| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1993 |
22-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
3,575.80 |
3,537.24 |
-38.56 |
-1.1% |
3,621.63 |
| High |
3,583.90 |
3,556.80 |
-27.10 |
-0.8% |
3,638.96 |
| Low |
3,543.94 |
3,529.13 |
-14.81 |
-0.4% |
3,586.42 |
| Close |
3,543.94 |
3,547.02 |
3.08 |
0.1% |
3,613.25 |
| Range |
39.96 |
27.67 |
-12.29 |
-30.8% |
52.54 |
| ATR |
28.12 |
28.09 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,627.33 |
3,614.84 |
3,562.24 |
|
| R3 |
3,599.66 |
3,587.17 |
3,554.63 |
|
| R2 |
3,571.99 |
3,571.99 |
3,552.09 |
|
| R1 |
3,559.50 |
3,559.50 |
3,549.56 |
3,565.75 |
| PP |
3,544.32 |
3,544.32 |
3,544.32 |
3,547.44 |
| S1 |
3,531.83 |
3,531.83 |
3,544.48 |
3,538.08 |
| S2 |
3,516.65 |
3,516.65 |
3,541.95 |
|
| S3 |
3,488.98 |
3,504.16 |
3,539.41 |
|
| S4 |
3,461.31 |
3,476.49 |
3,531.80 |
|
|
| Weekly Pivots for week ending 17-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,770.50 |
3,744.41 |
3,642.15 |
|
| R3 |
3,717.96 |
3,691.87 |
3,627.70 |
|
| R2 |
3,665.42 |
3,665.42 |
3,622.88 |
|
| R1 |
3,639.33 |
3,639.33 |
3,618.07 |
3,626.11 |
| PP |
3,612.88 |
3,612.88 |
3,612.88 |
3,606.26 |
| S1 |
3,586.79 |
3,586.79 |
3,608.43 |
3,573.57 |
| S2 |
3,560.34 |
3,560.34 |
3,603.62 |
|
| S3 |
3,507.80 |
3,534.25 |
3,598.80 |
|
| S4 |
3,455.26 |
3,481.71 |
3,584.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,633.65 |
3,529.13 |
104.52 |
2.9% |
31.86 |
0.9% |
17% |
False |
True |
|
| 10 |
3,638.96 |
3,529.13 |
109.83 |
3.1% |
30.96 |
0.9% |
16% |
False |
True |
|
| 20 |
3,663.83 |
3,529.13 |
134.70 |
3.8% |
27.16 |
0.8% |
13% |
False |
True |
|
| 40 |
3,663.83 |
3,529.13 |
134.70 |
3.8% |
24.93 |
0.7% |
13% |
False |
True |
|
| 60 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.47 |
0.7% |
45% |
False |
False |
|
| 80 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.49 |
0.7% |
45% |
False |
False |
|
| 100 |
3,663.83 |
3,415.88 |
247.95 |
7.0% |
26.47 |
0.7% |
53% |
False |
False |
|
| 120 |
3,663.83 |
3,363.79 |
300.04 |
8.5% |
27.31 |
0.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,674.40 |
|
2.618 |
3,629.24 |
|
1.618 |
3,601.57 |
|
1.000 |
3,584.47 |
|
0.618 |
3,573.90 |
|
HIGH |
3,556.80 |
|
0.618 |
3,546.23 |
|
0.500 |
3,542.97 |
|
0.382 |
3,539.70 |
|
LOW |
3,529.13 |
|
0.618 |
3,512.03 |
|
1.000 |
3,501.46 |
|
1.618 |
3,484.36 |
|
2.618 |
3,456.69 |
|
4.250 |
3,411.53 |
|
|