| Trading Metrics calculated at close of trading on 06-Jul-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-1995 |
06-Jul-1995 |
Change |
Change % |
Previous Week |
| Open |
538.97 |
538.97 |
0.00 |
0.0% |
544.66 |
| High |
546.38 |
546.38 |
0.00 |
0.0% |
546.36 |
| Low |
538.97 |
538.97 |
0.00 |
0.0% |
522.09 |
| Close |
543.39 |
543.39 |
0.00 |
0.0% |
538.03 |
| Range |
7.41 |
7.41 |
0.00 |
0.0% |
24.27 |
| ATR |
7.99 |
7.95 |
-0.04 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565.14 |
561.68 |
547.47 |
|
| R3 |
557.73 |
554.27 |
545.43 |
|
| R2 |
550.32 |
550.32 |
544.75 |
|
| R1 |
546.86 |
546.86 |
544.07 |
548.59 |
| PP |
542.91 |
542.91 |
542.91 |
543.78 |
| S1 |
539.45 |
539.45 |
542.71 |
541.18 |
| S2 |
535.50 |
535.50 |
542.03 |
|
| S3 |
528.09 |
532.04 |
541.35 |
|
| S4 |
520.68 |
524.63 |
539.31 |
|
|
| Weekly Pivots for week ending 30-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608.30 |
597.44 |
551.38 |
|
| R3 |
584.03 |
573.17 |
544.70 |
|
| R2 |
559.76 |
559.76 |
542.48 |
|
| R1 |
548.90 |
548.90 |
540.25 |
542.20 |
| PP |
535.49 |
535.49 |
535.49 |
532.14 |
| S1 |
524.63 |
524.63 |
535.81 |
517.93 |
| S2 |
511.22 |
511.22 |
533.58 |
|
| S3 |
486.95 |
500.36 |
531.36 |
|
| S4 |
462.68 |
476.09 |
524.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
546.38 |
529.85 |
16.53 |
3.0% |
6.30 |
1.2% |
82% |
True |
False |
|
| 10 |
546.57 |
522.09 |
24.48 |
4.5% |
8.21 |
1.5% |
87% |
False |
False |
|
| 20 |
546.57 |
495.57 |
51.00 |
9.4% |
7.66 |
1.4% |
94% |
False |
False |
|
| 40 |
546.57 |
470.72 |
75.85 |
14.0% |
8.11 |
1.5% |
96% |
False |
False |
|
| 60 |
546.57 |
442.86 |
103.71 |
19.1% |
7.70 |
1.4% |
97% |
False |
False |
|
| 80 |
546.57 |
438.38 |
108.19 |
19.9% |
7.31 |
1.3% |
97% |
False |
False |
|
| 100 |
546.57 |
423.29 |
123.28 |
22.7% |
6.89 |
1.3% |
97% |
False |
False |
|
| 120 |
546.57 |
401.08 |
145.49 |
26.8% |
6.60 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577.87 |
|
2.618 |
565.78 |
|
1.618 |
558.37 |
|
1.000 |
553.79 |
|
0.618 |
550.96 |
|
HIGH |
546.38 |
|
0.618 |
543.55 |
|
0.500 |
542.68 |
|
0.382 |
541.80 |
|
LOW |
538.97 |
|
0.618 |
534.39 |
|
1.000 |
531.56 |
|
1.618 |
526.98 |
|
2.618 |
519.57 |
|
4.250 |
507.48 |
|
|
| Fisher Pivots for day following 06-Jul-1995 |
| Pivot |
1 day |
3 day |
| R1 |
543.15 |
542.78 |
| PP |
542.91 |
542.17 |
| S1 |
542.68 |
541.56 |
|