| Trading Metrics calculated at close of trading on 24-Jun-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1993 |
24-Jun-1993 |
Change |
Change % |
Previous Week |
| Open |
356.20 |
354.93 |
-1.27 |
-0.4% |
363.07 |
| High |
357.53 |
358.60 |
1.07 |
0.3% |
369.56 |
| Low |
353.70 |
352.75 |
-0.95 |
-0.3% |
357.96 |
| Close |
354.93 |
357.82 |
2.89 |
0.8% |
357.96 |
| Range |
3.83 |
5.85 |
2.02 |
52.7% |
11.60 |
| ATR |
5.02 |
5.08 |
0.06 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.94 |
371.73 |
361.04 |
|
| R3 |
368.09 |
365.88 |
359.43 |
|
| R2 |
362.24 |
362.24 |
358.89 |
|
| R1 |
360.03 |
360.03 |
358.36 |
361.14 |
| PP |
356.39 |
356.39 |
356.39 |
356.94 |
| S1 |
354.18 |
354.18 |
357.28 |
355.29 |
| S2 |
350.54 |
350.54 |
356.75 |
|
| S3 |
344.69 |
348.33 |
356.21 |
|
| S4 |
338.84 |
342.48 |
354.60 |
|
|
| Weekly Pivots for week ending 18-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.63 |
388.89 |
364.34 |
|
| R3 |
385.03 |
377.29 |
361.15 |
|
| R2 |
373.43 |
373.43 |
360.09 |
|
| R1 |
365.69 |
365.69 |
359.02 |
363.76 |
| PP |
361.83 |
361.83 |
361.83 |
360.86 |
| S1 |
354.09 |
354.09 |
356.90 |
352.16 |
| S2 |
350.23 |
350.23 |
355.83 |
|
| S3 |
338.63 |
342.49 |
354.77 |
|
| S4 |
327.03 |
330.89 |
351.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
365.77 |
352.75 |
13.02 |
3.6% |
4.99 |
1.4% |
39% |
False |
True |
|
| 10 |
369.56 |
352.75 |
16.81 |
4.7% |
4.72 |
1.3% |
30% |
False |
True |
|
| 20 |
376.53 |
352.75 |
23.78 |
6.6% |
5.08 |
1.4% |
21% |
False |
True |
|
| 40 |
376.53 |
334.94 |
41.59 |
11.6% |
5.18 |
1.4% |
55% |
False |
False |
|
| 60 |
376.53 |
326.56 |
49.97 |
14.0% |
5.57 |
1.6% |
63% |
False |
False |
|
| 80 |
376.53 |
326.56 |
49.97 |
14.0% |
5.43 |
1.5% |
63% |
False |
False |
|
| 100 |
379.26 |
326.56 |
52.70 |
14.7% |
5.76 |
1.6% |
59% |
False |
False |
|
| 120 |
384.67 |
326.56 |
58.11 |
16.2% |
5.78 |
1.6% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383.46 |
|
2.618 |
373.92 |
|
1.618 |
368.07 |
|
1.000 |
364.45 |
|
0.618 |
362.22 |
|
HIGH |
358.60 |
|
0.618 |
356.37 |
|
0.500 |
355.68 |
|
0.382 |
354.98 |
|
LOW |
352.75 |
|
0.618 |
349.13 |
|
1.000 |
346.90 |
|
1.618 |
343.28 |
|
2.618 |
337.43 |
|
4.250 |
327.89 |
|
|
| Fisher Pivots for day following 24-Jun-1993 |
| Pivot |
1 day |
3 day |
| R1 |
357.11 |
357.20 |
| PP |
356.39 |
356.57 |
| S1 |
355.68 |
355.95 |
|