| Trading Metrics calculated at close of trading on 11-Aug-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1993 |
11-Aug-1993 |
Change |
Change % |
Previous Week |
| Open |
362.29 |
358.64 |
-3.65 |
-1.0% |
352.86 |
| High |
363.10 |
360.68 |
-2.42 |
-0.7% |
364.83 |
| Low |
358.38 |
358.64 |
0.26 |
0.1% |
352.86 |
| Close |
358.64 |
359.73 |
1.09 |
0.3% |
363.14 |
| Range |
4.72 |
2.04 |
-2.68 |
-56.8% |
11.97 |
| ATR |
4.78 |
4.58 |
-0.20 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
365.80 |
364.81 |
360.85 |
|
| R3 |
363.76 |
362.77 |
360.29 |
|
| R2 |
361.72 |
361.72 |
360.10 |
|
| R1 |
360.73 |
360.73 |
359.92 |
361.23 |
| PP |
359.68 |
359.68 |
359.68 |
359.93 |
| S1 |
358.69 |
358.69 |
359.54 |
359.19 |
| S2 |
357.64 |
357.64 |
359.36 |
|
| S3 |
355.60 |
356.65 |
359.17 |
|
| S4 |
353.56 |
354.61 |
358.61 |
|
|
| Weekly Pivots for week ending 06-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.19 |
391.63 |
369.72 |
|
| R3 |
384.22 |
379.66 |
366.43 |
|
| R2 |
372.25 |
372.25 |
365.33 |
|
| R1 |
367.69 |
367.69 |
364.24 |
369.97 |
| PP |
360.28 |
360.28 |
360.28 |
361.42 |
| S1 |
355.72 |
355.72 |
362.04 |
358.00 |
| S2 |
348.31 |
348.31 |
360.95 |
|
| S3 |
336.34 |
343.75 |
359.85 |
|
| S4 |
324.37 |
331.78 |
356.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
365.36 |
358.38 |
6.98 |
1.9% |
3.36 |
0.9% |
19% |
False |
False |
|
| 10 |
365.36 |
350.75 |
14.61 |
4.1% |
3.83 |
1.1% |
61% |
False |
False |
|
| 20 |
365.36 |
346.63 |
18.73 |
5.2% |
4.96 |
1.4% |
70% |
False |
False |
|
| 40 |
369.82 |
346.63 |
23.19 |
6.4% |
4.93 |
1.4% |
56% |
False |
False |
|
| 60 |
376.53 |
346.63 |
29.90 |
8.3% |
5.14 |
1.4% |
44% |
False |
False |
|
| 80 |
376.53 |
326.56 |
49.97 |
13.9% |
5.15 |
1.4% |
66% |
False |
False |
|
| 100 |
376.53 |
326.56 |
49.97 |
13.9% |
5.33 |
1.5% |
66% |
False |
False |
|
| 120 |
376.53 |
326.56 |
49.97 |
13.9% |
5.38 |
1.5% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369.35 |
|
2.618 |
366.02 |
|
1.618 |
363.98 |
|
1.000 |
362.72 |
|
0.618 |
361.94 |
|
HIGH |
360.68 |
|
0.618 |
359.90 |
|
0.500 |
359.66 |
|
0.382 |
359.42 |
|
LOW |
358.64 |
|
0.618 |
357.38 |
|
1.000 |
356.60 |
|
1.618 |
355.34 |
|
2.618 |
353.30 |
|
4.250 |
349.97 |
|
|
| Fisher Pivots for day following 11-Aug-1993 |
| Pivot |
1 day |
3 day |
| R1 |
359.71 |
361.87 |
| PP |
359.68 |
361.16 |
| S1 |
359.66 |
360.44 |
|