| Trading Metrics calculated at close of trading on 28-Jul-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-1993 |
28-Jul-1993 |
Change |
Change % |
Previous Week |
| Open |
449.00 |
448.25 |
-0.75 |
-0.2% |
445.75 |
| High |
449.44 |
448.61 |
-0.83 |
-0.2% |
447.63 |
| Low |
446.76 |
446.59 |
-0.17 |
0.0% |
443.71 |
| Close |
448.24 |
447.19 |
-1.05 |
-0.2% |
447.10 |
| Range |
2.68 |
2.02 |
-0.66 |
-24.6% |
3.92 |
| ATR |
2.93 |
2.86 |
-0.06 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453.52 |
452.38 |
448.30 |
|
| R3 |
451.50 |
450.36 |
447.75 |
|
| R2 |
449.48 |
449.48 |
447.56 |
|
| R1 |
448.34 |
448.34 |
447.38 |
447.90 |
| PP |
447.46 |
447.46 |
447.46 |
447.25 |
| S1 |
446.32 |
446.32 |
447.00 |
445.88 |
| S2 |
445.44 |
445.44 |
446.82 |
|
| S3 |
443.42 |
444.30 |
446.63 |
|
| S4 |
441.40 |
442.28 |
446.08 |
|
|
| Weekly Pivots for week ending 23-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457.91 |
456.42 |
449.26 |
|
| R3 |
453.99 |
452.50 |
448.18 |
|
| R2 |
450.07 |
450.07 |
447.82 |
|
| R1 |
448.58 |
448.58 |
447.46 |
449.33 |
| PP |
446.15 |
446.15 |
446.15 |
446.52 |
| S1 |
444.66 |
444.66 |
446.74 |
445.41 |
| S2 |
442.23 |
442.23 |
446.38 |
|
| S3 |
438.31 |
440.74 |
446.02 |
|
| S4 |
434.39 |
436.82 |
444.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
449.50 |
443.72 |
5.78 |
1.3% |
2.65 |
0.6% |
60% |
False |
False |
|
| 10 |
450.12 |
443.71 |
6.41 |
1.4% |
2.70 |
0.6% |
54% |
False |
False |
|
| 20 |
451.47 |
441.40 |
10.07 |
2.3% |
2.87 |
0.6% |
57% |
False |
False |
|
| 40 |
454.53 |
441.40 |
13.13 |
2.9% |
2.85 |
0.6% |
44% |
False |
False |
|
| 60 |
455.63 |
436.86 |
18.77 |
4.2% |
3.13 |
0.7% |
55% |
False |
False |
|
| 80 |
455.63 |
432.30 |
23.33 |
5.2% |
3.25 |
0.7% |
64% |
False |
False |
|
| 100 |
456.76 |
432.30 |
24.46 |
5.5% |
3.40 |
0.8% |
61% |
False |
False |
|
| 120 |
456.76 |
428.25 |
28.51 |
6.4% |
3.51 |
0.8% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457.20 |
|
2.618 |
453.90 |
|
1.618 |
451.88 |
|
1.000 |
450.63 |
|
0.618 |
449.86 |
|
HIGH |
448.61 |
|
0.618 |
447.84 |
|
0.500 |
447.60 |
|
0.382 |
447.36 |
|
LOW |
446.59 |
|
0.618 |
445.34 |
|
1.000 |
444.57 |
|
1.618 |
443.32 |
|
2.618 |
441.30 |
|
4.250 |
438.01 |
|
|
| Fisher Pivots for day following 28-Jul-1993 |
| Pivot |
1 day |
3 day |
| R1 |
447.60 |
448.05 |
| PP |
447.46 |
447.76 |
| S1 |
447.33 |
447.48 |
|