| Trading Metrics calculated at close of trading on 04-Jan-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-1994 |
04-Jan-1994 |
Change |
Change % |
Previous Week |
| Open |
466.51 |
465.44 |
-1.07 |
-0.2% |
467.40 |
| High |
466.94 |
466.89 |
-0.05 |
0.0% |
471.29 |
| Low |
464.36 |
464.44 |
0.08 |
0.0% |
466.45 |
| Close |
465.44 |
466.89 |
1.45 |
0.3% |
466.45 |
| Range |
2.58 |
2.45 |
-0.13 |
-5.0% |
4.84 |
| ATR |
2.39 |
2.40 |
0.00 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.42 |
472.61 |
468.24 |
|
| R3 |
470.97 |
470.16 |
467.56 |
|
| R2 |
468.52 |
468.52 |
467.34 |
|
| R1 |
467.71 |
467.71 |
467.11 |
468.12 |
| PP |
466.07 |
466.07 |
466.07 |
466.28 |
| S1 |
465.26 |
465.26 |
466.67 |
465.67 |
| S2 |
463.62 |
463.62 |
466.44 |
|
| S3 |
461.17 |
462.81 |
466.22 |
|
| S4 |
458.72 |
460.36 |
465.54 |
|
|
| Weekly Pivots for week ending 31-Dec-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482.58 |
479.36 |
469.11 |
|
| R3 |
477.74 |
474.52 |
467.78 |
|
| R2 |
472.90 |
472.90 |
467.34 |
|
| R1 |
469.68 |
469.68 |
466.89 |
468.87 |
| PP |
468.06 |
468.06 |
468.06 |
467.66 |
| S1 |
464.84 |
464.84 |
466.01 |
464.03 |
| S2 |
463.22 |
463.22 |
465.56 |
|
| S3 |
458.38 |
460.00 |
465.12 |
|
| S4 |
453.54 |
455.16 |
463.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
471.29 |
464.36 |
6.93 |
1.5% |
1.79 |
0.4% |
37% |
False |
False |
|
| 10 |
471.29 |
464.03 |
7.26 |
1.6% |
1.96 |
0.4% |
39% |
False |
False |
|
| 20 |
471.29 |
461.84 |
9.45 |
2.0% |
2.09 |
0.4% |
53% |
False |
False |
|
| 40 |
471.29 |
457.08 |
14.21 |
3.0% |
2.58 |
0.6% |
69% |
False |
False |
|
| 60 |
471.29 |
454.36 |
16.93 |
3.6% |
2.77 |
0.6% |
74% |
False |
False |
|
| 80 |
471.29 |
452.94 |
18.35 |
3.9% |
2.81 |
0.6% |
76% |
False |
False |
|
| 100 |
471.29 |
448.97 |
22.32 |
4.8% |
2.81 |
0.6% |
80% |
False |
False |
|
| 120 |
471.29 |
443.71 |
27.58 |
5.9% |
2.78 |
0.6% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
477.30 |
|
2.618 |
473.30 |
|
1.618 |
470.85 |
|
1.000 |
469.34 |
|
0.618 |
468.40 |
|
HIGH |
466.89 |
|
0.618 |
465.95 |
|
0.500 |
465.67 |
|
0.382 |
465.38 |
|
LOW |
464.44 |
|
0.618 |
462.93 |
|
1.000 |
461.99 |
|
1.618 |
460.48 |
|
2.618 |
458.03 |
|
4.250 |
454.03 |
|
|
| Fisher Pivots for day following 04-Jan-1994 |
| Pivot |
1 day |
3 day |
| R1 |
466.48 |
466.48 |
| PP |
466.07 |
466.06 |
| S1 |
465.67 |
465.65 |
|