| Trading Metrics calculated at close of trading on 12-Aug-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1993 |
12-Aug-1993 |
Change |
Change % |
Previous Week |
| Open |
358.64 |
359.63 |
0.99 |
0.3% |
352.86 |
| High |
360.68 |
362.72 |
2.04 |
0.6% |
364.83 |
| Low |
358.64 |
356.93 |
-1.71 |
-0.5% |
352.86 |
| Close |
359.73 |
359.40 |
-0.33 |
-0.1% |
363.14 |
| Range |
2.04 |
5.79 |
3.75 |
183.8% |
11.97 |
| ATR |
4.58 |
4.67 |
0.09 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
377.05 |
374.02 |
362.58 |
|
| R3 |
371.26 |
368.23 |
360.99 |
|
| R2 |
365.47 |
365.47 |
360.46 |
|
| R1 |
362.44 |
362.44 |
359.93 |
361.06 |
| PP |
359.68 |
359.68 |
359.68 |
359.00 |
| S1 |
356.65 |
356.65 |
358.87 |
355.27 |
| S2 |
353.89 |
353.89 |
358.34 |
|
| S3 |
348.10 |
350.86 |
357.81 |
|
| S4 |
342.31 |
345.07 |
356.22 |
|
|
| 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 |
356.93 |
8.43 |
2.3% |
4.02 |
1.1% |
29% |
False |
True |
|
| 10 |
365.36 |
350.75 |
14.61 |
4.1% |
4.10 |
1.1% |
59% |
False |
False |
|
| 20 |
365.36 |
346.63 |
18.73 |
5.2% |
5.06 |
1.4% |
68% |
False |
False |
|
| 40 |
369.82 |
346.63 |
23.19 |
6.5% |
4.92 |
1.4% |
55% |
False |
False |
|
| 60 |
376.53 |
346.63 |
29.90 |
8.3% |
5.18 |
1.4% |
43% |
False |
False |
|
| 80 |
376.53 |
326.56 |
49.97 |
13.9% |
5.16 |
1.4% |
66% |
False |
False |
|
| 100 |
376.53 |
326.56 |
49.97 |
13.9% |
5.34 |
1.5% |
66% |
False |
False |
|
| 120 |
376.53 |
326.56 |
49.97 |
13.9% |
5.36 |
1.5% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387.33 |
|
2.618 |
377.88 |
|
1.618 |
372.09 |
|
1.000 |
368.51 |
|
0.618 |
366.30 |
|
HIGH |
362.72 |
|
0.618 |
360.51 |
|
0.500 |
359.83 |
|
0.382 |
359.14 |
|
LOW |
356.93 |
|
0.618 |
353.35 |
|
1.000 |
351.14 |
|
1.618 |
347.56 |
|
2.618 |
341.77 |
|
4.250 |
332.32 |
|
|
| Fisher Pivots for day following 12-Aug-1993 |
| Pivot |
1 day |
3 day |
| R1 |
359.83 |
360.02 |
| PP |
359.68 |
359.81 |
| S1 |
359.54 |
359.61 |
|