| Trading Metrics calculated at close of trading on 24-May-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-1994 |
24-May-1994 |
Change |
Change % |
Previous Week |
| Open |
454.92 |
453.21 |
-1.71 |
-0.4% |
444.15 |
| High |
454.92 |
456.77 |
1.85 |
0.4% |
456.88 |
| Low |
451.79 |
453.21 |
1.42 |
0.3% |
443.62 |
| Close |
453.20 |
454.81 |
1.61 |
0.4% |
454.92 |
| Range |
3.13 |
3.56 |
0.43 |
13.7% |
13.26 |
| ATR |
4.13 |
4.09 |
-0.04 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465.61 |
463.77 |
456.77 |
|
| R3 |
462.05 |
460.21 |
455.79 |
|
| R2 |
458.49 |
458.49 |
455.46 |
|
| R1 |
456.65 |
456.65 |
455.14 |
457.57 |
| PP |
454.93 |
454.93 |
454.93 |
455.39 |
| S1 |
453.09 |
453.09 |
454.48 |
454.01 |
| S2 |
451.37 |
451.37 |
454.16 |
|
| S3 |
447.81 |
449.53 |
453.83 |
|
| S4 |
444.25 |
445.97 |
452.85 |
|
|
| Weekly Pivots for week ending 20-May-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
491.59 |
486.51 |
462.21 |
|
| R3 |
478.33 |
473.25 |
458.57 |
|
| R2 |
465.07 |
465.07 |
457.35 |
|
| R1 |
459.99 |
459.99 |
456.14 |
462.53 |
| PP |
451.81 |
451.81 |
451.81 |
453.08 |
| S1 |
446.73 |
446.73 |
453.70 |
449.27 |
| S2 |
438.55 |
438.55 |
452.49 |
|
| S3 |
425.29 |
433.47 |
451.27 |
|
| S4 |
412.03 |
420.21 |
447.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
456.88 |
448.87 |
8.01 |
1.8% |
3.68 |
0.8% |
74% |
False |
False |
|
| 10 |
456.88 |
440.78 |
16.10 |
3.5% |
3.83 |
0.8% |
87% |
False |
False |
|
| 20 |
456.88 |
440.78 |
16.10 |
3.5% |
3.88 |
0.9% |
87% |
False |
False |
|
| 40 |
460.32 |
435.86 |
24.46 |
5.4% |
4.78 |
1.1% |
77% |
False |
False |
|
| 60 |
471.09 |
435.86 |
35.23 |
7.7% |
4.46 |
1.0% |
54% |
False |
False |
|
| 80 |
482.85 |
435.86 |
46.99 |
10.3% |
4.36 |
1.0% |
40% |
False |
False |
|
| 100 |
482.85 |
435.86 |
46.99 |
10.3% |
4.02 |
0.9% |
40% |
False |
False |
|
| 120 |
482.85 |
435.86 |
46.99 |
10.3% |
3.70 |
0.8% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471.90 |
|
2.618 |
466.09 |
|
1.618 |
462.53 |
|
1.000 |
460.33 |
|
0.618 |
458.97 |
|
HIGH |
456.77 |
|
0.618 |
455.41 |
|
0.500 |
454.99 |
|
0.382 |
454.57 |
|
LOW |
453.21 |
|
0.618 |
451.01 |
|
1.000 |
449.65 |
|
1.618 |
447.45 |
|
2.618 |
443.89 |
|
4.250 |
438.08 |
|
|
| Fisher Pivots for day following 24-May-1994 |
| Pivot |
1 day |
3 day |
| R1 |
454.99 |
454.63 |
| PP |
454.93 |
454.46 |
| S1 |
454.87 |
454.28 |
|