| Trading Metrics calculated at close of trading on 20-Jul-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-1992 |
20-Jul-1992 |
Change |
Change % |
Previous Week |
| Open |
417.54 |
415.62 |
-1.92 |
-0.5% |
414.62 |
| High |
417.54 |
415.62 |
-1.92 |
-0.5% |
417.93 |
| Low |
412.96 |
410.72 |
-2.24 |
-0.5% |
412.96 |
| Close |
415.62 |
413.75 |
-1.87 |
-0.4% |
415.62 |
| Range |
4.58 |
4.90 |
0.32 |
7.0% |
4.97 |
| ATR |
3.40 |
3.51 |
0.11 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
428.06 |
425.81 |
416.45 |
|
| R3 |
423.16 |
420.91 |
415.10 |
|
| R2 |
418.26 |
418.26 |
414.65 |
|
| R1 |
416.01 |
416.01 |
414.20 |
414.69 |
| PP |
413.36 |
413.36 |
413.36 |
412.70 |
| S1 |
411.11 |
411.11 |
413.30 |
409.79 |
| S2 |
408.46 |
408.46 |
412.85 |
|
| S3 |
403.56 |
406.21 |
412.40 |
|
| S4 |
398.66 |
401.31 |
411.06 |
|
|
| Weekly Pivots for week ending 17-Jul-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430.41 |
427.99 |
418.35 |
|
| R3 |
425.44 |
423.02 |
416.99 |
|
| R2 |
420.47 |
420.47 |
416.53 |
|
| R1 |
418.05 |
418.05 |
416.08 |
419.26 |
| PP |
415.50 |
415.50 |
415.50 |
416.11 |
| S1 |
413.08 |
413.08 |
415.16 |
414.29 |
| S2 |
410.53 |
410.53 |
414.71 |
|
| S3 |
405.56 |
408.11 |
414.25 |
|
| S4 |
400.59 |
403.14 |
412.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417.93 |
410.72 |
7.21 |
1.7% |
3.50 |
0.8% |
42% |
False |
True |
|
| 10 |
417.93 |
407.20 |
10.73 |
2.6% |
3.62 |
0.9% |
61% |
False |
False |
|
| 20 |
417.93 |
399.92 |
18.01 |
4.4% |
3.48 |
0.8% |
77% |
False |
False |
|
| 40 |
418.36 |
399.92 |
18.44 |
4.5% |
3.40 |
0.8% |
75% |
False |
False |
|
| 60 |
418.75 |
399.92 |
18.83 |
4.6% |
3.28 |
0.8% |
73% |
False |
False |
|
| 80 |
418.75 |
392.41 |
26.34 |
6.4% |
3.56 |
0.9% |
81% |
False |
False |
|
| 100 |
418.75 |
392.41 |
26.34 |
6.4% |
3.42 |
0.8% |
81% |
False |
False |
|
| 120 |
418.75 |
392.41 |
26.34 |
6.4% |
3.56 |
0.9% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
436.45 |
|
2.618 |
428.45 |
|
1.618 |
423.55 |
|
1.000 |
420.52 |
|
0.618 |
418.65 |
|
HIGH |
415.62 |
|
0.618 |
413.75 |
|
0.500 |
413.17 |
|
0.382 |
412.59 |
|
LOW |
410.72 |
|
0.618 |
407.69 |
|
1.000 |
405.82 |
|
1.618 |
402.79 |
|
2.618 |
397.89 |
|
4.250 |
389.90 |
|
|
| Fisher Pivots for day following 20-Jul-1992 |
| Pivot |
1 day |
3 day |
| R1 |
413.56 |
414.33 |
| PP |
413.36 |
414.13 |
| S1 |
413.17 |
413.94 |
|