| Trading Metrics calculated at close of trading on 04-Jun-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1991 |
04-Jun-1991 |
Change |
Change % |
Previous Week |
| Open |
389.81 |
388.06 |
-1.75 |
-0.4% |
377.49 |
| High |
389.81 |
388.06 |
-1.75 |
-0.4% |
389.85 |
| Low |
386.97 |
385.14 |
-1.83 |
-0.5% |
377.12 |
| Close |
388.06 |
387.74 |
-0.32 |
-0.1% |
389.83 |
| Range |
2.84 |
2.92 |
0.08 |
2.8% |
12.73 |
| ATR |
4.12 |
4.03 |
-0.09 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
395.74 |
394.66 |
389.35 |
|
| R3 |
392.82 |
391.74 |
388.54 |
|
| R2 |
389.90 |
389.90 |
388.28 |
|
| R1 |
388.82 |
388.82 |
388.01 |
387.90 |
| PP |
386.98 |
386.98 |
386.98 |
386.52 |
| S1 |
385.90 |
385.90 |
387.47 |
384.98 |
| S2 |
384.06 |
384.06 |
387.20 |
|
| S3 |
381.14 |
382.98 |
386.94 |
|
| S4 |
378.22 |
380.06 |
386.13 |
|
|
| Weekly Pivots for week ending 31-May-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423.79 |
419.54 |
396.83 |
|
| R3 |
411.06 |
406.81 |
393.33 |
|
| R2 |
398.33 |
398.33 |
392.16 |
|
| R1 |
394.08 |
394.08 |
391.00 |
396.21 |
| PP |
385.60 |
385.60 |
385.60 |
386.66 |
| S1 |
381.35 |
381.35 |
388.66 |
383.48 |
| S2 |
372.87 |
372.87 |
387.50 |
|
| S3 |
360.14 |
368.62 |
386.33 |
|
| S4 |
347.41 |
355.89 |
382.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.85 |
381.37 |
8.48 |
2.2% |
3.71 |
1.0% |
75% |
False |
False |
|
| 10 |
389.85 |
372.28 |
17.57 |
4.5% |
3.77 |
1.0% |
88% |
False |
False |
|
| 20 |
389.85 |
365.83 |
24.02 |
6.2% |
4.13 |
1.1% |
91% |
False |
False |
|
| 40 |
391.26 |
365.83 |
25.43 |
6.6% |
4.20 |
1.1% |
86% |
False |
False |
|
| 60 |
391.26 |
365.58 |
25.68 |
6.6% |
4.33 |
1.1% |
86% |
False |
False |
|
| 80 |
391.26 |
356.02 |
35.24 |
9.1% |
4.51 |
1.2% |
90% |
False |
False |
|
| 100 |
391.26 |
309.35 |
81.91 |
21.1% |
4.53 |
1.2% |
96% |
False |
False |
|
| 120 |
391.26 |
309.35 |
81.91 |
21.1% |
4.36 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400.47 |
|
2.618 |
395.70 |
|
1.618 |
392.78 |
|
1.000 |
390.98 |
|
0.618 |
389.86 |
|
HIGH |
388.06 |
|
0.618 |
386.94 |
|
0.500 |
386.60 |
|
0.382 |
386.26 |
|
LOW |
385.14 |
|
0.618 |
383.34 |
|
1.000 |
382.22 |
|
1.618 |
380.42 |
|
2.618 |
377.50 |
|
4.250 |
372.73 |
|
|
| Fisher Pivots for day following 04-Jun-1991 |
| Pivot |
1 day |
3 day |
| R1 |
387.36 |
387.64 |
| PP |
386.98 |
387.53 |
| S1 |
386.60 |
387.43 |
|