| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1993 |
01-Oct-1993 |
Change |
Change % |
Previous Week |
| Open |
3,566.30 |
3,555.12 |
-11.18 |
-0.3% |
3,543.11 |
| High |
3,567.42 |
3,587.26 |
19.84 |
0.6% |
3,587.26 |
| Low |
3,548.14 |
3,554.00 |
5.86 |
0.2% |
3,543.11 |
| Close |
3,555.12 |
3,581.11 |
25.99 |
0.7% |
3,581.11 |
| Range |
19.28 |
33.26 |
13.98 |
72.5% |
44.15 |
| ATR |
25.50 |
26.05 |
0.55 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,673.90 |
3,660.77 |
3,599.40 |
|
| R3 |
3,640.64 |
3,627.51 |
3,590.26 |
|
| R2 |
3,607.38 |
3,607.38 |
3,587.21 |
|
| R1 |
3,594.25 |
3,594.25 |
3,584.16 |
3,600.82 |
| PP |
3,574.12 |
3,574.12 |
3,574.12 |
3,577.41 |
| S1 |
3,560.99 |
3,560.99 |
3,578.06 |
3,567.56 |
| S2 |
3,540.86 |
3,540.86 |
3,575.01 |
|
| S3 |
3,507.60 |
3,527.73 |
3,571.96 |
|
| S4 |
3,474.34 |
3,494.47 |
3,562.82 |
|
|
| Weekly Pivots for week ending 01-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,702.94 |
3,686.18 |
3,605.39 |
|
| R3 |
3,658.79 |
3,642.03 |
3,593.25 |
|
| R2 |
3,614.64 |
3,614.64 |
3,589.20 |
|
| R1 |
3,597.88 |
3,597.88 |
3,585.16 |
3,606.26 |
| PP |
3,570.49 |
3,570.49 |
3,570.49 |
3,574.69 |
| S1 |
3,553.73 |
3,553.73 |
3,577.06 |
3,562.11 |
| S2 |
3,526.34 |
3,526.34 |
3,573.02 |
|
| S3 |
3,482.19 |
3,509.58 |
3,568.97 |
|
| S4 |
3,438.04 |
3,465.43 |
3,556.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,587.26 |
3,543.11 |
44.15 |
1.2% |
23.36 |
0.7% |
86% |
True |
False |
|
| 10 |
3,621.07 |
3,528.85 |
92.22 |
2.6% |
27.28 |
0.8% |
57% |
False |
False |
|
| 20 |
3,638.96 |
3,528.85 |
110.11 |
3.1% |
27.99 |
0.8% |
47% |
False |
False |
|
| 40 |
3,663.83 |
3,528.85 |
134.98 |
3.8% |
24.81 |
0.7% |
39% |
False |
False |
|
| 60 |
3,663.83 |
3,507.50 |
156.33 |
4.4% |
24.85 |
0.7% |
47% |
False |
False |
|
| 80 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.33 |
0.7% |
61% |
False |
False |
|
| 100 |
3,663.83 |
3,415.88 |
247.95 |
6.9% |
26.41 |
0.7% |
67% |
False |
False |
|
| 120 |
3,663.83 |
3,383.51 |
280.32 |
7.8% |
26.70 |
0.7% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,728.62 |
|
2.618 |
3,674.33 |
|
1.618 |
3,641.07 |
|
1.000 |
3,620.52 |
|
0.618 |
3,607.81 |
|
HIGH |
3,587.26 |
|
0.618 |
3,574.55 |
|
0.500 |
3,570.63 |
|
0.382 |
3,566.71 |
|
LOW |
3,554.00 |
|
0.618 |
3,533.45 |
|
1.000 |
3,520.74 |
|
1.618 |
3,500.19 |
|
2.618 |
3,466.93 |
|
4.250 |
3,412.65 |
|
|