| Trading Metrics calculated at close of trading on 12-Aug-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1991 |
12-Aug-1991 |
Change |
Change % |
Previous Week |
| Open |
389.32 |
387.11 |
-2.21 |
-0.6% |
387.17 |
| High |
389.89 |
388.17 |
-1.72 |
-0.4% |
391.80 |
| Low |
387.04 |
385.90 |
-1.14 |
-0.3% |
384.29 |
| Close |
387.12 |
388.02 |
0.90 |
0.2% |
387.12 |
| Range |
2.85 |
2.27 |
-0.58 |
-20.4% |
7.51 |
| ATR |
3.28 |
3.21 |
-0.07 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394.17 |
393.37 |
389.27 |
|
| R3 |
391.90 |
391.10 |
388.64 |
|
| R2 |
389.63 |
389.63 |
388.44 |
|
| R1 |
388.83 |
388.83 |
388.23 |
389.23 |
| PP |
387.36 |
387.36 |
387.36 |
387.57 |
| S1 |
386.56 |
386.56 |
387.81 |
386.96 |
| S2 |
385.09 |
385.09 |
387.60 |
|
| S3 |
382.82 |
384.29 |
387.40 |
|
| S4 |
380.55 |
382.02 |
386.77 |
|
|
| Weekly Pivots for week ending 09-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
410.27 |
406.20 |
391.25 |
|
| R3 |
402.76 |
398.69 |
389.19 |
|
| R2 |
395.25 |
395.25 |
388.50 |
|
| R1 |
391.18 |
391.18 |
387.81 |
389.46 |
| PP |
387.74 |
387.74 |
387.74 |
386.88 |
| S1 |
383.67 |
383.67 |
386.43 |
381.95 |
| S2 |
380.23 |
380.23 |
385.74 |
|
| S3 |
372.72 |
376.16 |
385.05 |
|
| S4 |
365.21 |
368.65 |
382.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391.80 |
384.29 |
7.51 |
1.9% |
3.40 |
0.9% |
50% |
False |
False |
|
| 10 |
391.80 |
383.15 |
8.65 |
2.2% |
3.01 |
0.8% |
56% |
False |
False |
|
| 20 |
391.80 |
378.15 |
13.65 |
3.5% |
2.91 |
0.8% |
72% |
False |
False |
|
| 40 |
391.80 |
367.98 |
23.82 |
6.1% |
3.49 |
0.9% |
84% |
False |
False |
|
| 60 |
391.80 |
367.98 |
23.82 |
6.1% |
3.54 |
0.9% |
84% |
False |
False |
|
| 80 |
391.80 |
365.83 |
25.97 |
6.7% |
3.75 |
1.0% |
85% |
False |
False |
|
| 100 |
391.80 |
365.58 |
26.22 |
6.8% |
3.93 |
1.0% |
86% |
False |
False |
|
| 120 |
391.80 |
362.19 |
29.61 |
7.6% |
4.06 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
397.82 |
|
2.618 |
394.11 |
|
1.618 |
391.84 |
|
1.000 |
390.44 |
|
0.618 |
389.57 |
|
HIGH |
388.17 |
|
0.618 |
387.30 |
|
0.500 |
387.04 |
|
0.382 |
386.77 |
|
LOW |
385.90 |
|
0.618 |
384.50 |
|
1.000 |
383.63 |
|
1.618 |
382.23 |
|
2.618 |
379.96 |
|
4.250 |
376.25 |
|
|
| Fisher Pivots for day following 12-Aug-1991 |
| Pivot |
1 day |
3 day |
| R1 |
387.69 |
388.85 |
| PP |
387.36 |
388.57 |
| S1 |
387.04 |
388.30 |
|