
|
| 80 |
3,569.50 |
3,317.05 |
252.45 |
7.2% |
30.22 |
0.9% |
77% |
False |
False |
|
| 100 |
3,569.50 |
3,256.81 |
312.69 |
8.9% |
31.31 |
0.9% |
81% |
False |
False |
|
| 120 |
3,569.50 |
3,231.95 |
337.55 |
9.6% |
30.33 |
0.9% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.59 |
|
2.618 |
3,607.41 |
|
1.618 |
3,571.15 |
|
1.000 |
3,548.74 |
|
0.618 |
3,534.89 |
|
HIGH |
3,512.48 |
|
0.618 |
3,498.63 |
|
0.500 |
3,494.35 |
|
0.382 |
3,490.07 |
|
LOW |
3,476.22 |
|
0.618 |
3,453.81 |
|
1.000 |
3,439.96 |
|
1.618 |
3,417.55 |
|
2.618 |
3,381.29 |
|
4.250 |
3,322.12 |
|
|