| Trading Metrics calculated at close of trading on 26-May-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-1993 |
26-May-1993 |
Change |
Change % |
Previous Week |
| Open |
448.00 |
448.85 |
0.85 |
0.2% |
439.56 |
| High |
449.04 |
453.51 |
4.47 |
1.0% |
450.59 |
| Low |
447.70 |
448.82 |
1.12 |
0.3% |
436.86 |
| Close |
448.85 |
453.44 |
4.59 |
1.0% |
445.84 |
| Range |
1.34 |
4.69 |
3.35 |
250.0% |
13.73 |
| ATR |
3.69 |
3.76 |
0.07 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465.99 |
464.41 |
456.02 |
|
| R3 |
461.30 |
459.72 |
454.73 |
|
| R2 |
456.61 |
456.61 |
454.30 |
|
| R1 |
455.03 |
455.03 |
453.87 |
455.82 |
| PP |
451.92 |
451.92 |
451.92 |
452.32 |
| S1 |
450.34 |
450.34 |
453.01 |
451.13 |
| S2 |
447.23 |
447.23 |
452.58 |
|
| S3 |
442.54 |
445.65 |
452.15 |
|
| S4 |
437.85 |
440.96 |
450.86 |
|
|
| 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 |
453.51 |
444.89 |
8.62 |
1.9% |
3.63 |
0.8% |
99% |
True |
False |
|
| 10 |
453.51 |
436.86 |
16.65 |
3.7% |
4.22 |
0.9% |
100% |
True |
False |
|
| 20 |
453.51 |
435.59 |
17.92 |
4.0% |
3.55 |
0.8% |
100% |
True |
False |
|
| 40 |
454.88 |
432.30 |
22.58 |
5.0% |
3.70 |
0.8% |
94% |
False |
False |
|
| 60 |
456.76 |
432.30 |
24.46 |
5.4% |
3.69 |
0.8% |
86% |
False |
False |
|
| 80 |
456.76 |
428.25 |
28.51 |
6.3% |
3.78 |
0.8% |
88% |
False |
False |
|
| 100 |
456.76 |
426.88 |
29.88 |
6.6% |
3.63 |
0.8% |
89% |
False |
False |
|
| 120 |
456.76 |
426.88 |
29.88 |
6.6% |
3.51 |
0.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
473.44 |
|
2.618 |
465.79 |
|
1.618 |
461.10 |
|
1.000 |
458.20 |
|
0.618 |
456.41 |
|
HIGH |
453.51 |
|
0.618 |
451.72 |
|
0.500 |
451.17 |
|
0.382 |
450.61 |
|
LOW |
448.82 |
|
0.618 |
445.92 |
|
1.000 |
444.13 |
|
1.618 |
441.23 |
|
2.618 |
436.54 |
|
4.250 |
428.89 |
|
|
| Fisher Pivots for day following 26-May-1993 |
| Pivot |
1 day |
3 day |
| R1 |
452.68 |
452.09 |
| PP |
451.92 |
450.74 |
| S1 |
451.17 |
449.39 |
|