| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-1993 |
02-Dec-1993 |
Change |
Change % |
Previous Week |
| Open |
3,683.95 |
3,696.24 |
12.29 |
0.3% |
3,694.01 |
| High |
3,711.61 |
3,707.70 |
-3.91 |
-0.1% |
3,697.36 |
| Low |
3,683.95 |
3,690.93 |
6.98 |
0.2% |
3,650.97 |
| Close |
3,697.08 |
3,702.11 |
5.03 |
0.1% |
3,683.95 |
| Range |
27.66 |
16.77 |
-10.89 |
-39.4% |
46.39 |
| ATR |
28.44 |
27.61 |
-0.83 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.56 |
3,743.10 |
3,711.33 |
|
| R3 |
3,733.79 |
3,726.33 |
3,706.72 |
|
| R2 |
3,717.02 |
3,717.02 |
3,705.18 |
|
| R1 |
3,709.56 |
3,709.56 |
3,703.65 |
3,713.29 |
| PP |
3,700.25 |
3,700.25 |
3,700.25 |
3,702.11 |
| S1 |
3,692.79 |
3,692.79 |
3,700.57 |
3,696.52 |
| S2 |
3,683.48 |
3,683.48 |
3,699.04 |
|
| S3 |
3,666.71 |
3,676.02 |
3,697.50 |
|
| S4 |
3,649.94 |
3,659.25 |
3,692.89 |
|
|
| 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 |
3,711.61 |
3,673.61 |
38.00 |
1.0% |
23.03 |
0.6% |
75% |
False |
False |
|
| 10 |
3,711.61 |
3,650.97 |
60.64 |
1.6% |
27.00 |
0.7% |
84% |
False |
False |
|
| 20 |
3,718.04 |
3,600.67 |
117.37 |
3.2% |
29.44 |
0.8% |
86% |
False |
False |
|
| 40 |
3,718.04 |
3,557.92 |
160.12 |
4.3% |
27.89 |
0.8% |
90% |
False |
False |
|
| 60 |
3,718.04 |
3,528.85 |
189.19 |
5.1% |
27.45 |
0.7% |
92% |
False |
False |
|
| 80 |
3,718.04 |
3,528.85 |
189.19 |
5.1% |
26.36 |
0.7% |
92% |
False |
False |
|
| 100 |
3,718.04 |
3,511.25 |
206.79 |
5.6% |
26.15 |
0.7% |
92% |
False |
False |
|
| 120 |
3,718.04 |
3,449.93 |
268.11 |
7.2% |
26.12 |
0.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,778.97 |
|
2.618 |
3,751.60 |
|
1.618 |
3,734.83 |
|
1.000 |
3,724.47 |
|
0.618 |
3,718.06 |
|
HIGH |
3,707.70 |
|
0.618 |
3,701.29 |
|
0.500 |
3,699.32 |
|
0.382 |
3,697.34 |
|
LOW |
3,690.93 |
|
0.618 |
3,680.57 |
|
1.000 |
3,674.16 |
|
1.618 |
3,663.80 |
|
2.618 |
3,647.03 |
|
4.250 |
3,619.66 |
|
|