| Trading Metrics calculated at close of trading on 11-Jul-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-1991 |
11-Jul-1991 |
Change |
Change % |
Previous Week |
| Open |
260.68 |
263.32 |
2.64 |
1.0% |
254.19 |
| High |
265.47 |
264.14 |
-1.33 |
-0.5% |
259.92 |
| Low |
260.68 |
262.08 |
1.40 |
0.5% |
251.21 |
| Close |
263.32 |
263.84 |
0.52 |
0.2% |
251.97 |
| Range |
4.79 |
2.06 |
-2.73 |
-57.0% |
8.71 |
| ATR |
4.44 |
4.27 |
-0.17 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
269.53 |
268.75 |
264.97 |
|
| R3 |
267.47 |
266.69 |
264.41 |
|
| R2 |
265.41 |
265.41 |
264.22 |
|
| R1 |
264.63 |
264.63 |
264.03 |
265.02 |
| PP |
263.35 |
263.35 |
263.35 |
263.55 |
| S1 |
262.57 |
262.57 |
263.65 |
262.96 |
| S2 |
261.29 |
261.29 |
263.46 |
|
| S3 |
259.23 |
260.51 |
263.27 |
|
| S4 |
257.17 |
258.45 |
262.71 |
|
|
| Weekly Pivots for week ending 05-Jul-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
280.50 |
274.94 |
256.76 |
|
| R3 |
271.79 |
266.23 |
254.37 |
|
| R2 |
263.08 |
263.08 |
253.57 |
|
| R1 |
257.52 |
257.52 |
252.77 |
255.95 |
| PP |
254.37 |
254.37 |
254.37 |
253.58 |
| S1 |
248.81 |
248.81 |
251.17 |
247.24 |
| S2 |
245.66 |
245.66 |
250.37 |
|
| S3 |
236.95 |
240.10 |
249.57 |
|
| S4 |
228.24 |
231.39 |
247.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
265.47 |
249.99 |
15.48 |
5.9% |
4.42 |
1.7% |
89% |
False |
False |
|
| 10 |
265.47 |
249.99 |
15.48 |
5.9% |
4.40 |
1.7% |
89% |
False |
False |
|
| 20 |
269.79 |
249.78 |
20.01 |
7.6% |
4.24 |
1.6% |
70% |
False |
False |
|
| 40 |
281.42 |
249.78 |
31.64 |
12.0% |
4.17 |
1.6% |
44% |
False |
False |
|
| 60 |
286.05 |
249.78 |
36.27 |
13.7% |
4.19 |
1.6% |
39% |
False |
False |
|
| 80 |
286.05 |
249.70 |
36.35 |
13.8% |
4.35 |
1.6% |
39% |
False |
False |
|
| 100 |
286.05 |
246.38 |
39.67 |
15.0% |
4.41 |
1.7% |
44% |
False |
False |
|
| 120 |
286.05 |
208.97 |
77.08 |
29.2% |
4.47 |
1.7% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
272.90 |
|
2.618 |
269.53 |
|
1.618 |
267.47 |
|
1.000 |
266.20 |
|
0.618 |
265.41 |
|
HIGH |
264.14 |
|
0.618 |
263.35 |
|
0.500 |
263.11 |
|
0.382 |
262.87 |
|
LOW |
262.08 |
|
0.618 |
260.81 |
|
1.000 |
260.02 |
|
1.618 |
258.75 |
|
2.618 |
256.69 |
|
4.250 |
253.33 |
|
|
| Fisher Pivots for day following 11-Jul-1991 |
| Pivot |
1 day |
3 day |
| R1 |
263.60 |
263.29 |
| PP |
263.35 |
262.75 |
| S1 |
263.11 |
262.20 |
|