| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-1993 |
14-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
3,621.63 |
3,632.81 |
11.18 |
0.3% |
3,633.93 |
| High |
3,638.96 |
3,632.81 |
-6.15 |
-0.2% |
3,635.04 |
| Low |
3,621.63 |
3,607.10 |
-14.53 |
-0.4% |
3,573.57 |
| Close |
3,634.21 |
3,615.76 |
-18.45 |
-0.5% |
3,621.63 |
| Range |
17.33 |
25.71 |
8.38 |
48.4% |
61.47 |
| ATR |
24.13 |
24.35 |
0.21 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,695.69 |
3,681.43 |
3,629.90 |
|
| R3 |
3,669.98 |
3,655.72 |
3,622.83 |
|
| R2 |
3,644.27 |
3,644.27 |
3,620.47 |
|
| R1 |
3,630.01 |
3,630.01 |
3,618.12 |
3,624.29 |
| PP |
3,618.56 |
3,618.56 |
3,618.56 |
3,615.69 |
| S1 |
3,604.30 |
3,604.30 |
3,613.40 |
3,598.58 |
| S2 |
3,592.85 |
3,592.85 |
3,611.05 |
|
| S3 |
3,567.14 |
3,578.59 |
3,608.69 |
|
| S4 |
3,541.43 |
3,552.88 |
3,601.62 |
|
|
| Weekly Pivots for week ending 10-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,794.49 |
3,769.53 |
3,655.44 |
|
| R3 |
3,733.02 |
3,708.06 |
3,638.53 |
|
| R2 |
3,671.55 |
3,671.55 |
3,632.90 |
|
| R1 |
3,646.59 |
3,646.59 |
3,627.26 |
3,628.34 |
| PP |
3,610.08 |
3,610.08 |
3,610.08 |
3,600.95 |
| S1 |
3,585.12 |
3,585.12 |
3,616.00 |
3,566.87 |
| S2 |
3,548.61 |
3,548.61 |
3,610.36 |
|
| S3 |
3,487.14 |
3,523.65 |
3,604.73 |
|
| S4 |
3,425.67 |
3,462.18 |
3,587.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,638.96 |
3,573.57 |
65.39 |
1.8% |
26.99 |
0.7% |
65% |
False |
False |
|
| 10 |
3,655.72 |
3,573.57 |
82.15 |
2.3% |
25.04 |
0.7% |
51% |
False |
False |
|
| 20 |
3,663.83 |
3,573.57 |
90.26 |
2.5% |
23.43 |
0.6% |
47% |
False |
False |
|
| 40 |
3,663.83 |
3,511.25 |
152.58 |
4.2% |
24.13 |
0.7% |
68% |
False |
False |
|
| 60 |
3,663.83 |
3,449.93 |
213.90 |
5.9% |
24.60 |
0.7% |
78% |
False |
False |
|
| 80 |
3,663.83 |
3,449.93 |
213.90 |
5.9% |
25.30 |
0.7% |
78% |
False |
False |
|
| 100 |
3,663.83 |
3,383.51 |
280.32 |
7.8% |
26.19 |
0.7% |
83% |
False |
False |
|
| 120 |
3,663.83 |
3,363.79 |
300.04 |
8.3% |
27.05 |
0.7% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,742.08 |
|
2.618 |
3,700.12 |
|
1.618 |
3,674.41 |
|
1.000 |
3,658.52 |
|
0.618 |
3,648.70 |
|
HIGH |
3,632.81 |
|
0.618 |
3,622.99 |
|
0.500 |
3,619.96 |
|
0.382 |
3,616.92 |
|
LOW |
3,607.10 |
|
0.618 |
3,591.21 |
|
1.000 |
3,581.39 |
|
1.618 |
3,565.50 |
|
2.618 |
3,539.79 |
|
4.250 |
3,497.83 |
|
|