| Trading Metrics calculated at close of trading on 07-Sep-1994 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-1994 |
07-Sep-1994 |
Change |
Change % |
Previous Week |
| Open |
391.41 |
393.69 |
2.28 |
0.6% |
399.26 |
| High |
393.80 |
398.71 |
4.91 |
1.2% |
402.87 |
| Low |
390.80 |
393.41 |
2.61 |
0.7% |
390.38 |
| Close |
393.69 |
397.05 |
3.36 |
0.9% |
391.41 |
| Range |
3.00 |
5.30 |
2.30 |
76.7% |
12.49 |
| ATR |
5.05 |
5.07 |
0.02 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
412.29 |
409.97 |
399.97 |
|
| R3 |
406.99 |
404.67 |
398.51 |
|
| R2 |
401.69 |
401.69 |
398.02 |
|
| R1 |
399.37 |
399.37 |
397.54 |
400.53 |
| PP |
396.39 |
396.39 |
396.39 |
396.97 |
| S1 |
394.07 |
394.07 |
396.56 |
395.23 |
| S2 |
391.09 |
391.09 |
396.08 |
|
| S3 |
385.79 |
388.77 |
395.59 |
|
| S4 |
380.49 |
383.47 |
394.14 |
|
|
| Weekly Pivots for week ending 02-Sep-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432.36 |
424.37 |
398.28 |
|
| R3 |
419.87 |
411.88 |
394.84 |
|
| R2 |
407.38 |
407.38 |
393.70 |
|
| R1 |
399.39 |
399.39 |
392.55 |
397.14 |
| PP |
394.89 |
394.89 |
394.89 |
393.76 |
| S1 |
386.90 |
386.90 |
390.27 |
384.65 |
| S2 |
382.40 |
382.40 |
389.12 |
|
| S3 |
369.91 |
374.41 |
387.98 |
|
| S4 |
357.42 |
361.92 |
384.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402.87 |
390.38 |
12.49 |
3.1% |
4.97 |
1.3% |
53% |
False |
False |
|
| 10 |
402.87 |
386.02 |
16.85 |
4.2% |
5.31 |
1.3% |
65% |
False |
False |
|
| 20 |
402.87 |
370.45 |
32.42 |
8.2% |
5.19 |
1.3% |
82% |
False |
False |
|
| 40 |
402.87 |
357.93 |
44.94 |
11.3% |
4.77 |
1.2% |
87% |
False |
False |
|
| 60 |
402.87 |
350.03 |
52.84 |
13.3% |
5.28 |
1.3% |
89% |
False |
False |
|
| 80 |
402.87 |
350.03 |
52.84 |
13.3% |
5.58 |
1.4% |
89% |
False |
False |
|
| 100 |
402.87 |
350.03 |
52.84 |
13.3% |
5.73 |
1.4% |
89% |
False |
False |
|
| 120 |
418.99 |
350.03 |
68.96 |
17.4% |
6.16 |
1.6% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
421.24 |
|
2.618 |
412.59 |
|
1.618 |
407.29 |
|
1.000 |
404.01 |
|
0.618 |
401.99 |
|
HIGH |
398.71 |
|
0.618 |
396.69 |
|
0.500 |
396.06 |
|
0.382 |
395.43 |
|
LOW |
393.41 |
|
0.618 |
390.13 |
|
1.000 |
388.11 |
|
1.618 |
384.83 |
|
2.618 |
379.53 |
|
4.250 |
370.89 |
|
|
| Fisher Pivots for day following 07-Sep-1994 |
| Pivot |
1 day |
3 day |
| R1 |
396.72 |
396.22 |
| PP |
396.39 |
395.38 |
| S1 |
396.06 |
394.55 |
|