Day Change Summary |
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Previous |
Current |
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20-Sep-1993 |
21-Sep-1993 |
Change |
Change % |
Previous Week |
Open |
3,611.57 |
3,575.80 |
-35.77 |
-1.0% |
3,621.63 |
High |
3,621.07 |
3,583.90 |
-37.17 |
-1.0% |
3,638.96 |
Low |
3,575.52 |
3,543.94 |
-31.58 |
-0.9% |
3,586.42 |
Close |
3,575.80 |
3,543.94 |
-31.86 |
-0.9% |
3,613.25 |
Range |
45.55 |
39.96 |
-5.59 |
-12.3% |
52.54 |
ATR |
27.21 |
28.12 |
0.91 |
3.3% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.14 |
3,650.50 |
3,565.92 |
|
R3 |
3,637.18 |
3,610.54 |
3,554.93 |
|
R2 |
3,597.22 |
3,597.22 |
3,551.27 |
|
R1 |
3,570.58 |
3,570.58 |
3,547.60 |
3,563.92 |
PP |
3,557.26 |
3,557.26 |
3,557.26 |
3,553.93 |
S1 |
3,530.62 |
3,530.62 |
3,540.28 |
3,523.96 |
S2 |
3,517.30 |
3,517.30 |
3,536.61 |
|
S3 |
3,477.34 |
3,490.66 |
3,532.95 |
|
S4 |
3,437.38 |
3,450.70 |
3,521.96 |
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|
Weekly Pivots for week ending 17-Sep-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,770.50 |
3,744.41 |
3,642.15 |
|
R3 |
3,717.96 |
3,691.87 |
3,627.70 |
|
R2 |
3,665.42 |
3,665.42 |
3,622.88 |
|
R1 |
3,639.33 |
3,639.33 |
3,618.07 |
3,626.11 |
PP |
3,612.88 |
3,612.88 |
3,612.88 |
3,606.26 |
S1 |
3,586.79 |
3,586.79 |
3,608.43 |
3,573.57 |
S2 |
3,560.34 |
3,560.34 |
3,603.62 |
|
S3 |
3,507.80 |
3,534.25 |
3,598.80 |
|
S4 |
3,455.26 |
3,481.71 |
3,584.35 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,636.72 |
3,543.94 |
92.78 |
2.6% |
36.38 |
1.0% |
0% |
False |
True |
|
10 |
3,638.96 |
3,543.94 |
95.02 |
2.7% |
31.69 |
0.9% |
0% |
False |
True |
|
20 |
3,663.83 |
3,543.94 |
119.89 |
3.4% |
27.47 |
0.8% |
0% |
False |
True |
|
40 |
3,663.83 |
3,530.81 |
133.02 |
3.8% |
25.10 |
0.7% |
10% |
False |
False |
|
60 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.68 |
0.7% |
44% |
False |
False |
|
80 |
3,663.83 |
3,449.93 |
213.90 |
6.0% |
25.70 |
0.7% |
44% |
False |
False |
|
100 |
3,663.83 |
3,415.88 |
247.95 |
7.0% |
26.42 |
0.7% |
52% |
False |
False |
|
120 |
3,663.83 |
3,363.79 |
300.04 |
8.5% |
27.25 |
0.8% |
60% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
3,753.73 |
2.618 |
3,688.52 |
1.618 |
3,648.56 |
1.000 |
3,623.86 |
0.618 |
3,608.60 |
HIGH |
3,583.90 |
0.618 |
3,568.64 |
0.500 |
3,563.92 |
0.382 |
3,559.20 |
LOW |
3,543.94 |
0.618 |
3,519.24 |
1.000 |
3,503.98 |
1.618 |
3,479.28 |
2.618 |
3,439.32 |
4.250 |
3,374.11 |
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