| Trading Metrics calculated at close of trading on 19-Jul-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1993 |
19-Jul-1993 |
Change |
Change % |
Previous Week |
| Open |
360.46 |
351.07 |
-9.39 |
-2.6% |
362.46 |
| High |
360.46 |
351.39 |
-9.07 |
-2.5% |
366.32 |
| Low |
350.11 |
346.63 |
-3.48 |
-1.0% |
350.11 |
| Close |
351.07 |
349.06 |
-2.01 |
-0.6% |
351.07 |
| Range |
10.35 |
4.76 |
-5.59 |
-54.0% |
16.21 |
| ATR |
5.22 |
5.19 |
-0.03 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
363.31 |
360.94 |
351.68 |
|
| R3 |
358.55 |
356.18 |
350.37 |
|
| R2 |
353.79 |
353.79 |
349.93 |
|
| R1 |
351.42 |
351.42 |
349.50 |
350.23 |
| PP |
349.03 |
349.03 |
349.03 |
348.43 |
| S1 |
346.66 |
346.66 |
348.62 |
345.47 |
| S2 |
344.27 |
344.27 |
348.19 |
|
| S3 |
339.51 |
341.90 |
347.75 |
|
| S4 |
334.75 |
337.14 |
346.44 |
|
|
| Weekly Pivots for week ending 16-Jul-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404.46 |
393.98 |
359.99 |
|
| R3 |
388.25 |
377.77 |
355.53 |
|
| R2 |
372.04 |
372.04 |
354.04 |
|
| R1 |
361.56 |
361.56 |
352.56 |
358.70 |
| PP |
355.83 |
355.83 |
355.83 |
354.40 |
| S1 |
345.35 |
345.35 |
349.58 |
342.49 |
| S2 |
339.62 |
339.62 |
348.10 |
|
| S3 |
323.41 |
329.14 |
346.61 |
|
| S4 |
307.20 |
312.93 |
342.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
366.32 |
346.63 |
19.69 |
5.6% |
5.69 |
1.6% |
12% |
False |
True |
|
| 10 |
366.32 |
346.63 |
19.69 |
5.6% |
5.24 |
1.5% |
12% |
False |
True |
|
| 20 |
369.82 |
346.63 |
23.19 |
6.6% |
4.96 |
1.4% |
10% |
False |
True |
|
| 40 |
376.53 |
346.63 |
29.90 |
8.6% |
5.20 |
1.5% |
8% |
False |
True |
|
| 60 |
376.53 |
326.56 |
49.97 |
14.3% |
5.27 |
1.5% |
45% |
False |
False |
|
| 80 |
376.53 |
326.56 |
49.97 |
14.3% |
5.47 |
1.6% |
45% |
False |
False |
|
| 100 |
376.53 |
326.56 |
49.97 |
14.3% |
5.40 |
1.5% |
45% |
False |
False |
|
| 120 |
379.37 |
326.56 |
52.81 |
15.1% |
5.68 |
1.6% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
371.62 |
|
2.618 |
363.85 |
|
1.618 |
359.09 |
|
1.000 |
356.15 |
|
0.618 |
354.33 |
|
HIGH |
351.39 |
|
0.618 |
349.57 |
|
0.500 |
349.01 |
|
0.382 |
348.45 |
|
LOW |
346.63 |
|
0.618 |
343.69 |
|
1.000 |
341.87 |
|
1.618 |
338.93 |
|
2.618 |
334.17 |
|
4.250 |
326.40 |
|
|
| Fisher Pivots for day following 19-Jul-1993 |
| Pivot |
1 day |
3 day |
| R1 |
349.04 |
355.19 |
| PP |
349.03 |
353.14 |
| S1 |
349.01 |
351.10 |
|