| Trading Metrics calculated at close of trading on 04-Jun-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1993 |
04-Jun-1993 |
Change |
Change % |
Previous Week |
| Open |
453.84 |
452.43 |
-1.41 |
-0.3% |
450.23 |
| High |
453.85 |
452.43 |
-1.42 |
-0.3% |
455.63 |
| Low |
451.12 |
448.92 |
-2.20 |
-0.5% |
448.92 |
| Close |
452.49 |
450.06 |
-2.43 |
-0.5% |
450.06 |
| Range |
2.73 |
3.51 |
0.78 |
28.6% |
6.71 |
| ATR |
3.70 |
3.69 |
-0.01 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
461.00 |
459.04 |
451.99 |
|
| R3 |
457.49 |
455.53 |
451.03 |
|
| R2 |
453.98 |
453.98 |
450.70 |
|
| R1 |
452.02 |
452.02 |
450.38 |
451.25 |
| PP |
450.47 |
450.47 |
450.47 |
450.08 |
| S1 |
448.51 |
448.51 |
449.74 |
447.74 |
| S2 |
446.96 |
446.96 |
449.42 |
|
| S3 |
443.45 |
445.00 |
449.09 |
|
| S4 |
439.94 |
441.49 |
448.13 |
|
|
| Weekly Pivots for week ending 04-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471.67 |
467.57 |
453.75 |
|
| R3 |
464.96 |
460.86 |
451.91 |
|
| R2 |
458.25 |
458.25 |
451.29 |
|
| R1 |
454.15 |
454.15 |
450.68 |
452.85 |
| PP |
451.54 |
451.54 |
451.54 |
450.88 |
| S1 |
447.44 |
447.44 |
449.44 |
446.14 |
| S2 |
444.83 |
444.83 |
448.83 |
|
| S3 |
438.12 |
440.73 |
448.21 |
|
| S4 |
431.41 |
434.02 |
446.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
455.63 |
447.67 |
7.96 |
1.8% |
3.65 |
0.8% |
30% |
False |
False |
|
| 10 |
455.63 |
444.89 |
10.74 |
2.4% |
3.66 |
0.8% |
48% |
False |
False |
|
| 20 |
455.63 |
436.86 |
18.77 |
4.2% |
3.73 |
0.8% |
70% |
False |
False |
|
| 40 |
455.63 |
432.30 |
23.33 |
5.2% |
3.64 |
0.8% |
76% |
False |
False |
|
| 60 |
456.76 |
432.30 |
24.46 |
5.4% |
3.66 |
0.8% |
73% |
False |
False |
|
| 80 |
456.76 |
428.25 |
28.51 |
6.3% |
3.83 |
0.9% |
76% |
False |
False |
|
| 100 |
456.76 |
428.25 |
28.51 |
6.3% |
3.65 |
0.8% |
76% |
False |
False |
|
| 120 |
456.76 |
426.88 |
29.88 |
6.6% |
3.55 |
0.8% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467.35 |
|
2.618 |
461.62 |
|
1.618 |
458.11 |
|
1.000 |
455.94 |
|
0.618 |
454.60 |
|
HIGH |
452.43 |
|
0.618 |
451.09 |
|
0.500 |
450.68 |
|
0.382 |
450.26 |
|
LOW |
448.92 |
|
0.618 |
446.75 |
|
1.000 |
445.41 |
|
1.618 |
443.24 |
|
2.618 |
439.73 |
|
4.250 |
434.00 |
|
|
| Fisher Pivots for day following 04-Jun-1993 |
| Pivot |
1 day |
3 day |
| R1 |
450.68 |
451.73 |
| PP |
450.47 |
451.17 |
| S1 |
450.27 |
450.62 |
|