| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-1993 |
26-Nov-1993 |
Change |
Change % |
Previous Week |
| Open |
3,672.49 |
3,687.58 |
15.09 |
0.4% |
3,694.01 |
| High |
3,690.37 |
3,697.36 |
6.99 |
0.2% |
3,697.36 |
| Low |
3,672.21 |
3,675.56 |
3.35 |
0.1% |
3,650.97 |
| Close |
3,687.58 |
3,683.95 |
-3.63 |
-0.1% |
3,683.95 |
| Range |
18.16 |
21.80 |
3.64 |
20.0% |
46.39 |
| ATR |
29.72 |
29.15 |
-0.57 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,751.02 |
3,739.29 |
3,695.94 |
|
| R3 |
3,729.22 |
3,717.49 |
3,689.95 |
|
| R2 |
3,707.42 |
3,707.42 |
3,687.95 |
|
| R1 |
3,695.69 |
3,695.69 |
3,685.95 |
3,690.66 |
| PP |
3,685.62 |
3,685.62 |
3,685.62 |
3,683.11 |
| S1 |
3,673.89 |
3,673.89 |
3,681.95 |
3,668.86 |
| S2 |
3,663.82 |
3,663.82 |
3,679.95 |
|
| S3 |
3,642.02 |
3,652.09 |
3,677.96 |
|
| S4 |
3,620.22 |
3,630.29 |
3,671.96 |
|
|
| Weekly Pivots for week ending 26-Nov-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,816.60 |
3,796.66 |
3,709.46 |
|
| R3 |
3,770.21 |
3,750.27 |
3,696.71 |
|
| R2 |
3,723.82 |
3,723.82 |
3,692.45 |
|
| R1 |
3,703.88 |
3,703.88 |
3,688.20 |
3,690.66 |
| PP |
3,677.43 |
3,677.43 |
3,677.43 |
3,670.81 |
| S1 |
3,657.49 |
3,657.49 |
3,679.70 |
3,644.27 |
| S2 |
3,631.04 |
3,631.04 |
3,675.45 |
|
| S3 |
3,584.65 |
3,611.10 |
3,671.19 |
|
| S4 |
3,538.26 |
3,564.71 |
3,658.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,697.36 |
3,650.97 |
46.39 |
1.3% |
28.06 |
0.8% |
71% |
True |
False |
|
| 10 |
3,718.04 |
3,650.97 |
67.07 |
1.8% |
29.79 |
0.8% |
49% |
False |
False |
|
| 20 |
3,718.04 |
3,600.67 |
117.37 |
3.2% |
30.88 |
0.8% |
71% |
False |
False |
|
| 40 |
3,718.04 |
3,554.00 |
164.04 |
4.5% |
27.94 |
0.8% |
79% |
False |
False |
|
| 60 |
3,718.04 |
3,528.85 |
189.19 |
5.1% |
27.82 |
0.8% |
82% |
False |
False |
|
| 80 |
3,718.04 |
3,528.85 |
189.19 |
5.1% |
26.24 |
0.7% |
82% |
False |
False |
|
| 100 |
3,718.04 |
3,475.39 |
242.65 |
6.6% |
26.17 |
0.7% |
86% |
False |
False |
|
| 120 |
3,718.04 |
3,449.93 |
268.11 |
7.3% |
26.14 |
0.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,790.01 |
|
2.618 |
3,754.43 |
|
1.618 |
3,732.63 |
|
1.000 |
3,719.16 |
|
0.618 |
3,710.83 |
|
HIGH |
3,697.36 |
|
0.618 |
3,689.03 |
|
0.500 |
3,686.46 |
|
0.382 |
3,683.89 |
|
LOW |
3,675.56 |
|
0.618 |
3,662.09 |
|
1.000 |
3,653.76 |
|
1.618 |
3,640.29 |
|
2.618 |
3,618.49 |
|
4.250 |
3,582.91 |
|
|