| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-1993 |
15-Jul-1993 |
Change |
Change % |
Previous Week |
| Open |
3,514.88 |
3,542.55 |
27.67 |
0.8% |
3,483.97 |
| High |
3,550.65 |
3,550.93 |
0.28 |
0.0% |
3,527.98 |
| Low |
3,514.88 |
3,526.06 |
11.18 |
0.3% |
3,449.93 |
| Close |
3,542.55 |
3,550.93 |
8.38 |
0.2% |
3,521.06 |
| Range |
35.77 |
24.87 |
-10.90 |
-30.5% |
78.05 |
| ATR |
26.82 |
26.68 |
-0.14 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,617.25 |
3,608.96 |
3,564.61 |
|
| R3 |
3,592.38 |
3,584.09 |
3,557.77 |
|
| R2 |
3,567.51 |
3,567.51 |
3,555.49 |
|
| R1 |
3,559.22 |
3,559.22 |
3,553.21 |
3,563.37 |
| PP |
3,542.64 |
3,542.64 |
3,542.64 |
3,544.71 |
| S1 |
3,534.35 |
3,534.35 |
3,548.65 |
3,538.50 |
| S2 |
3,517.77 |
3,517.77 |
3,546.37 |
|
| S3 |
3,492.90 |
3,509.48 |
3,544.09 |
|
| S4 |
3,468.03 |
3,484.61 |
3,537.25 |
|
|
| Weekly Pivots for week ending 09-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,733.81 |
3,705.48 |
3,563.99 |
|
| R3 |
3,655.76 |
3,627.43 |
3,542.52 |
|
| R2 |
3,577.71 |
3,577.71 |
3,535.37 |
|
| R1 |
3,549.38 |
3,549.38 |
3,528.21 |
3,563.55 |
| PP |
3,499.66 |
3,499.66 |
3,499.66 |
3,506.74 |
| S1 |
3,471.33 |
3,471.33 |
3,513.91 |
3,485.50 |
| S2 |
3,421.61 |
3,421.61 |
3,506.75 |
|
| S3 |
3,343.56 |
3,393.28 |
3,499.60 |
|
| S4 |
3,265.51 |
3,315.23 |
3,478.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,550.93 |
3,507.50 |
43.43 |
1.2% |
22.96 |
0.6% |
100% |
True |
False |
|
| 10 |
3,550.93 |
3,449.93 |
101.00 |
2.8% |
27.40 |
0.8% |
100% |
True |
False |
|
| 20 |
3,550.93 |
3,449.93 |
101.00 |
2.8% |
26.07 |
0.7% |
100% |
True |
False |
|
| 40 |
3,569.50 |
3,415.88 |
153.62 |
4.3% |
28.31 |
0.8% |
88% |
False |
False |
|
| 60 |
3,569.50 |
3,383.51 |
185.99 |
5.2% |
28.08 |
0.8% |
90% |
False |
False |
|
| 80 |
3,569.50 |
3,363.79 |
205.71 |
5.8% |
28.81 |
0.8% |
91% |
False |
False |
|
| 100 |
3,569.50 |
3,317.05 |
252.45 |
7.1% |
29.39 |
0.8% |
93% |
False |
False |
|
| 120 |
3,569.50 |
3,256.81 |
312.69 |
8.8% |
30.43 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,656.63 |
|
2.618 |
3,616.04 |
|
1.618 |
3,591.17 |
|
1.000 |
3,575.80 |
|
0.618 |
3,566.30 |
|
HIGH |
3,550.93 |
|
0.618 |
3,541.43 |
|
0.500 |
3,538.50 |
|
0.382 |
3,535.56 |
|
LOW |
3,526.06 |
|
0.618 |
3,510.69 |
|
1.000 |
3,501.19 |
|
1.618 |
3,485.82 |
|
2.618 |
3,460.95 |
|
4.250 |
3,420.36 |
|
|