| Trading Metrics calculated at close of trading on 01-Jun-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-1995 |
01-Jun-1995 |
Change |
Change % |
Previous Week |
| Open |
523.70 |
533.40 |
9.70 |
1.9% |
519.19 |
| High |
533.41 |
534.17 |
0.76 |
0.1% |
531.91 |
| Low |
522.17 |
530.05 |
7.88 |
1.5% |
519.19 |
| Close |
533.40 |
533.49 |
0.09 |
0.0% |
523.65 |
| Range |
11.24 |
4.12 |
-7.12 |
-63.3% |
12.72 |
| ATR |
4.68 |
4.64 |
-0.04 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544.93 |
543.33 |
535.76 |
|
| R3 |
540.81 |
539.21 |
534.62 |
|
| R2 |
536.69 |
536.69 |
534.25 |
|
| R1 |
535.09 |
535.09 |
533.87 |
535.89 |
| PP |
532.57 |
532.57 |
532.57 |
532.97 |
| S1 |
530.97 |
530.97 |
533.11 |
531.77 |
| S2 |
528.45 |
528.45 |
532.73 |
|
| S3 |
524.33 |
526.85 |
532.36 |
|
| S4 |
520.21 |
522.73 |
531.22 |
|
|
| Weekly Pivots for week ending 26-May-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563.08 |
556.08 |
530.65 |
|
| R3 |
550.36 |
543.36 |
527.15 |
|
| R2 |
537.64 |
537.64 |
525.98 |
|
| R1 |
530.64 |
530.64 |
524.82 |
534.14 |
| PP |
524.92 |
524.92 |
524.92 |
526.67 |
| S1 |
517.92 |
517.92 |
522.48 |
521.42 |
| S2 |
512.20 |
512.20 |
521.32 |
|
| S3 |
499.48 |
505.20 |
520.15 |
|
| S4 |
486.76 |
492.48 |
516.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
534.17 |
521.38 |
12.79 |
2.4% |
5.95 |
1.1% |
95% |
True |
False |
|
| 10 |
534.17 |
517.07 |
17.10 |
3.2% |
5.59 |
1.0% |
96% |
True |
False |
|
| 20 |
534.17 |
517.07 |
17.10 |
3.2% |
4.66 |
0.9% |
96% |
True |
False |
|
| 40 |
534.17 |
501.19 |
32.98 |
6.2% |
3.97 |
0.7% |
98% |
True |
False |
|
| 60 |
534.17 |
481.57 |
52.60 |
9.9% |
3.76 |
0.7% |
99% |
True |
False |
|
| 80 |
534.17 |
479.53 |
54.64 |
10.2% |
3.55 |
0.7% |
99% |
True |
False |
|
| 100 |
534.17 |
458.71 |
75.46 |
14.1% |
3.52 |
0.7% |
99% |
True |
False |
|
| 120 |
534.17 |
442.90 |
91.27 |
17.1% |
3.40 |
0.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
551.68 |
|
2.618 |
544.96 |
|
1.618 |
540.84 |
|
1.000 |
538.29 |
|
0.618 |
536.72 |
|
HIGH |
534.17 |
|
0.618 |
532.60 |
|
0.500 |
532.11 |
|
0.382 |
531.62 |
|
LOW |
530.05 |
|
0.618 |
527.50 |
|
1.000 |
525.93 |
|
1.618 |
523.38 |
|
2.618 |
519.26 |
|
4.250 |
512.54 |
|
|
| Fisher Pivots for day following 01-Jun-1995 |
| Pivot |
1 day |
3 day |
| R1 |
533.03 |
531.59 |
| PP |
532.57 |
529.68 |
| S1 |
532.11 |
527.78 |
|