| Trading Metrics calculated at close of trading on 20-Jun-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-1991 |
20-Jun-1991 |
Change |
Change % |
Previous Week |
| Open |
264.20 |
260.27 |
-3.93 |
-1.5% |
270.57 |
| High |
265.48 |
261.19 |
-4.29 |
-1.6% |
271.62 |
| Low |
260.01 |
257.90 |
-2.11 |
-0.8% |
263.24 |
| Close |
260.44 |
260.54 |
0.10 |
0.0% |
267.79 |
| Range |
5.47 |
3.29 |
-2.18 |
-39.9% |
8.38 |
| ATR |
4.00 |
3.95 |
-0.05 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
269.75 |
268.43 |
262.35 |
|
| R3 |
266.46 |
265.14 |
261.44 |
|
| R2 |
263.17 |
263.17 |
261.14 |
|
| R1 |
261.85 |
261.85 |
260.84 |
262.51 |
| PP |
259.88 |
259.88 |
259.88 |
260.21 |
| S1 |
258.56 |
258.56 |
260.24 |
259.22 |
| S2 |
256.59 |
256.59 |
259.94 |
|
| S3 |
253.30 |
255.27 |
259.64 |
|
| S4 |
250.01 |
251.98 |
258.73 |
|
|
| Weekly Pivots for week ending 14-Jun-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
292.69 |
288.62 |
272.40 |
|
| R3 |
284.31 |
280.24 |
270.09 |
|
| R2 |
275.93 |
275.93 |
269.33 |
|
| R1 |
271.86 |
271.86 |
268.56 |
269.71 |
| PP |
267.55 |
267.55 |
267.55 |
266.47 |
| S1 |
263.48 |
263.48 |
267.02 |
261.33 |
| S2 |
259.17 |
259.17 |
266.25 |
|
| S3 |
250.79 |
255.10 |
265.49 |
|
| S4 |
242.41 |
246.72 |
263.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
269.79 |
257.90 |
11.89 |
4.6% |
3.75 |
1.4% |
22% |
False |
True |
|
| 10 |
274.21 |
257.90 |
16.31 |
6.3% |
3.92 |
1.5% |
16% |
False |
True |
|
| 20 |
281.42 |
257.90 |
23.52 |
9.0% |
3.73 |
1.4% |
11% |
False |
True |
|
| 40 |
281.42 |
256.54 |
24.88 |
9.5% |
4.03 |
1.5% |
16% |
False |
False |
|
| 60 |
286.05 |
256.54 |
29.51 |
11.3% |
4.21 |
1.6% |
14% |
False |
False |
|
| 80 |
286.05 |
246.67 |
39.38 |
15.1% |
4.45 |
1.7% |
35% |
False |
False |
|
| 100 |
286.05 |
221.03 |
65.02 |
25.0% |
4.47 |
1.7% |
61% |
False |
False |
|
| 120 |
286.05 |
190.89 |
95.16 |
36.5% |
4.45 |
1.7% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
275.17 |
|
2.618 |
269.80 |
|
1.618 |
266.51 |
|
1.000 |
264.48 |
|
0.618 |
263.22 |
|
HIGH |
261.19 |
|
0.618 |
259.93 |
|
0.500 |
259.55 |
|
0.382 |
259.16 |
|
LOW |
257.90 |
|
0.618 |
255.87 |
|
1.000 |
254.61 |
|
1.618 |
252.58 |
|
2.618 |
249.29 |
|
4.250 |
243.92 |
|
|
| Fisher Pivots for day following 20-Jun-1991 |
| Pivot |
1 day |
3 day |
| R1 |
260.21 |
263.18 |
| PP |
259.88 |
262.30 |
| S1 |
259.55 |
261.42 |
|