| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1993 |
23-Aug-1993 |
Change |
Change % |
Previous Week |
| Open |
3,612.13 |
3,615.48 |
3.35 |
0.1% |
3,564.62 |
| High |
3,615.48 |
3,615.48 |
0.00 |
0.0% |
3,617.72 |
| Low |
3,595.64 |
3,595.64 |
0.00 |
0.0% |
3,564.62 |
| Close |
3,615.48 |
3,605.98 |
-9.50 |
-0.3% |
3,615.48 |
| Range |
19.84 |
19.84 |
0.00 |
0.0% |
53.10 |
| ATR |
23.19 |
22.96 |
-0.24 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,665.22 |
3,655.44 |
3,616.89 |
|
| R3 |
3,645.38 |
3,635.60 |
3,611.44 |
|
| R2 |
3,625.54 |
3,625.54 |
3,609.62 |
|
| R1 |
3,615.76 |
3,615.76 |
3,607.80 |
3,610.73 |
| PP |
3,605.70 |
3,605.70 |
3,605.70 |
3,603.19 |
| S1 |
3,595.92 |
3,595.92 |
3,604.16 |
3,590.89 |
| S2 |
3,585.86 |
3,585.86 |
3,602.34 |
|
| S3 |
3,566.02 |
3,576.08 |
3,600.52 |
|
| S4 |
3,546.18 |
3,556.24 |
3,595.07 |
|
|
| Weekly Pivots for week ending 20-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,758.57 |
3,740.13 |
3,644.69 |
|
| R3 |
3,705.47 |
3,687.03 |
3,630.08 |
|
| R2 |
3,652.37 |
3,652.37 |
3,625.22 |
|
| R1 |
3,633.93 |
3,633.93 |
3,620.35 |
3,643.15 |
| PP |
3,599.27 |
3,599.27 |
3,599.27 |
3,603.89 |
| S1 |
3,580.83 |
3,580.83 |
3,610.61 |
3,590.05 |
| S2 |
3,546.17 |
3,546.17 |
3,605.75 |
|
| S3 |
3,493.07 |
3,527.73 |
3,600.88 |
|
| S4 |
3,439.97 |
3,474.63 |
3,586.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,617.72 |
3,574.12 |
43.60 |
1.2% |
20.23 |
0.6% |
73% |
False |
False |
|
| 10 |
3,617.72 |
3,552.33 |
65.39 |
1.8% |
20.87 |
0.6% |
82% |
False |
False |
|
| 20 |
3,617.72 |
3,530.81 |
86.91 |
2.4% |
22.73 |
0.6% |
86% |
False |
False |
|
| 40 |
3,617.72 |
3,449.93 |
167.79 |
4.7% |
24.78 |
0.7% |
93% |
False |
False |
|
| 60 |
3,617.72 |
3,449.93 |
167.79 |
4.7% |
25.11 |
0.7% |
93% |
False |
False |
|
| 80 |
3,617.72 |
3,415.88 |
201.84 |
5.6% |
26.16 |
0.7% |
94% |
False |
False |
|
| 100 |
3,617.72 |
3,363.79 |
253.93 |
7.0% |
27.21 |
0.8% |
95% |
False |
False |
|
| 120 |
3,617.72 |
3,363.79 |
253.93 |
7.0% |
27.90 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,699.80 |
|
2.618 |
3,667.42 |
|
1.618 |
3,647.58 |
|
1.000 |
3,635.32 |
|
0.618 |
3,627.74 |
|
HIGH |
3,615.48 |
|
0.618 |
3,607.90 |
|
0.500 |
3,605.56 |
|
0.382 |
3,603.22 |
|
LOW |
3,595.64 |
|
0.618 |
3,583.38 |
|
1.000 |
3,575.80 |
|
1.618 |
3,563.54 |
|
2.618 |
3,543.70 |
|
4.250 |
3,511.32 |
|
|