| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1993 |
12-Aug-1993 |
Change |
Change % |
Previous Week |
| Open |
3,572.73 |
3,583.35 |
10.62 |
0.3% |
3,538.08 |
| High |
3,583.90 |
3,593.96 |
10.06 |
0.3% |
3,565.74 |
| Low |
3,572.73 |
3,552.33 |
-20.40 |
-0.6% |
3,536.96 |
| Close |
3,583.35 |
3,569.09 |
-14.26 |
-0.4% |
3,560.43 |
| Range |
11.17 |
41.63 |
30.46 |
272.7% |
28.78 |
| ATR |
23.54 |
24.84 |
1.29 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,696.68 |
3,674.52 |
3,591.99 |
|
| R3 |
3,655.05 |
3,632.89 |
3,580.54 |
|
| R2 |
3,613.42 |
3,613.42 |
3,576.72 |
|
| R1 |
3,591.26 |
3,591.26 |
3,572.91 |
3,581.53 |
| PP |
3,571.79 |
3,571.79 |
3,571.79 |
3,566.93 |
| S1 |
3,549.63 |
3,549.63 |
3,565.27 |
3,539.90 |
| S2 |
3,530.16 |
3,530.16 |
3,561.46 |
|
| S3 |
3,488.53 |
3,508.00 |
3,557.64 |
|
| S4 |
3,446.90 |
3,466.37 |
3,546.19 |
|
|
| Weekly Pivots for week ending 06-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,640.72 |
3,629.35 |
3,576.26 |
|
| R3 |
3,611.94 |
3,600.57 |
3,568.34 |
|
| R2 |
3,583.16 |
3,583.16 |
3,565.71 |
|
| R1 |
3,571.79 |
3,571.79 |
3,563.07 |
3,577.48 |
| PP |
3,554.38 |
3,554.38 |
3,554.38 |
3,557.22 |
| S1 |
3,543.01 |
3,543.01 |
3,557.79 |
3,548.70 |
| S2 |
3,525.60 |
3,525.60 |
3,555.15 |
|
| S3 |
3,496.82 |
3,514.23 |
3,552.52 |
|
| S4 |
3,468.04 |
3,485.45 |
3,544.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,593.96 |
3,548.97 |
44.99 |
1.3% |
22.91 |
0.6% |
45% |
True |
False |
|
| 10 |
3,593.96 |
3,530.81 |
63.15 |
1.8% |
23.05 |
0.6% |
61% |
True |
False |
|
| 20 |
3,593.96 |
3,511.25 |
82.71 |
2.3% |
24.93 |
0.7% |
70% |
True |
False |
|
| 40 |
3,593.96 |
3,449.93 |
144.03 |
4.0% |
25.50 |
0.7% |
83% |
True |
False |
|
| 60 |
3,593.96 |
3,415.88 |
178.08 |
5.0% |
27.18 |
0.8% |
86% |
True |
False |
|
| 80 |
3,593.96 |
3,383.51 |
210.45 |
5.9% |
27.29 |
0.8% |
88% |
True |
False |
|
| 100 |
3,593.96 |
3,363.79 |
230.17 |
6.4% |
28.03 |
0.8% |
89% |
True |
False |
|
| 120 |
3,593.96 |
3,317.05 |
276.91 |
7.8% |
28.64 |
0.8% |
91% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,770.89 |
|
2.618 |
3,702.95 |
|
1.618 |
3,661.32 |
|
1.000 |
3,635.59 |
|
0.618 |
3,619.69 |
|
HIGH |
3,593.96 |
|
0.618 |
3,578.06 |
|
0.500 |
3,573.15 |
|
0.382 |
3,568.23 |
|
LOW |
3,552.33 |
|
0.618 |
3,526.60 |
|
1.000 |
3,510.70 |
|
1.618 |
3,484.97 |
|
2.618 |
3,443.34 |
|
4.250 |
3,375.40 |
|
|