| Trading Metrics calculated at close of trading on 27-May-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-1993 |
27-May-1993 |
Change |
Change % |
Previous Week |
| Open |
366.22 |
374.34 |
8.12 |
2.2% |
349.80 |
| High |
374.40 |
376.53 |
2.13 |
0.6% |
370.89 |
| Low |
365.30 |
371.85 |
6.55 |
1.8% |
349.52 |
| Close |
374.34 |
372.73 |
-1.61 |
-0.4% |
366.67 |
| Range |
9.10 |
4.68 |
-4.42 |
-48.6% |
21.37 |
| ATR |
5.59 |
5.53 |
-0.07 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387.74 |
384.92 |
375.30 |
|
| R3 |
383.06 |
380.24 |
374.02 |
|
| R2 |
378.38 |
378.38 |
373.59 |
|
| R1 |
375.56 |
375.56 |
373.16 |
374.63 |
| PP |
373.70 |
373.70 |
373.70 |
373.24 |
| S1 |
370.88 |
370.88 |
372.30 |
369.95 |
| S2 |
369.02 |
369.02 |
371.87 |
|
| S3 |
364.34 |
366.20 |
371.44 |
|
| S4 |
359.66 |
361.52 |
370.16 |
|
|
| Weekly Pivots for week ending 21-May-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426.47 |
417.94 |
378.42 |
|
| R3 |
405.10 |
396.57 |
372.55 |
|
| R2 |
383.73 |
383.73 |
370.59 |
|
| R1 |
375.20 |
375.20 |
368.63 |
379.47 |
| PP |
362.36 |
362.36 |
362.36 |
364.49 |
| S1 |
353.83 |
353.83 |
364.71 |
358.10 |
| S2 |
340.99 |
340.99 |
362.75 |
|
| S3 |
319.62 |
332.46 |
360.79 |
|
| S4 |
298.25 |
311.09 |
354.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
376.53 |
363.31 |
13.22 |
3.5% |
5.83 |
1.6% |
71% |
True |
False |
|
| 10 |
376.53 |
346.82 |
29.71 |
8.0% |
5.60 |
1.5% |
87% |
True |
False |
|
| 20 |
376.53 |
338.98 |
37.55 |
10.1% |
5.27 |
1.4% |
90% |
True |
False |
|
| 40 |
376.53 |
326.56 |
49.97 |
13.4% |
5.79 |
1.6% |
92% |
True |
False |
|
| 60 |
376.53 |
326.56 |
49.97 |
13.4% |
5.55 |
1.5% |
92% |
True |
False |
|
| 80 |
379.26 |
326.56 |
52.70 |
14.1% |
5.94 |
1.6% |
88% |
False |
False |
|
| 100 |
384.67 |
326.56 |
58.11 |
15.6% |
5.92 |
1.6% |
79% |
False |
False |
|
| 120 |
384.67 |
326.56 |
58.11 |
15.6% |
5.65 |
1.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
396.42 |
|
2.618 |
388.78 |
|
1.618 |
384.10 |
|
1.000 |
381.21 |
|
0.618 |
379.42 |
|
HIGH |
376.53 |
|
0.618 |
374.74 |
|
0.500 |
374.19 |
|
0.382 |
373.64 |
|
LOW |
371.85 |
|
0.618 |
368.96 |
|
1.000 |
367.17 |
|
1.618 |
364.28 |
|
2.618 |
359.60 |
|
4.250 |
351.96 |
|
|
| Fisher Pivots for day following 27-May-1993 |
| Pivot |
1 day |
3 day |
| R1 |
374.19 |
371.89 |
| PP |
373.70 |
371.04 |
| S1 |
373.22 |
370.20 |
|