Trading Metrics calculated at close of trading on 01-Sep-1993 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1993 |
01-Sep-1993 |
Change |
Change % |
Previous Week |
Open |
369.30 |
372.65 |
3.35 |
0.9% |
370.87 |
High |
372.88 |
375.30 |
2.42 |
0.6% |
372.20 |
Low |
369.30 |
371.49 |
2.19 |
0.6% |
360.70 |
Close |
372.65 |
374.16 |
1.51 |
0.4% |
366.50 |
Range |
3.58 |
3.81 |
0.23 |
6.4% |
11.50 |
ATR |
4.68 |
4.62 |
-0.06 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385.08 |
383.43 |
376.26 |
|
R3 |
381.27 |
379.62 |
375.21 |
|
R2 |
377.46 |
377.46 |
374.86 |
|
R1 |
375.81 |
375.81 |
374.51 |
376.64 |
PP |
373.65 |
373.65 |
373.65 |
374.06 |
S1 |
372.00 |
372.00 |
373.81 |
372.83 |
S2 |
369.84 |
369.84 |
373.46 |
|
S3 |
366.03 |
368.19 |
373.11 |
|
S4 |
362.22 |
364.38 |
372.06 |
|
|
Weekly Pivots for week ending 27-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400.97 |
395.23 |
372.83 |
|
R3 |
389.47 |
383.73 |
369.66 |
|
R2 |
377.97 |
377.97 |
368.61 |
|
R1 |
372.23 |
372.23 |
367.55 |
369.35 |
PP |
366.47 |
366.47 |
366.47 |
365.03 |
S1 |
360.73 |
360.73 |
365.45 |
357.85 |
S2 |
354.97 |
354.97 |
364.39 |
|
S3 |
343.47 |
349.23 |
363.34 |
|
S4 |
331.97 |
337.73 |
360.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
375.30 |
360.70 |
14.60 |
3.9% |
4.52 |
1.2% |
92% |
True |
False |
|
10 |
375.81 |
360.70 |
15.11 |
4.0% |
4.35 |
1.2% |
89% |
False |
False |
|
20 |
379.64 |
356.93 |
22.71 |
6.1% |
4.45 |
1.2% |
76% |
False |
False |
|
40 |
379.64 |
346.63 |
33.01 |
8.8% |
4.86 |
1.3% |
83% |
False |
False |
|
60 |
379.64 |
346.63 |
33.01 |
8.8% |
4.85 |
1.3% |
83% |
False |
False |
|
80 |
379.64 |
345.69 |
33.95 |
9.1% |
4.98 |
1.3% |
84% |
False |
False |
|
100 |
379.64 |
326.56 |
53.08 |
14.2% |
5.10 |
1.4% |
90% |
False |
False |
|
120 |
379.64 |
326.56 |
53.08 |
14.2% |
5.25 |
1.4% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
391.49 |
2.618 |
385.27 |
1.618 |
381.46 |
1.000 |
379.11 |
0.618 |
377.65 |
HIGH |
375.30 |
0.618 |
373.84 |
0.500 |
373.40 |
0.382 |
372.95 |
LOW |
371.49 |
0.618 |
369.14 |
1.000 |
367.68 |
1.618 |
365.33 |
2.618 |
361.52 |
4.250 |
355.30 |
|
|
Fisher Pivots for day following 01-Sep-1993 |
Pivot |
1 day |
3 day |
R1 |
373.91 |
373.07 |
PP |
373.65 |
371.99 |
S1 |
373.40 |
370.90 |
|