| Trading Metrics calculated at close of trading on 12-May-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-1992 |
12-May-1992 |
Change |
Change % |
Previous Week |
| Open |
311.26 |
311.90 |
0.64 |
0.2% |
307.47 |
| High |
313.55 |
313.35 |
-0.20 |
-0.1% |
317.26 |
| Low |
311.18 |
308.59 |
-2.59 |
-0.8% |
307.47 |
| Close |
311.90 |
310.04 |
-1.86 |
-0.6% |
311.26 |
| Range |
2.37 |
4.76 |
2.39 |
100.8% |
9.79 |
| ATR |
5.72 |
5.65 |
-0.07 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
324.94 |
322.25 |
312.66 |
|
| R3 |
320.18 |
317.49 |
311.35 |
|
| R2 |
315.42 |
315.42 |
310.91 |
|
| R1 |
312.73 |
312.73 |
310.48 |
311.70 |
| PP |
310.66 |
310.66 |
310.66 |
310.14 |
| S1 |
307.97 |
307.97 |
309.60 |
306.94 |
| S2 |
305.90 |
305.90 |
309.17 |
|
| S3 |
301.14 |
303.21 |
308.73 |
|
| S4 |
296.38 |
298.45 |
307.42 |
|
|
| Weekly Pivots for week ending 08-May-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
341.37 |
336.10 |
316.64 |
|
| R3 |
331.58 |
326.31 |
313.95 |
|
| R2 |
321.79 |
321.79 |
313.05 |
|
| R1 |
316.52 |
316.52 |
312.16 |
319.16 |
| PP |
312.00 |
312.00 |
312.00 |
313.31 |
| S1 |
306.73 |
306.73 |
310.36 |
309.37 |
| S2 |
302.21 |
302.21 |
309.47 |
|
| S3 |
292.42 |
296.94 |
308.57 |
|
| S4 |
282.63 |
287.15 |
305.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
317.26 |
308.59 |
8.67 |
2.8% |
3.45 |
1.1% |
17% |
False |
True |
|
| 10 |
317.26 |
294.62 |
22.64 |
7.3% |
4.64 |
1.5% |
68% |
False |
False |
|
| 20 |
326.79 |
291.35 |
35.44 |
11.4% |
6.02 |
1.9% |
53% |
False |
False |
|
| 40 |
345.00 |
291.35 |
53.65 |
17.3% |
6.18 |
2.0% |
35% |
False |
False |
|
| 60 |
350.89 |
291.35 |
59.54 |
19.2% |
5.96 |
1.9% |
31% |
False |
False |
|
| 80 |
356.28 |
291.35 |
64.93 |
20.9% |
6.02 |
1.9% |
29% |
False |
False |
|
| 100 |
357.70 |
291.35 |
66.35 |
21.4% |
6.12 |
2.0% |
28% |
False |
False |
|
| 120 |
357.70 |
279.22 |
78.48 |
25.3% |
5.83 |
1.9% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
333.58 |
|
2.618 |
325.81 |
|
1.618 |
321.05 |
|
1.000 |
318.11 |
|
0.618 |
316.29 |
|
HIGH |
313.35 |
|
0.618 |
311.53 |
|
0.500 |
310.97 |
|
0.382 |
310.41 |
|
LOW |
308.59 |
|
0.618 |
305.65 |
|
1.000 |
303.83 |
|
1.618 |
300.89 |
|
2.618 |
296.13 |
|
4.250 |
288.36 |
|
|
| Fisher Pivots for day following 12-May-1992 |
| Pivot |
1 day |
3 day |
| R1 |
310.97 |
311.38 |
| PP |
310.66 |
310.93 |
| S1 |
310.35 |
310.49 |
|