| Trading Metrics calculated at close of trading on 16-May-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-1995 |
16-May-1995 |
Change |
Change % |
Previous Week |
| Open |
525.55 |
527.74 |
2.19 |
0.4% |
519.94 |
| High |
527.74 |
529.05 |
1.31 |
0.2% |
527.05 |
| Low |
525.00 |
526.45 |
1.45 |
0.3% |
519.14 |
| Close |
527.74 |
528.19 |
0.45 |
0.1% |
525.55 |
| Range |
2.74 |
2.60 |
-0.14 |
-5.1% |
7.91 |
| ATR |
3.57 |
3.50 |
-0.07 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535.70 |
534.54 |
529.62 |
|
| R3 |
533.10 |
531.94 |
528.91 |
|
| R2 |
530.50 |
530.50 |
528.67 |
|
| R1 |
529.34 |
529.34 |
528.43 |
529.92 |
| PP |
527.90 |
527.90 |
527.90 |
528.19 |
| S1 |
526.74 |
526.74 |
527.95 |
527.32 |
| S2 |
525.30 |
525.30 |
527.71 |
|
| S3 |
522.70 |
524.14 |
527.48 |
|
| S4 |
520.10 |
521.54 |
526.76 |
|
|
| Weekly Pivots for week ending 12-May-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547.64 |
544.51 |
529.90 |
|
| R3 |
539.73 |
536.60 |
527.73 |
|
| R2 |
531.82 |
531.82 |
527.00 |
|
| R1 |
528.69 |
528.69 |
526.28 |
530.26 |
| PP |
523.91 |
523.91 |
523.91 |
524.70 |
| S1 |
520.78 |
520.78 |
524.82 |
522.35 |
| S2 |
516.00 |
516.00 |
524.10 |
|
| S3 |
508.09 |
512.87 |
523.37 |
|
| S4 |
500.18 |
504.96 |
521.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
529.05 |
521.53 |
7.52 |
1.4% |
2.82 |
0.5% |
89% |
True |
False |
|
| 10 |
529.05 |
514.86 |
14.19 |
2.7% |
3.99 |
0.8% |
94% |
True |
False |
|
| 20 |
529.05 |
501.19 |
27.86 |
5.3% |
3.58 |
0.7% |
97% |
True |
False |
|
| 40 |
529.05 |
493.71 |
35.34 |
6.7% |
3.52 |
0.7% |
98% |
True |
False |
|
| 60 |
529.05 |
479.91 |
49.14 |
9.3% |
3.41 |
0.6% |
98% |
True |
False |
|
| 80 |
529.05 |
461.24 |
67.81 |
12.8% |
3.30 |
0.6% |
99% |
True |
False |
|
| 100 |
529.05 |
457.20 |
71.85 |
13.6% |
3.19 |
0.6% |
99% |
True |
False |
|
| 120 |
529.05 |
442.90 |
86.15 |
16.3% |
3.31 |
0.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
540.10 |
|
2.618 |
535.86 |
|
1.618 |
533.26 |
|
1.000 |
531.65 |
|
0.618 |
530.66 |
|
HIGH |
529.05 |
|
0.618 |
528.06 |
|
0.500 |
527.75 |
|
0.382 |
527.44 |
|
LOW |
526.45 |
|
0.618 |
524.84 |
|
1.000 |
523.85 |
|
1.618 |
522.24 |
|
2.618 |
519.64 |
|
4.250 |
515.40 |
|
|
| Fisher Pivots for day following 16-May-1995 |
| Pivot |
1 day |
3 day |
| R1 |
528.04 |
527.52 |
| PP |
527.90 |
526.85 |
| S1 |
527.75 |
526.18 |
|