| Trading Metrics calculated at close of trading on 10-Aug-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1994 |
10-Aug-1994 |
Change |
Change % |
Previous Week |
| Open |
457.89 |
457.98 |
0.09 |
0.0% |
458.28 |
| High |
458.16 |
460.48 |
2.32 |
0.5% |
462.77 |
| Low |
456.66 |
457.98 |
1.32 |
0.3% |
456.08 |
| Close |
457.92 |
460.30 |
2.38 |
0.5% |
457.09 |
| Range |
1.50 |
2.50 |
1.00 |
66.7% |
6.69 |
| ATR |
2.72 |
2.71 |
-0.01 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.09 |
466.19 |
461.68 |
|
| R3 |
464.59 |
463.69 |
460.99 |
|
| R2 |
462.09 |
462.09 |
460.76 |
|
| R1 |
461.19 |
461.19 |
460.53 |
461.64 |
| PP |
459.59 |
459.59 |
459.59 |
459.81 |
| S1 |
458.69 |
458.69 |
460.07 |
459.14 |
| S2 |
457.09 |
457.09 |
459.84 |
|
| S3 |
454.59 |
456.19 |
459.61 |
|
| S4 |
452.09 |
453.69 |
458.93 |
|
|
| Weekly Pivots for week ending 05-Aug-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
478.72 |
474.59 |
460.77 |
|
| R3 |
472.03 |
467.90 |
458.93 |
|
| R2 |
465.34 |
465.34 |
458.32 |
|
| R1 |
461.21 |
461.21 |
457.70 |
459.93 |
| PP |
458.65 |
458.65 |
458.65 |
458.01 |
| S1 |
454.52 |
454.52 |
456.48 |
453.24 |
| S2 |
451.96 |
451.96 |
455.86 |
|
| S3 |
445.27 |
447.83 |
455.25 |
|
| S4 |
438.58 |
441.14 |
453.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
461.49 |
456.08 |
5.41 |
1.2% |
2.13 |
0.5% |
78% |
False |
False |
|
| 10 |
462.77 |
452.30 |
10.47 |
2.3% |
2.63 |
0.6% |
76% |
False |
False |
|
| 20 |
462.77 |
448.73 |
14.04 |
3.1% |
2.49 |
0.5% |
82% |
False |
False |
|
| 40 |
463.23 |
439.83 |
23.40 |
5.1% |
3.25 |
0.7% |
87% |
False |
False |
|
| 60 |
463.23 |
439.83 |
23.40 |
5.1% |
3.24 |
0.7% |
87% |
False |
False |
|
| 80 |
463.23 |
438.83 |
24.40 |
5.3% |
3.46 |
0.8% |
88% |
False |
False |
|
| 100 |
471.06 |
435.86 |
35.20 |
7.6% |
3.86 |
0.8% |
69% |
False |
False |
|
| 120 |
472.41 |
435.86 |
36.55 |
7.9% |
3.85 |
0.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471.11 |
|
2.618 |
467.03 |
|
1.618 |
464.53 |
|
1.000 |
462.98 |
|
0.618 |
462.03 |
|
HIGH |
460.48 |
|
0.618 |
459.53 |
|
0.500 |
459.23 |
|
0.382 |
458.94 |
|
LOW |
457.98 |
|
0.618 |
456.44 |
|
1.000 |
455.48 |
|
1.618 |
453.94 |
|
2.618 |
451.44 |
|
4.250 |
447.36 |
|
|
| Fisher Pivots for day following 10-Aug-1994 |
| Pivot |
1 day |
3 day |
| R1 |
459.94 |
459.72 |
| PP |
459.59 |
459.15 |
| S1 |
459.23 |
458.57 |
|