| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1993 |
15-Nov-1993 |
Change |
Change % |
Previous Week |
| Open |
3,662.43 |
3,679.48 |
17.05 |
0.5% |
3,642.31 |
| High |
3,690.93 |
3,687.02 |
-3.91 |
-0.1% |
3,690.93 |
| Low |
3,662.43 |
3,670.25 |
7.82 |
0.2% |
3,631.97 |
| Close |
3,684.51 |
3,677.52 |
-6.99 |
-0.2% |
3,684.51 |
| Range |
28.50 |
16.77 |
-11.73 |
-41.2% |
58.96 |
| ATR |
29.06 |
28.19 |
-0.88 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,728.57 |
3,719.82 |
3,686.74 |
|
| R3 |
3,711.80 |
3,703.05 |
3,682.13 |
|
| R2 |
3,695.03 |
3,695.03 |
3,680.59 |
|
| R1 |
3,686.28 |
3,686.28 |
3,679.06 |
3,682.27 |
| PP |
3,678.26 |
3,678.26 |
3,678.26 |
3,676.26 |
| S1 |
3,669.51 |
3,669.51 |
3,675.98 |
3,665.50 |
| S2 |
3,661.49 |
3,661.49 |
3,674.45 |
|
| S3 |
3,644.72 |
3,652.74 |
3,672.91 |
|
| S4 |
3,627.95 |
3,635.97 |
3,668.30 |
|
|
| Weekly Pivots for week ending 12-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,846.02 |
3,824.22 |
3,716.94 |
|
| R3 |
3,787.06 |
3,765.26 |
3,700.72 |
|
| R2 |
3,728.10 |
3,728.10 |
3,695.32 |
|
| R1 |
3,706.30 |
3,706.30 |
3,689.91 |
3,717.20 |
| PP |
3,669.14 |
3,669.14 |
3,669.14 |
3,674.59 |
| S1 |
3,647.34 |
3,647.34 |
3,679.11 |
3,658.24 |
| S2 |
3,610.18 |
3,610.18 |
3,673.70 |
|
| S3 |
3,551.22 |
3,588.38 |
3,668.30 |
|
| S4 |
3,492.26 |
3,529.42 |
3,652.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,690.93 |
3,631.97 |
58.96 |
1.6% |
25.38 |
0.7% |
77% |
False |
False |
|
| 10 |
3,700.43 |
3,600.67 |
99.76 |
2.7% |
32.86 |
0.9% |
77% |
False |
False |
|
| 20 |
3,708.82 |
3,600.67 |
108.15 |
2.9% |
29.51 |
0.8% |
71% |
False |
False |
|
| 40 |
3,708.82 |
3,528.85 |
179.97 |
4.9% |
26.48 |
0.7% |
83% |
False |
False |
|
| 60 |
3,708.82 |
3,528.85 |
179.97 |
4.9% |
26.47 |
0.7% |
83% |
False |
False |
|
| 80 |
3,708.82 |
3,528.85 |
179.97 |
4.9% |
25.59 |
0.7% |
83% |
False |
False |
|
| 100 |
3,708.82 |
3,449.93 |
258.89 |
7.0% |
25.75 |
0.7% |
88% |
False |
False |
|
| 120 |
3,708.82 |
3,449.93 |
258.89 |
7.0% |
25.83 |
0.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,758.29 |
|
2.618 |
3,730.92 |
|
1.618 |
3,714.15 |
|
1.000 |
3,703.79 |
|
0.618 |
3,697.38 |
|
HIGH |
3,687.02 |
|
0.618 |
3,680.61 |
|
0.500 |
3,678.64 |
|
0.382 |
3,676.66 |
|
LOW |
3,670.25 |
|
0.618 |
3,659.89 |
|
1.000 |
3,653.48 |
|
1.618 |
3,643.12 |
|
2.618 |
3,626.35 |
|
4.250 |
3,598.98 |
|
|