| Trading Metrics calculated at close of trading on 16-Jun-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1993 |
16-Jun-1993 |
Change |
Change % |
Previous Week |
| Open |
447.73 |
446.27 |
-1.46 |
-0.3% |
450.07 |
| High |
448.28 |
447.43 |
-0.85 |
-0.2% |
450.75 |
| Low |
446.18 |
443.61 |
-2.57 |
-0.6% |
444.09 |
| Close |
446.27 |
447.43 |
1.16 |
0.3% |
447.26 |
| Range |
2.10 |
3.82 |
1.72 |
81.9% |
6.66 |
| ATR |
3.21 |
3.25 |
0.04 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457.62 |
456.34 |
449.53 |
|
| R3 |
453.80 |
452.52 |
448.48 |
|
| R2 |
449.98 |
449.98 |
448.13 |
|
| R1 |
448.70 |
448.70 |
447.78 |
449.34 |
| PP |
446.16 |
446.16 |
446.16 |
446.48 |
| S1 |
444.88 |
444.88 |
447.08 |
445.52 |
| S2 |
442.34 |
442.34 |
446.73 |
|
| S3 |
438.52 |
441.06 |
446.38 |
|
| S4 |
434.70 |
437.24 |
445.33 |
|
|
| Weekly Pivots for week ending 11-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.35 |
463.96 |
450.92 |
|
| R3 |
460.69 |
457.30 |
449.09 |
|
| R2 |
454.03 |
454.03 |
448.48 |
|
| R1 |
450.64 |
450.64 |
447.87 |
449.01 |
| PP |
447.37 |
447.37 |
447.37 |
446.55 |
| S1 |
443.98 |
443.98 |
446.65 |
442.35 |
| S2 |
440.71 |
440.71 |
446.04 |
|
| S3 |
434.05 |
437.32 |
445.43 |
|
| S4 |
427.39 |
430.66 |
443.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
448.64 |
443.61 |
5.03 |
1.1% |
2.45 |
0.5% |
76% |
False |
True |
|
| 10 |
453.85 |
443.61 |
10.24 |
2.3% |
2.80 |
0.6% |
37% |
False |
True |
|
| 20 |
455.63 |
436.86 |
18.77 |
4.2% |
3.63 |
0.8% |
56% |
False |
False |
|
| 40 |
455.63 |
432.30 |
23.33 |
5.2% |
3.48 |
0.8% |
65% |
False |
False |
|
| 60 |
455.63 |
432.30 |
23.33 |
5.2% |
3.56 |
0.8% |
65% |
False |
False |
|
| 80 |
456.76 |
432.30 |
24.46 |
5.5% |
3.63 |
0.8% |
62% |
False |
False |
|
| 100 |
456.76 |
428.25 |
28.51 |
6.4% |
3.64 |
0.8% |
67% |
False |
False |
|
| 120 |
456.76 |
426.88 |
29.88 |
6.7% |
3.53 |
0.8% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
463.67 |
|
2.618 |
457.43 |
|
1.618 |
453.61 |
|
1.000 |
451.25 |
|
0.618 |
449.79 |
|
HIGH |
447.43 |
|
0.618 |
445.97 |
|
0.500 |
445.52 |
|
0.382 |
445.07 |
|
LOW |
443.61 |
|
0.618 |
441.25 |
|
1.000 |
439.79 |
|
1.618 |
437.43 |
|
2.618 |
433.61 |
|
4.250 |
427.38 |
|
|
| Fisher Pivots for day following 16-Jun-1993 |
| Pivot |
1 day |
3 day |
| R1 |
446.79 |
447.00 |
| PP |
446.16 |
446.56 |
| S1 |
445.52 |
446.13 |
|