| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-1994 |
04-Jan-1994 |
Change |
Change % |
Previous Week |
| Open |
3,753.53 |
3,756.32 |
2.79 |
0.1% |
3,755.21 |
| High |
3,765.27 |
3,783.90 |
18.63 |
0.5% |
3,799.64 |
| Low |
3,745.70 |
3,743.10 |
-2.60 |
-0.1% |
3,754.09 |
| Close |
3,756.60 |
3,783.90 |
27.30 |
0.7% |
3,754.09 |
| Range |
19.57 |
40.80 |
21.23 |
108.5% |
45.55 |
| ATR |
23.02 |
24.29 |
1.27 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,892.70 |
3,879.10 |
3,806.34 |
|
| R3 |
3,851.90 |
3,838.30 |
3,795.12 |
|
| R2 |
3,811.10 |
3,811.10 |
3,791.38 |
|
| R1 |
3,797.50 |
3,797.50 |
3,787.64 |
3,804.30 |
| PP |
3,770.30 |
3,770.30 |
3,770.30 |
3,773.70 |
| S1 |
3,756.70 |
3,756.70 |
3,780.16 |
3,763.50 |
| S2 |
3,729.50 |
3,729.50 |
3,776.42 |
|
| S3 |
3,688.70 |
3,715.90 |
3,772.68 |
|
| S4 |
3,647.90 |
3,675.10 |
3,761.46 |
|
|
| Weekly Pivots for week ending 31-Dec-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,905.92 |
3,875.56 |
3,779.14 |
|
| R3 |
3,860.37 |
3,830.01 |
3,766.62 |
|
| R2 |
3,814.82 |
3,814.82 |
3,762.44 |
|
| R1 |
3,784.46 |
3,784.46 |
3,758.27 |
3,776.87 |
| PP |
3,769.27 |
3,769.27 |
3,769.27 |
3,765.48 |
| S1 |
3,738.91 |
3,738.91 |
3,749.91 |
3,731.32 |
| S2 |
3,723.72 |
3,723.72 |
3,745.74 |
|
| S3 |
3,678.17 |
3,693.36 |
3,741.56 |
|
| S4 |
3,632.62 |
3,647.81 |
3,729.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,799.64 |
3,743.10 |
56.54 |
1.5% |
20.51 |
0.5% |
72% |
False |
True |
|
| 10 |
3,799.64 |
3,736.76 |
62.88 |
1.7% |
21.01 |
0.6% |
75% |
False |
False |
|
| 20 |
3,799.64 |
3,709.38 |
90.26 |
2.4% |
21.97 |
0.6% |
83% |
False |
False |
|
| 40 |
3,799.64 |
3,631.97 |
167.67 |
4.4% |
24.33 |
0.6% |
91% |
False |
False |
|
| 60 |
3,799.64 |
3,583.90 |
215.74 |
5.7% |
25.56 |
0.7% |
93% |
False |
False |
|
| 80 |
3,799.64 |
3,528.85 |
270.79 |
7.2% |
25.80 |
0.7% |
94% |
False |
False |
|
| 100 |
3,799.64 |
3,528.85 |
270.79 |
7.2% |
25.30 |
0.7% |
94% |
False |
False |
|
| 120 |
3,799.64 |
3,511.25 |
288.39 |
7.6% |
25.23 |
0.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,957.30 |
|
2.618 |
3,890.71 |
|
1.618 |
3,849.91 |
|
1.000 |
3,824.70 |
|
0.618 |
3,809.11 |
|
HIGH |
3,783.90 |
|
0.618 |
3,768.31 |
|
0.500 |
3,763.50 |
|
0.382 |
3,758.69 |
|
LOW |
3,743.10 |
|
0.618 |
3,717.89 |
|
1.000 |
3,702.30 |
|
1.618 |
3,677.09 |
|
2.618 |
3,636.29 |
|
4.250 |
3,569.70 |
|
|