| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1993 |
23-Sep-1993 |
Change |
Change % |
Previous Week |
| Open |
3,537.24 |
3,547.02 |
9.78 |
0.3% |
3,621.63 |
| High |
3,556.80 |
3,553.72 |
-3.08 |
-0.1% |
3,638.96 |
| Low |
3,529.13 |
3,530.53 |
1.40 |
0.0% |
3,586.42 |
| Close |
3,547.02 |
3,539.75 |
-7.27 |
-0.2% |
3,613.25 |
| Range |
27.67 |
23.19 |
-4.48 |
-16.2% |
52.54 |
| ATR |
28.09 |
27.74 |
-0.35 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,610.90 |
3,598.52 |
3,552.50 |
|
| R3 |
3,587.71 |
3,575.33 |
3,546.13 |
|
| R2 |
3,564.52 |
3,564.52 |
3,544.00 |
|
| R1 |
3,552.14 |
3,552.14 |
3,541.88 |
3,546.74 |
| PP |
3,541.33 |
3,541.33 |
3,541.33 |
3,538.63 |
| S1 |
3,528.95 |
3,528.95 |
3,537.62 |
3,523.55 |
| S2 |
3,518.14 |
3,518.14 |
3,535.50 |
|
| S3 |
3,494.95 |
3,505.76 |
3,533.37 |
|
| S4 |
3,471.76 |
3,482.57 |
3,527.00 |
|
|
| 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 |
3,630.85 |
3,529.13 |
101.72 |
2.9% |
33.25 |
0.9% |
10% |
False |
False |
|
| 10 |
3,638.96 |
3,529.13 |
109.83 |
3.1% |
30.96 |
0.9% |
10% |
False |
False |
|
| 20 |
3,663.83 |
3,529.13 |
134.70 |
3.8% |
27.32 |
0.8% |
8% |
False |
False |
|
| 40 |
3,663.83 |
3,529.13 |
134.70 |
3.8% |
24.99 |
0.7% |
8% |
False |
False |
|
| 60 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.45 |
0.7% |
42% |
False |
False |
|
| 80 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.25 |
0.7% |
42% |
False |
False |
|
| 100 |
3,663.83 |
3,415.88 |
247.95 |
7.0% |
26.36 |
0.7% |
50% |
False |
False |
|
| 120 |
3,663.83 |
3,363.79 |
300.04 |
8.5% |
26.89 |
0.8% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,652.28 |
|
2.618 |
3,614.43 |
|
1.618 |
3,591.24 |
|
1.000 |
3,576.91 |
|
0.618 |
3,568.05 |
|
HIGH |
3,553.72 |
|
0.618 |
3,544.86 |
|
0.500 |
3,542.13 |
|
0.382 |
3,539.39 |
|
LOW |
3,530.53 |
|
0.618 |
3,516.20 |
|
1.000 |
3,507.34 |
|
1.618 |
3,493.01 |
|
2.618 |
3,469.82 |
|
4.250 |
3,431.97 |
|
|