| Trading Metrics calculated at close of trading on 21-Jun-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-1994 |
21-Jun-1994 |
Change |
Change % |
Previous Week |
| Open |
371.94 |
367.83 |
-4.11 |
-1.1% |
374.64 |
| High |
371.94 |
367.83 |
-4.11 |
-1.1% |
379.80 |
| Low |
366.61 |
358.07 |
-8.54 |
-2.3% |
371.51 |
| Close |
367.83 |
360.98 |
-6.85 |
-1.9% |
371.94 |
| Range |
5.33 |
9.76 |
4.43 |
83.1% |
8.29 |
| ATR |
5.91 |
6.18 |
0.28 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391.57 |
386.04 |
366.35 |
|
| R3 |
381.81 |
376.28 |
363.66 |
|
| R2 |
372.05 |
372.05 |
362.77 |
|
| R1 |
366.52 |
366.52 |
361.87 |
364.41 |
| PP |
362.29 |
362.29 |
362.29 |
361.24 |
| S1 |
356.76 |
356.76 |
360.09 |
354.65 |
| S2 |
352.53 |
352.53 |
359.19 |
|
| S3 |
342.77 |
347.00 |
358.30 |
|
| S4 |
333.01 |
337.24 |
355.61 |
|
|
| Weekly Pivots for week ending 17-Jun-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399.29 |
393.90 |
376.50 |
|
| R3 |
391.00 |
385.61 |
374.22 |
|
| R2 |
382.71 |
382.71 |
373.46 |
|
| R1 |
377.32 |
377.32 |
372.70 |
375.87 |
| PP |
374.42 |
374.42 |
374.42 |
373.69 |
| S1 |
369.03 |
369.03 |
371.18 |
367.58 |
| S2 |
366.13 |
366.13 |
370.42 |
|
| S3 |
357.84 |
360.74 |
369.66 |
|
| S4 |
349.55 |
352.45 |
367.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
379.80 |
358.07 |
21.73 |
6.0% |
5.39 |
1.5% |
13% |
False |
True |
|
| 10 |
381.23 |
358.07 |
23.16 |
6.4% |
5.77 |
1.6% |
13% |
False |
True |
|
| 20 |
385.16 |
358.07 |
27.09 |
7.5% |
6.31 |
1.7% |
11% |
False |
True |
|
| 40 |
385.16 |
353.43 |
31.73 |
8.8% |
5.93 |
1.6% |
24% |
False |
False |
|
| 60 |
405.26 |
352.12 |
53.14 |
14.7% |
7.09 |
2.0% |
17% |
False |
False |
|
| 80 |
418.99 |
352.12 |
66.87 |
18.5% |
6.62 |
1.8% |
13% |
False |
False |
|
| 100 |
418.99 |
352.12 |
66.87 |
18.5% |
6.35 |
1.8% |
13% |
False |
False |
|
| 120 |
418.99 |
352.12 |
66.87 |
18.5% |
6.03 |
1.7% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
409.31 |
|
2.618 |
393.38 |
|
1.618 |
383.62 |
|
1.000 |
377.59 |
|
0.618 |
373.86 |
|
HIGH |
367.83 |
|
0.618 |
364.10 |
|
0.500 |
362.95 |
|
0.382 |
361.80 |
|
LOW |
358.07 |
|
0.618 |
352.04 |
|
1.000 |
348.31 |
|
1.618 |
342.28 |
|
2.618 |
332.52 |
|
4.250 |
316.59 |
|
|
| Fisher Pivots for day following 21-Jun-1994 |
| Pivot |
1 day |
3 day |
| R1 |
362.95 |
367.94 |
| PP |
362.29 |
365.62 |
| S1 |
361.64 |
363.30 |
|