Trading Metrics calculated at close of trading on 05-Aug-1993 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-1993 |
05-Aug-1993 |
Change |
Change % |
Previous Week |
Open |
449.27 |
448.55 |
-0.72 |
-0.2% |
447.06 |
High |
449.72 |
449.61 |
-0.11 |
0.0% |
450.77 |
Low |
447.93 |
446.94 |
-0.99 |
-0.2% |
446.59 |
Close |
448.54 |
448.13 |
-0.41 |
-0.1% |
448.13 |
Range |
1.79 |
2.67 |
0.88 |
49.2% |
4.18 |
ATR |
2.80 |
2.79 |
-0.01 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456.24 |
454.85 |
449.60 |
|
R3 |
453.57 |
452.18 |
448.86 |
|
R2 |
450.90 |
450.90 |
448.62 |
|
R1 |
449.51 |
449.51 |
448.37 |
448.87 |
PP |
448.23 |
448.23 |
448.23 |
447.91 |
S1 |
446.84 |
446.84 |
447.89 |
446.20 |
S2 |
445.56 |
445.56 |
447.64 |
|
S3 |
442.89 |
444.17 |
447.40 |
|
S4 |
440.22 |
441.50 |
446.66 |
|
|
Weekly Pivots for week ending 30-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461.04 |
458.76 |
450.43 |
|
R3 |
456.86 |
454.58 |
449.28 |
|
R2 |
452.68 |
452.68 |
448.90 |
|
R1 |
450.40 |
450.40 |
448.51 |
451.54 |
PP |
448.50 |
448.50 |
448.50 |
449.07 |
S1 |
446.22 |
446.22 |
447.75 |
447.36 |
S2 |
444.32 |
444.32 |
447.36 |
|
S3 |
440.14 |
442.04 |
446.98 |
|
S4 |
435.96 |
437.86 |
445.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
450.43 |
446.94 |
3.49 |
0.8% |
2.53 |
0.6% |
34% |
False |
True |
|
10 |
450.77 |
444.54 |
6.23 |
1.4% |
2.60 |
0.6% |
58% |
False |
False |
|
20 |
451.12 |
443.71 |
7.41 |
1.7% |
2.63 |
0.6% |
60% |
False |
False |
|
40 |
451.90 |
441.40 |
10.50 |
2.3% |
2.82 |
0.6% |
64% |
False |
False |
|
60 |
455.63 |
436.86 |
18.77 |
4.2% |
3.14 |
0.7% |
60% |
False |
False |
|
80 |
455.63 |
432.30 |
23.33 |
5.2% |
3.19 |
0.7% |
68% |
False |
False |
|
100 |
455.63 |
432.30 |
23.33 |
5.2% |
3.30 |
0.7% |
68% |
False |
False |
|
120 |
456.76 |
428.25 |
28.51 |
6.4% |
3.50 |
0.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
460.96 |
2.618 |
456.60 |
1.618 |
453.93 |
1.000 |
452.28 |
0.618 |
451.26 |
HIGH |
449.61 |
0.618 |
448.59 |
0.500 |
448.28 |
0.382 |
447.96 |
LOW |
446.94 |
0.618 |
445.29 |
1.000 |
444.27 |
1.618 |
442.62 |
2.618 |
439.95 |
4.250 |
435.59 |
|
|
Fisher Pivots for day following 05-Aug-1993 |
Pivot |
1 day |
3 day |
R1 |
448.28 |
448.69 |
PP |
448.23 |
448.50 |
S1 |
448.18 |
448.32 |
|