| Trading Metrics calculated at close of trading on 24-May-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-1993 |
24-May-1993 |
Change |
Change % |
Previous Week |
| Open |
450.59 |
445.84 |
-4.75 |
-1.1% |
439.56 |
| High |
450.59 |
448.44 |
-2.15 |
-0.5% |
450.59 |
| Low |
444.89 |
445.26 |
0.37 |
0.1% |
436.86 |
| Close |
445.84 |
448.00 |
2.16 |
0.5% |
445.84 |
| Range |
5.70 |
3.18 |
-2.52 |
-44.2% |
13.73 |
| ATR |
3.93 |
3.87 |
-0.05 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456.77 |
455.57 |
449.75 |
|
| R3 |
453.59 |
452.39 |
448.87 |
|
| R2 |
450.41 |
450.41 |
448.58 |
|
| R1 |
449.21 |
449.21 |
448.29 |
449.81 |
| PP |
447.23 |
447.23 |
447.23 |
447.54 |
| S1 |
446.03 |
446.03 |
447.71 |
446.63 |
| S2 |
444.05 |
444.05 |
447.42 |
|
| S3 |
440.87 |
442.85 |
447.13 |
|
| S4 |
437.69 |
439.67 |
446.25 |
|
|
| Weekly Pivots for week ending 21-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485.62 |
479.46 |
453.39 |
|
| R3 |
471.89 |
465.73 |
449.62 |
|
| R2 |
458.16 |
458.16 |
448.36 |
|
| R1 |
452.00 |
452.00 |
447.10 |
455.08 |
| PP |
444.43 |
444.43 |
444.43 |
445.97 |
| S1 |
438.27 |
438.27 |
444.58 |
441.35 |
| S2 |
430.70 |
430.70 |
443.32 |
|
| S3 |
416.97 |
424.54 |
442.06 |
|
| S4 |
403.24 |
410.81 |
438.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
450.59 |
436.86 |
13.73 |
3.1% |
5.28 |
1.2% |
81% |
False |
False |
|
| 10 |
450.59 |
436.86 |
13.73 |
3.1% |
4.16 |
0.9% |
81% |
False |
False |
|
| 20 |
450.59 |
433.14 |
17.45 |
3.9% |
3.60 |
0.8% |
85% |
False |
False |
|
| 40 |
454.88 |
432.30 |
22.58 |
5.0% |
3.74 |
0.8% |
70% |
False |
False |
|
| 60 |
456.76 |
432.30 |
24.46 |
5.5% |
3.75 |
0.8% |
64% |
False |
False |
|
| 80 |
456.76 |
428.25 |
28.51 |
6.4% |
3.78 |
0.8% |
69% |
False |
False |
|
| 100 |
456.76 |
426.88 |
29.88 |
6.7% |
3.64 |
0.8% |
71% |
False |
False |
|
| 120 |
456.76 |
426.88 |
29.88 |
6.7% |
3.49 |
0.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
461.96 |
|
2.618 |
456.77 |
|
1.618 |
453.59 |
|
1.000 |
451.62 |
|
0.618 |
450.41 |
|
HIGH |
448.44 |
|
0.618 |
447.23 |
|
0.500 |
446.85 |
|
0.382 |
446.47 |
|
LOW |
445.26 |
|
0.618 |
443.29 |
|
1.000 |
442.08 |
|
1.618 |
440.11 |
|
2.618 |
436.93 |
|
4.250 |
431.75 |
|
|
| Fisher Pivots for day following 24-May-1993 |
| Pivot |
1 day |
3 day |
| R1 |
447.62 |
447.91 |
| PP |
447.23 |
447.83 |
| S1 |
446.85 |
447.74 |
|