| Trading Metrics calculated at close of trading on 24-Jun-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1994 |
24-Jun-1994 |
Change |
Change % |
Previous Week |
| Open |
453.09 |
449.63 |
-3.46 |
-0.8% |
458.45 |
| High |
454.16 |
449.63 |
-4.53 |
-1.0% |
458.45 |
| Low |
449.43 |
442.51 |
-6.92 |
-1.5% |
442.51 |
| Close |
449.63 |
442.80 |
-6.83 |
-1.5% |
442.80 |
| Range |
4.73 |
7.12 |
2.39 |
50.5% |
15.94 |
| ATR |
3.51 |
3.77 |
0.26 |
7.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.34 |
461.69 |
446.72 |
|
| R3 |
459.22 |
454.57 |
444.76 |
|
| R2 |
452.10 |
452.10 |
444.11 |
|
| R1 |
447.45 |
447.45 |
443.45 |
446.22 |
| PP |
444.98 |
444.98 |
444.98 |
444.36 |
| S1 |
440.33 |
440.33 |
442.15 |
439.10 |
| S2 |
437.86 |
437.86 |
441.49 |
|
| S3 |
430.74 |
433.21 |
440.84 |
|
| S4 |
423.62 |
426.09 |
438.88 |
|
|
| Weekly Pivots for week ending 24-Jun-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495.74 |
485.21 |
451.57 |
|
| R3 |
479.80 |
469.27 |
447.18 |
|
| R2 |
463.86 |
463.86 |
445.72 |
|
| R1 |
453.33 |
453.33 |
444.26 |
450.63 |
| PP |
447.92 |
447.92 |
447.92 |
446.57 |
| S1 |
437.39 |
437.39 |
441.34 |
434.69 |
| S2 |
431.98 |
431.98 |
439.88 |
|
| S3 |
416.04 |
421.45 |
438.42 |
|
| S4 |
400.10 |
405.51 |
434.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
458.45 |
442.51 |
15.94 |
3.6% |
4.88 |
1.1% |
2% |
False |
True |
|
| 10 |
463.23 |
442.51 |
20.72 |
4.7% |
3.91 |
0.9% |
1% |
False |
True |
|
| 20 |
463.23 |
442.51 |
20.72 |
4.7% |
3.38 |
0.8% |
1% |
False |
True |
|
| 40 |
463.23 |
440.78 |
22.45 |
5.1% |
3.63 |
0.8% |
9% |
False |
False |
|
| 60 |
463.23 |
435.86 |
27.37 |
6.2% |
4.17 |
0.9% |
25% |
False |
False |
|
| 80 |
471.09 |
435.86 |
35.23 |
8.0% |
4.11 |
0.9% |
20% |
False |
False |
|
| 100 |
482.23 |
435.86 |
46.37 |
10.5% |
4.16 |
0.9% |
15% |
False |
False |
|
| 120 |
482.85 |
435.86 |
46.99 |
10.6% |
3.93 |
0.9% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479.89 |
|
2.618 |
468.27 |
|
1.618 |
461.15 |
|
1.000 |
456.75 |
|
0.618 |
454.03 |
|
HIGH |
449.63 |
|
0.618 |
446.91 |
|
0.500 |
446.07 |
|
0.382 |
445.23 |
|
LOW |
442.51 |
|
0.618 |
438.11 |
|
1.000 |
435.39 |
|
1.618 |
430.99 |
|
2.618 |
423.87 |
|
4.250 |
412.25 |
|
|
| Fisher Pivots for day following 24-Jun-1994 |
| Pivot |
1 day |
3 day |
| R1 |
446.07 |
448.34 |
| PP |
444.98 |
446.49 |
| S1 |
443.89 |
444.65 |
|