| Trading Metrics calculated at close of trading on 02-Jul-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1991 |
02-Jul-1991 |
Change |
Change % |
Previous Week |
| Open |
254.19 |
259.07 |
4.88 |
1.9% |
260.28 |
| High |
259.92 |
259.12 |
-0.80 |
-0.3% |
260.28 |
| Low |
254.19 |
255.88 |
1.69 |
0.7% |
249.78 |
| Close |
259.06 |
256.09 |
-2.97 |
-1.1% |
254.32 |
| Range |
5.73 |
3.24 |
-2.49 |
-43.5% |
10.50 |
| ATR |
4.26 |
4.19 |
-0.07 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
266.75 |
264.66 |
257.87 |
|
| R3 |
263.51 |
261.42 |
256.98 |
|
| R2 |
260.27 |
260.27 |
256.68 |
|
| R1 |
258.18 |
258.18 |
256.39 |
257.61 |
| PP |
257.03 |
257.03 |
257.03 |
256.74 |
| S1 |
254.94 |
254.94 |
255.79 |
254.37 |
| S2 |
253.79 |
253.79 |
255.50 |
|
| S3 |
250.55 |
251.70 |
255.20 |
|
| S4 |
247.31 |
248.46 |
254.31 |
|
|
| Weekly Pivots for week ending 28-Jun-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
286.29 |
280.81 |
260.10 |
|
| R3 |
275.79 |
270.31 |
257.21 |
|
| R2 |
265.29 |
265.29 |
256.25 |
|
| R1 |
259.81 |
259.81 |
255.28 |
257.30 |
| PP |
254.79 |
254.79 |
254.79 |
253.54 |
| S1 |
249.31 |
249.31 |
253.36 |
246.80 |
| S2 |
244.29 |
244.29 |
252.40 |
|
| S3 |
233.79 |
238.81 |
251.43 |
|
| S4 |
223.29 |
228.31 |
248.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
259.92 |
249.78 |
10.14 |
4.0% |
4.08 |
1.6% |
62% |
False |
False |
|
| 10 |
265.48 |
249.78 |
15.70 |
6.1% |
4.51 |
1.8% |
40% |
False |
False |
|
| 20 |
281.13 |
249.78 |
31.35 |
12.2% |
4.19 |
1.6% |
20% |
False |
False |
|
| 40 |
281.42 |
249.78 |
31.64 |
12.4% |
4.11 |
1.6% |
20% |
False |
False |
|
| 60 |
286.05 |
249.78 |
36.27 |
14.2% |
4.26 |
1.7% |
17% |
False |
False |
|
| 80 |
286.05 |
249.70 |
36.35 |
14.2% |
4.43 |
1.7% |
18% |
False |
False |
|
| 100 |
286.05 |
241.54 |
44.51 |
17.4% |
4.41 |
1.7% |
33% |
False |
False |
|
| 120 |
286.05 |
191.55 |
94.50 |
36.9% |
4.52 |
1.8% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
272.89 |
|
2.618 |
267.60 |
|
1.618 |
264.36 |
|
1.000 |
262.36 |
|
0.618 |
261.12 |
|
HIGH |
259.12 |
|
0.618 |
257.88 |
|
0.500 |
257.50 |
|
0.382 |
257.12 |
|
LOW |
255.88 |
|
0.618 |
253.88 |
|
1.000 |
252.64 |
|
1.618 |
250.64 |
|
2.618 |
247.40 |
|
4.250 |
242.11 |
|
|
| Fisher Pivots for day following 02-Jul-1991 |
| Pivot |
1 day |
3 day |
| R1 |
257.50 |
255.90 |
| PP |
257.03 |
255.70 |
| S1 |
256.56 |
255.51 |
|