| Trading Metrics calculated at close of trading on 26-Jun-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1995 |
26-Jun-1995 |
Change |
Change % |
Previous Week |
| Open |
551.07 |
549.71 |
-1.36 |
-0.2% |
539.83 |
| High |
551.07 |
549.79 |
-1.28 |
-0.2% |
551.07 |
| Low |
548.24 |
544.06 |
-4.18 |
-0.8% |
539.83 |
| Close |
549.71 |
544.13 |
-5.58 |
-1.0% |
549.71 |
| Range |
2.83 |
5.73 |
2.90 |
102.5% |
11.24 |
| ATR |
4.14 |
4.25 |
0.11 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563.18 |
559.39 |
547.28 |
|
| R3 |
557.45 |
553.66 |
545.71 |
|
| R2 |
551.72 |
551.72 |
545.18 |
|
| R1 |
547.93 |
547.93 |
544.66 |
546.96 |
| PP |
545.99 |
545.99 |
545.99 |
545.51 |
| S1 |
542.20 |
542.20 |
543.60 |
541.23 |
| S2 |
540.26 |
540.26 |
543.08 |
|
| S3 |
534.53 |
536.47 |
542.55 |
|
| S4 |
528.80 |
530.74 |
540.98 |
|
|
| Weekly Pivots for week ending 23-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580.59 |
576.39 |
555.89 |
|
| R3 |
569.35 |
565.15 |
552.80 |
|
| R2 |
558.11 |
558.11 |
551.77 |
|
| R1 |
553.91 |
553.91 |
550.74 |
556.01 |
| PP |
546.87 |
546.87 |
546.87 |
547.92 |
| S1 |
542.67 |
542.67 |
548.68 |
544.77 |
| S2 |
535.63 |
535.63 |
547.65 |
|
| S3 |
524.39 |
531.43 |
546.62 |
|
| S4 |
513.15 |
520.19 |
543.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551.07 |
543.46 |
7.61 |
1.4% |
3.93 |
0.7% |
9% |
False |
False |
|
| 10 |
551.07 |
530.88 |
20.19 |
3.7% |
3.88 |
0.7% |
66% |
False |
False |
|
| 20 |
551.07 |
521.38 |
29.69 |
5.5% |
4.47 |
0.8% |
77% |
False |
False |
|
| 40 |
551.07 |
513.03 |
38.04 |
7.0% |
4.32 |
0.8% |
82% |
False |
False |
|
| 60 |
551.07 |
495.70 |
55.37 |
10.2% |
4.00 |
0.7% |
87% |
False |
False |
|
| 80 |
551.07 |
479.91 |
71.16 |
13.1% |
3.85 |
0.7% |
90% |
False |
False |
|
| 100 |
551.07 |
469.96 |
81.11 |
14.9% |
3.68 |
0.7% |
91% |
False |
False |
|
| 120 |
551.07 |
458.71 |
92.36 |
17.0% |
3.57 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
574.14 |
|
2.618 |
564.79 |
|
1.618 |
559.06 |
|
1.000 |
555.52 |
|
0.618 |
553.33 |
|
HIGH |
549.79 |
|
0.618 |
547.60 |
|
0.500 |
546.93 |
|
0.382 |
546.25 |
|
LOW |
544.06 |
|
0.618 |
540.52 |
|
1.000 |
538.33 |
|
1.618 |
534.79 |
|
2.618 |
529.06 |
|
4.250 |
519.71 |
|
|
| Fisher Pivots for day following 26-Jun-1995 |
| Pivot |
1 day |
3 day |
| R1 |
546.93 |
547.53 |
| PP |
545.99 |
546.39 |
| S1 |
545.06 |
545.26 |
|