| Trading Metrics calculated at close of trading on 28-Jul-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-1994 |
28-Jul-1994 |
Change |
Change % |
Previous Week |
| Open |
364.01 |
361.81 |
-2.20 |
-0.6% |
368.35 |
| High |
364.95 |
364.18 |
-0.77 |
-0.2% |
368.73 |
| Low |
361.59 |
361.34 |
-0.25 |
-0.1% |
357.93 |
| Close |
361.81 |
362.14 |
0.33 |
0.1% |
365.06 |
| Range |
3.36 |
2.84 |
-0.52 |
-15.5% |
10.80 |
| ATR |
5.09 |
4.93 |
-0.16 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
371.07 |
369.45 |
363.70 |
|
| R3 |
368.23 |
366.61 |
362.92 |
|
| R2 |
365.39 |
365.39 |
362.66 |
|
| R1 |
363.77 |
363.77 |
362.40 |
364.58 |
| PP |
362.55 |
362.55 |
362.55 |
362.96 |
| S1 |
360.93 |
360.93 |
361.88 |
361.74 |
| S2 |
359.71 |
359.71 |
361.62 |
|
| S3 |
356.87 |
358.09 |
361.36 |
|
| S4 |
354.03 |
355.25 |
360.58 |
|
|
| 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 |
361.19 |
5.00 |
1.4% |
3.21 |
0.9% |
19% |
False |
False |
|
| 10 |
368.73 |
357.93 |
10.80 |
3.0% |
3.56 |
1.0% |
39% |
False |
False |
|
| 20 |
373.29 |
352.74 |
20.55 |
5.7% |
4.74 |
1.3% |
46% |
False |
False |
|
| 40 |
385.16 |
350.03 |
35.13 |
9.7% |
5.83 |
1.6% |
34% |
False |
False |
|
| 60 |
385.16 |
350.03 |
35.13 |
9.7% |
5.83 |
1.6% |
34% |
False |
False |
|
| 80 |
391.94 |
350.03 |
41.91 |
11.6% |
6.27 |
1.7% |
29% |
False |
False |
|
| 100 |
418.99 |
350.03 |
68.96 |
19.0% |
6.35 |
1.8% |
18% |
False |
False |
|
| 120 |
418.99 |
350.03 |
68.96 |
19.0% |
6.30 |
1.7% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
376.25 |
|
2.618 |
371.62 |
|
1.618 |
368.78 |
|
1.000 |
367.02 |
|
0.618 |
365.94 |
|
HIGH |
364.18 |
|
0.618 |
363.10 |
|
0.500 |
362.76 |
|
0.382 |
362.42 |
|
LOW |
361.34 |
|
0.618 |
359.58 |
|
1.000 |
358.50 |
|
1.618 |
356.74 |
|
2.618 |
353.90 |
|
4.250 |
349.27 |
|
|
| Fisher Pivots for day following 28-Jul-1994 |
| Pivot |
1 day |
3 day |
| R1 |
362.76 |
363.77 |
| PP |
362.55 |
363.22 |
| S1 |
362.35 |
362.68 |
|