Trading Metrics calculated at close of trading on 15-Mar-1993 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1993 |
15-Mar-1993 |
Change |
Change % |
Previous Week |
Open |
453.70 |
449.83 |
-3.87 |
-0.9% |
446.12 |
High |
453.70 |
451.43 |
-2.27 |
-0.5% |
456.76 |
Low |
447.04 |
449.40 |
2.36 |
0.5% |
446.12 |
Close |
449.83 |
451.43 |
1.60 |
0.4% |
449.83 |
Range |
6.66 |
2.03 |
-4.63 |
-69.5% |
10.64 |
ATR |
4.10 |
3.95 |
-0.15 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456.84 |
456.17 |
452.55 |
|
R3 |
454.81 |
454.14 |
451.99 |
|
R2 |
452.78 |
452.78 |
451.80 |
|
R1 |
452.11 |
452.11 |
451.62 |
452.45 |
PP |
450.75 |
450.75 |
450.75 |
450.92 |
S1 |
450.08 |
450.08 |
451.24 |
450.42 |
S2 |
448.72 |
448.72 |
451.06 |
|
S3 |
446.69 |
448.05 |
450.87 |
|
S4 |
444.66 |
446.02 |
450.31 |
|
|
Weekly Pivots for week ending 12-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482.82 |
476.97 |
455.68 |
|
R3 |
472.18 |
466.33 |
452.76 |
|
R2 |
461.54 |
461.54 |
451.78 |
|
R1 |
455.69 |
455.69 |
450.81 |
458.62 |
PP |
450.90 |
450.90 |
450.90 |
452.37 |
S1 |
445.05 |
445.05 |
448.85 |
447.98 |
S2 |
440.26 |
440.26 |
447.88 |
|
S3 |
429.62 |
434.41 |
446.90 |
|
S4 |
418.98 |
423.77 |
443.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
456.76 |
447.04 |
9.72 |
2.2% |
3.49 |
0.8% |
45% |
False |
False |
|
10 |
456.76 |
441.07 |
15.69 |
3.5% |
4.20 |
0.9% |
66% |
False |
False |
|
20 |
456.76 |
428.25 |
28.51 |
6.3% |
4.50 |
1.0% |
81% |
False |
False |
|
40 |
456.76 |
428.25 |
28.51 |
6.3% |
3.69 |
0.8% |
81% |
False |
False |
|
60 |
456.76 |
426.88 |
29.88 |
6.6% |
3.52 |
0.8% |
82% |
False |
False |
|
80 |
456.76 |
419.24 |
37.52 |
8.3% |
3.29 |
0.7% |
86% |
False |
False |
|
100 |
456.76 |
413.10 |
43.66 |
9.7% |
3.19 |
0.7% |
88% |
False |
False |
|
120 |
456.76 |
396.80 |
59.96 |
13.3% |
3.36 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
460.06 |
2.618 |
456.74 |
1.618 |
454.71 |
1.000 |
453.46 |
0.618 |
452.68 |
HIGH |
451.43 |
0.618 |
450.65 |
0.500 |
450.42 |
0.382 |
450.18 |
LOW |
449.40 |
0.618 |
448.15 |
1.000 |
447.37 |
1.618 |
446.12 |
2.618 |
444.09 |
4.250 |
440.77 |
|
|
Fisher Pivots for day following 15-Mar-1993 |
Pivot |
1 day |
3 day |
R1 |
451.09 |
451.90 |
PP |
450.75 |
451.74 |
S1 |
450.42 |
451.59 |
|