| Trading Metrics calculated at close of trading on 01-Aug-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-1995 |
01-Aug-1995 |
Change |
Change % |
Previous Week |
| Open |
562.93 |
562.07 |
-0.86 |
-0.2% |
553.62 |
| High |
563.49 |
562.11 |
-1.38 |
-0.2% |
565.38 |
| Low |
560.06 |
556.67 |
-3.39 |
-0.6% |
553.62 |
| Close |
562.06 |
559.64 |
-2.42 |
-0.4% |
562.93 |
| Range |
3.43 |
5.44 |
2.01 |
58.6% |
11.76 |
| ATR |
4.70 |
4.75 |
0.05 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575.79 |
573.16 |
562.63 |
|
| R3 |
570.35 |
567.72 |
561.14 |
|
| R2 |
564.91 |
564.91 |
560.64 |
|
| R1 |
562.28 |
562.28 |
560.14 |
560.88 |
| PP |
559.47 |
559.47 |
559.47 |
558.77 |
| S1 |
556.84 |
556.84 |
559.14 |
555.44 |
| S2 |
554.03 |
554.03 |
558.64 |
|
| S3 |
548.59 |
551.40 |
558.14 |
|
| S4 |
543.15 |
545.96 |
556.65 |
|
|
| Weekly Pivots for week ending 28-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
595.92 |
591.19 |
569.40 |
|
| R3 |
584.16 |
579.43 |
566.16 |
|
| R2 |
572.40 |
572.40 |
565.09 |
|
| R1 |
567.67 |
567.67 |
564.01 |
570.04 |
| PP |
560.64 |
560.64 |
560.64 |
561.83 |
| S1 |
555.91 |
555.91 |
561.85 |
558.28 |
| S2 |
548.88 |
548.88 |
560.77 |
|
| S3 |
537.12 |
544.15 |
559.70 |
|
| S4 |
525.36 |
532.39 |
556.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
565.38 |
556.67 |
8.71 |
1.6% |
3.67 |
0.7% |
34% |
False |
True |
|
| 10 |
565.38 |
542.51 |
22.87 |
4.1% |
5.52 |
1.0% |
75% |
False |
False |
|
| 20 |
565.38 |
542.51 |
22.87 |
4.1% |
4.93 |
0.9% |
75% |
False |
False |
|
| 40 |
565.38 |
526.08 |
39.30 |
7.0% |
4.44 |
0.8% |
85% |
False |
False |
|
| 60 |
565.38 |
517.07 |
48.31 |
8.6% |
4.56 |
0.8% |
88% |
False |
False |
|
| 80 |
565.38 |
501.19 |
64.19 |
11.5% |
4.31 |
0.8% |
91% |
False |
False |
|
| 100 |
565.38 |
483.16 |
82.22 |
14.7% |
4.12 |
0.7% |
93% |
False |
False |
|
| 120 |
565.38 |
479.53 |
85.85 |
15.3% |
3.92 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
585.23 |
|
2.618 |
576.35 |
|
1.618 |
570.91 |
|
1.000 |
567.55 |
|
0.618 |
565.47 |
|
HIGH |
562.11 |
|
0.618 |
560.03 |
|
0.500 |
559.39 |
|
0.382 |
558.75 |
|
LOW |
556.67 |
|
0.618 |
553.31 |
|
1.000 |
551.23 |
|
1.618 |
547.87 |
|
2.618 |
542.43 |
|
4.250 |
533.55 |
|
|
| Fisher Pivots for day following 01-Aug-1995 |
| Pivot |
1 day |
3 day |
| R1 |
559.56 |
561.03 |
| PP |
559.47 |
560.56 |
| S1 |
559.39 |
560.10 |
|