| Trading Metrics calculated at close of trading on 06-Jul-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-1995 |
06-Jul-1995 |
Change |
Change % |
Previous Week |
| Open |
547.09 |
547.09 |
0.00 |
0.0% |
549.71 |
| High |
549.98 |
549.98 |
0.00 |
0.0% |
549.79 |
| Low |
546.28 |
546.28 |
0.00 |
0.0% |
540.72 |
| Close |
547.26 |
547.26 |
0.00 |
0.0% |
544.75 |
| Range |
3.70 |
3.70 |
0.00 |
0.0% |
9.07 |
| ATR |
4.21 |
4.18 |
-0.04 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558.94 |
556.80 |
549.30 |
|
| R3 |
555.24 |
553.10 |
548.28 |
|
| R2 |
551.54 |
551.54 |
547.94 |
|
| R1 |
549.40 |
549.40 |
547.60 |
550.47 |
| PP |
547.84 |
547.84 |
547.84 |
548.38 |
| S1 |
545.70 |
545.70 |
546.92 |
546.77 |
| S2 |
544.14 |
544.14 |
546.58 |
|
| S3 |
540.44 |
542.00 |
546.24 |
|
| S4 |
536.74 |
538.30 |
545.23 |
|
|
| Weekly Pivots for week ending 30-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
572.30 |
567.59 |
549.74 |
|
| R3 |
563.23 |
558.52 |
547.24 |
|
| R2 |
554.16 |
554.16 |
546.41 |
|
| R1 |
549.45 |
549.45 |
545.58 |
547.27 |
| PP |
545.09 |
545.09 |
545.09 |
544.00 |
| S1 |
540.38 |
540.38 |
543.92 |
538.20 |
| S2 |
536.02 |
536.02 |
543.09 |
|
| S3 |
526.95 |
531.31 |
542.26 |
|
| S4 |
517.88 |
522.24 |
539.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549.98 |
540.79 |
9.19 |
1.7% |
3.75 |
0.7% |
70% |
True |
False |
|
| 10 |
551.07 |
540.72 |
10.35 |
1.9% |
4.48 |
0.8% |
63% |
False |
False |
|
| 20 |
551.07 |
526.08 |
24.99 |
4.6% |
4.04 |
0.7% |
85% |
False |
False |
|
| 40 |
551.07 |
517.07 |
34.00 |
6.2% |
4.30 |
0.8% |
89% |
False |
False |
|
| 60 |
551.07 |
501.19 |
49.88 |
9.1% |
4.12 |
0.8% |
92% |
False |
False |
|
| 80 |
551.07 |
490.05 |
61.02 |
11.2% |
3.89 |
0.7% |
94% |
False |
False |
|
| 100 |
551.07 |
479.91 |
71.16 |
13.0% |
3.75 |
0.7% |
95% |
False |
False |
|
| 120 |
551.07 |
461.24 |
89.83 |
16.4% |
3.63 |
0.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
565.71 |
|
2.618 |
559.67 |
|
1.618 |
555.97 |
|
1.000 |
553.68 |
|
0.618 |
552.27 |
|
HIGH |
549.98 |
|
0.618 |
548.57 |
|
0.500 |
548.13 |
|
0.382 |
547.69 |
|
LOW |
546.28 |
|
0.618 |
543.99 |
|
1.000 |
542.58 |
|
1.618 |
540.29 |
|
2.618 |
536.59 |
|
4.250 |
530.56 |
|
|
| Fisher Pivots for day following 06-Jul-1995 |
| Pivot |
1 day |
3 day |
| R1 |
548.13 |
547.24 |
| PP |
547.84 |
547.22 |
| S1 |
547.55 |
547.21 |
|