| Trading Metrics calculated at close of trading on 12-May-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-1993 |
12-May-1993 |
Change |
Change % |
Previous Week |
| Open |
354.84 |
353.00 |
-1.84 |
-0.5% |
339.94 |
| High |
354.84 |
353.11 |
-1.73 |
-0.5% |
357.13 |
| Low |
351.52 |
350.34 |
-1.18 |
-0.3% |
339.94 |
| Close |
353.00 |
350.96 |
-2.04 |
-0.6% |
353.23 |
| Range |
3.32 |
2.77 |
-0.55 |
-16.6% |
17.19 |
| ATR |
5.51 |
5.32 |
-0.20 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
359.78 |
358.14 |
352.48 |
|
| R3 |
357.01 |
355.37 |
351.72 |
|
| R2 |
354.24 |
354.24 |
351.47 |
|
| R1 |
352.60 |
352.60 |
351.21 |
352.04 |
| PP |
351.47 |
351.47 |
351.47 |
351.19 |
| S1 |
349.83 |
349.83 |
350.71 |
349.27 |
| S2 |
348.70 |
348.70 |
350.45 |
|
| S3 |
345.93 |
347.06 |
350.20 |
|
| S4 |
343.16 |
344.29 |
349.44 |
|
|
| Weekly Pivots for week ending 07-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401.67 |
394.64 |
362.68 |
|
| R3 |
384.48 |
377.45 |
357.96 |
|
| R2 |
367.29 |
367.29 |
356.38 |
|
| R1 |
360.26 |
360.26 |
354.81 |
363.78 |
| PP |
350.10 |
350.10 |
350.10 |
351.86 |
| S1 |
343.07 |
343.07 |
351.65 |
346.59 |
| S2 |
332.91 |
332.91 |
350.08 |
|
| S3 |
315.72 |
325.88 |
348.50 |
|
| S4 |
298.53 |
308.69 |
343.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
356.76 |
350.34 |
6.42 |
1.8% |
3.69 |
1.1% |
10% |
False |
True |
|
| 10 |
357.13 |
334.94 |
22.19 |
6.3% |
4.89 |
1.4% |
72% |
False |
False |
|
| 20 |
357.13 |
326.56 |
30.57 |
8.7% |
5.40 |
1.5% |
80% |
False |
False |
|
| 40 |
363.61 |
326.56 |
37.05 |
10.6% |
5.78 |
1.6% |
66% |
False |
False |
|
| 60 |
366.53 |
326.56 |
39.97 |
11.4% |
5.82 |
1.7% |
61% |
False |
False |
|
| 80 |
384.67 |
326.56 |
58.11 |
16.6% |
5.89 |
1.7% |
42% |
False |
False |
|
| 100 |
384.67 |
326.56 |
58.11 |
16.6% |
5.72 |
1.6% |
42% |
False |
False |
|
| 120 |
384.67 |
326.56 |
58.11 |
16.6% |
5.55 |
1.6% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
364.88 |
|
2.618 |
360.36 |
|
1.618 |
357.59 |
|
1.000 |
355.88 |
|
0.618 |
354.82 |
|
HIGH |
353.11 |
|
0.618 |
352.05 |
|
0.500 |
351.73 |
|
0.382 |
351.40 |
|
LOW |
350.34 |
|
0.618 |
348.63 |
|
1.000 |
347.57 |
|
1.618 |
345.86 |
|
2.618 |
343.09 |
|
4.250 |
338.57 |
|
|
| Fisher Pivots for day following 12-May-1993 |
| Pivot |
1 day |
3 day |
| R1 |
351.73 |
353.43 |
| PP |
351.47 |
352.61 |
| S1 |
351.22 |
351.78 |
|