| Trading Metrics calculated at close of trading on 06-Aug-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1991 |
06-Aug-1991 |
Change |
Change % |
Previous Week |
| Open |
387.17 |
385.06 |
-2.11 |
-0.5% |
380.93 |
| High |
387.17 |
390.80 |
3.63 |
0.9% |
389.56 |
| Low |
384.48 |
384.29 |
-0.19 |
0.0% |
380.45 |
| Close |
385.06 |
390.62 |
5.56 |
1.4% |
387.18 |
| Range |
2.69 |
6.51 |
3.82 |
142.0% |
9.11 |
| ATR |
3.17 |
3.41 |
0.24 |
7.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408.10 |
405.87 |
394.20 |
|
| R3 |
401.59 |
399.36 |
392.41 |
|
| R2 |
395.08 |
395.08 |
391.81 |
|
| R1 |
392.85 |
392.85 |
391.22 |
393.97 |
| PP |
388.57 |
388.57 |
388.57 |
389.13 |
| S1 |
386.34 |
386.34 |
390.02 |
387.46 |
| S2 |
382.06 |
382.06 |
389.43 |
|
| S3 |
375.55 |
379.83 |
388.83 |
|
| S4 |
369.04 |
373.32 |
387.04 |
|
|
| Weekly Pivots for week ending 02-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413.06 |
409.23 |
392.19 |
|
| R3 |
403.95 |
400.12 |
389.69 |
|
| R2 |
394.84 |
394.84 |
388.85 |
|
| R1 |
391.01 |
391.01 |
388.02 |
392.93 |
| PP |
385.73 |
385.73 |
385.73 |
386.69 |
| S1 |
381.90 |
381.90 |
386.34 |
383.82 |
| S2 |
376.62 |
376.62 |
385.51 |
|
| S3 |
367.51 |
372.79 |
384.67 |
|
| S4 |
358.40 |
363.68 |
382.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
390.80 |
384.29 |
6.51 |
1.7% |
3.16 |
0.8% |
97% |
True |
True |
|
| 10 |
390.80 |
378.15 |
12.65 |
3.2% |
2.94 |
0.8% |
99% |
True |
False |
|
| 20 |
390.80 |
375.20 |
15.60 |
4.0% |
3.17 |
0.8% |
99% |
True |
False |
|
| 40 |
390.80 |
367.98 |
22.82 |
5.8% |
3.64 |
0.9% |
99% |
True |
False |
|
| 60 |
390.80 |
365.83 |
24.97 |
6.4% |
3.69 |
0.9% |
99% |
True |
False |
|
| 80 |
391.26 |
365.83 |
25.43 |
6.5% |
3.84 |
1.0% |
97% |
False |
False |
|
| 100 |
391.26 |
365.58 |
25.68 |
6.6% |
4.00 |
1.0% |
98% |
False |
False |
|
| 120 |
391.26 |
362.19 |
29.07 |
7.4% |
4.14 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
418.47 |
|
2.618 |
407.84 |
|
1.618 |
401.33 |
|
1.000 |
397.31 |
|
0.618 |
394.82 |
|
HIGH |
390.80 |
|
0.618 |
388.31 |
|
0.500 |
387.55 |
|
0.382 |
386.78 |
|
LOW |
384.29 |
|
0.618 |
380.27 |
|
1.000 |
377.78 |
|
1.618 |
373.76 |
|
2.618 |
367.25 |
|
4.250 |
356.62 |
|
|
| Fisher Pivots for day following 06-Aug-1991 |
| Pivot |
1 day |
3 day |
| R1 |
389.60 |
389.60 |
| PP |
388.57 |
388.57 |
| S1 |
387.55 |
387.55 |
|