| Trading Metrics calculated at close of trading on 23-Aug-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-1991 |
23-Aug-1991 |
Change |
Change % |
Previous Week |
| Open |
390.59 |
391.33 |
0.74 |
0.2% |
385.58 |
| High |
391.98 |
395.34 |
3.36 |
0.9% |
395.34 |
| Low |
390.21 |
390.69 |
0.48 |
0.1% |
374.09 |
| Close |
391.33 |
394.17 |
2.84 |
0.7% |
394.17 |
| Range |
1.77 |
4.65 |
2.88 |
162.7% |
21.25 |
| ATR |
4.35 |
4.37 |
0.02 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407.35 |
405.41 |
396.73 |
|
| R3 |
402.70 |
400.76 |
395.45 |
|
| R2 |
398.05 |
398.05 |
395.02 |
|
| R1 |
396.11 |
396.11 |
394.60 |
397.08 |
| PP |
393.40 |
393.40 |
393.40 |
393.89 |
| S1 |
391.46 |
391.46 |
393.74 |
392.43 |
| S2 |
388.75 |
388.75 |
393.32 |
|
| S3 |
384.10 |
386.81 |
392.89 |
|
| S4 |
379.45 |
382.16 |
391.61 |
|
|
| Weekly Pivots for week ending 23-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451.62 |
444.14 |
405.86 |
|
| R3 |
430.37 |
422.89 |
400.01 |
|
| R2 |
409.12 |
409.12 |
398.07 |
|
| R1 |
401.64 |
401.64 |
396.12 |
405.38 |
| PP |
387.87 |
387.87 |
387.87 |
389.74 |
| S1 |
380.39 |
380.39 |
392.22 |
384.13 |
| S2 |
366.62 |
366.62 |
390.27 |
|
| S3 |
345.37 |
359.14 |
388.33 |
|
| S4 |
324.12 |
337.89 |
382.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
395.34 |
374.09 |
21.25 |
5.4% |
6.57 |
1.7% |
94% |
True |
False |
|
| 10 |
395.34 |
374.09 |
21.25 |
5.4% |
5.18 |
1.3% |
94% |
True |
False |
|
| 20 |
395.34 |
374.09 |
21.25 |
5.4% |
4.12 |
1.0% |
94% |
True |
False |
|
| 40 |
395.34 |
367.98 |
27.36 |
6.9% |
3.92 |
1.0% |
96% |
True |
False |
|
| 60 |
395.34 |
367.98 |
27.36 |
6.9% |
3.82 |
1.0% |
96% |
True |
False |
|
| 80 |
395.34 |
365.83 |
29.51 |
7.5% |
3.86 |
1.0% |
96% |
True |
False |
|
| 100 |
395.34 |
365.83 |
29.51 |
7.5% |
4.02 |
1.0% |
96% |
True |
False |
|
| 120 |
395.34 |
365.58 |
29.76 |
7.6% |
4.08 |
1.0% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
415.10 |
|
2.618 |
407.51 |
|
1.618 |
402.86 |
|
1.000 |
399.99 |
|
0.618 |
398.21 |
|
HIGH |
395.34 |
|
0.618 |
393.56 |
|
0.500 |
393.02 |
|
0.382 |
392.47 |
|
LOW |
390.69 |
|
0.618 |
387.82 |
|
1.000 |
386.04 |
|
1.618 |
383.17 |
|
2.618 |
378.52 |
|
4.250 |
370.93 |
|
|
| Fisher Pivots for day following 23-Aug-1991 |
| Pivot |
1 day |
3 day |
| R1 |
393.79 |
391.93 |
| PP |
393.40 |
389.69 |
| S1 |
393.02 |
387.45 |
|