| Trading Metrics calculated at close of trading on 20-Jan-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1994 |
20-Jan-1994 |
Change |
Change % |
Previous Week |
| Open |
410.95 |
406.38 |
-4.57 |
-1.1% |
404.78 |
| High |
410.95 |
411.60 |
0.65 |
0.2% |
412.36 |
| Low |
403.67 |
406.38 |
2.71 |
0.7% |
404.44 |
| Close |
406.38 |
411.53 |
5.15 |
1.3% |
411.75 |
| Range |
7.28 |
5.22 |
-2.06 |
-28.3% |
7.92 |
| ATR |
4.55 |
4.60 |
0.05 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425.50 |
423.73 |
414.40 |
|
| R3 |
420.28 |
418.51 |
412.97 |
|
| R2 |
415.06 |
415.06 |
412.49 |
|
| R1 |
413.29 |
413.29 |
412.01 |
414.18 |
| PP |
409.84 |
409.84 |
409.84 |
410.28 |
| S1 |
408.07 |
408.07 |
411.05 |
408.96 |
| S2 |
404.62 |
404.62 |
410.57 |
|
| S3 |
399.40 |
402.85 |
410.09 |
|
| S4 |
394.18 |
397.63 |
408.66 |
|
|
| Weekly Pivots for week ending 14-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.28 |
430.43 |
416.11 |
|
| R3 |
425.36 |
422.51 |
413.93 |
|
| R2 |
417.44 |
417.44 |
413.20 |
|
| R1 |
414.59 |
414.59 |
412.48 |
416.02 |
| PP |
409.52 |
409.52 |
409.52 |
410.23 |
| S1 |
406.67 |
406.67 |
411.02 |
408.10 |
| S2 |
401.60 |
401.60 |
410.30 |
|
| S3 |
393.68 |
398.75 |
409.57 |
|
| S4 |
385.76 |
390.83 |
407.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
412.36 |
403.67 |
8.69 |
2.1% |
4.35 |
1.1% |
90% |
False |
False |
|
| 10 |
412.36 |
399.98 |
12.38 |
3.0% |
4.62 |
1.1% |
93% |
False |
False |
|
| 20 |
412.36 |
384.82 |
27.54 |
6.7% |
4.28 |
1.0% |
97% |
False |
False |
|
| 40 |
412.36 |
372.32 |
40.04 |
9.7% |
4.77 |
1.2% |
98% |
False |
False |
|
| 60 |
412.36 |
371.82 |
40.54 |
9.9% |
5.31 |
1.3% |
98% |
False |
False |
|
| 80 |
412.36 |
371.82 |
40.54 |
9.9% |
5.31 |
1.3% |
98% |
False |
False |
|
| 100 |
412.36 |
358.02 |
54.34 |
13.2% |
5.27 |
1.3% |
98% |
False |
False |
|
| 120 |
412.36 |
350.75 |
61.61 |
15.0% |
5.16 |
1.3% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
433.79 |
|
2.618 |
425.27 |
|
1.618 |
420.05 |
|
1.000 |
416.82 |
|
0.618 |
414.83 |
|
HIGH |
411.60 |
|
0.618 |
409.61 |
|
0.500 |
408.99 |
|
0.382 |
408.37 |
|
LOW |
406.38 |
|
0.618 |
403.15 |
|
1.000 |
401.16 |
|
1.618 |
397.93 |
|
2.618 |
392.71 |
|
4.250 |
384.20 |
|
|
| Fisher Pivots for day following 20-Jan-1994 |
| Pivot |
1 day |
3 day |
| R1 |
410.68 |
410.30 |
| PP |
409.84 |
409.06 |
| S1 |
408.99 |
407.83 |
|