| Trading Metrics calculated at close of trading on 27-Jul-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-1994 |
27-Jul-1994 |
Change |
Change % |
Previous Week |
| Open |
366.11 |
364.01 |
-2.10 |
-0.6% |
368.35 |
| High |
366.19 |
364.95 |
-1.24 |
-0.3% |
368.73 |
| Low |
363.01 |
361.59 |
-1.42 |
-0.4% |
357.93 |
| Close |
364.01 |
361.81 |
-2.20 |
-0.6% |
365.06 |
| Range |
3.18 |
3.36 |
0.18 |
5.7% |
10.80 |
| ATR |
5.23 |
5.09 |
-0.13 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
372.86 |
370.70 |
363.66 |
|
| R3 |
369.50 |
367.34 |
362.73 |
|
| R2 |
366.14 |
366.14 |
362.43 |
|
| R1 |
363.98 |
363.98 |
362.12 |
363.38 |
| PP |
362.78 |
362.78 |
362.78 |
362.49 |
| S1 |
360.62 |
360.62 |
361.50 |
360.02 |
| S2 |
359.42 |
359.42 |
361.19 |
|
| S3 |
356.06 |
357.26 |
360.89 |
|
| S4 |
352.70 |
353.90 |
359.96 |
|
|
| Weekly Pivots for week ending 22-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.31 |
391.48 |
371.00 |
|
| R3 |
385.51 |
380.68 |
368.03 |
|
| R2 |
374.71 |
374.71 |
367.04 |
|
| R1 |
369.88 |
369.88 |
366.05 |
366.90 |
| PP |
363.91 |
363.91 |
363.91 |
362.41 |
| S1 |
359.08 |
359.08 |
364.07 |
356.10 |
| S2 |
353.11 |
353.11 |
363.08 |
|
| S3 |
342.31 |
348.28 |
362.09 |
|
| S4 |
331.51 |
337.48 |
359.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
366.19 |
357.93 |
8.26 |
2.3% |
3.52 |
1.0% |
47% |
False |
False |
|
| 10 |
373.29 |
357.93 |
15.36 |
4.2% |
3.93 |
1.1% |
25% |
False |
False |
|
| 20 |
373.29 |
352.74 |
20.55 |
5.7% |
4.89 |
1.4% |
44% |
False |
False |
|
| 40 |
385.16 |
350.03 |
35.13 |
9.7% |
5.91 |
1.6% |
34% |
False |
False |
|
| 60 |
385.16 |
350.03 |
35.13 |
9.7% |
5.92 |
1.6% |
34% |
False |
False |
|
| 80 |
391.94 |
350.03 |
41.91 |
11.6% |
6.42 |
1.8% |
28% |
False |
False |
|
| 100 |
418.99 |
350.03 |
68.96 |
19.1% |
6.37 |
1.8% |
17% |
False |
False |
|
| 120 |
418.99 |
350.03 |
68.96 |
19.1% |
6.31 |
1.7% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
379.23 |
|
2.618 |
373.75 |
|
1.618 |
370.39 |
|
1.000 |
368.31 |
|
0.618 |
367.03 |
|
HIGH |
364.95 |
|
0.618 |
363.67 |
|
0.500 |
363.27 |
|
0.382 |
362.87 |
|
LOW |
361.59 |
|
0.618 |
359.51 |
|
1.000 |
358.23 |
|
1.618 |
356.15 |
|
2.618 |
352.79 |
|
4.250 |
347.31 |
|
|
| Fisher Pivots for day following 27-Jul-1994 |
| Pivot |
1 day |
3 day |
| R1 |
363.27 |
363.89 |
| PP |
362.78 |
363.20 |
| S1 |
362.30 |
362.50 |
|