| Trading Metrics calculated at close of trading on 18-Jul-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-1995 |
18-Jul-1995 |
Change |
Change % |
Previous Week |
| Open |
589.85 |
595.19 |
5.34 |
0.9% |
553.86 |
| High |
600.01 |
597.12 |
-2.89 |
-0.5% |
591.18 |
| Low |
589.85 |
578.09 |
-11.76 |
-2.0% |
553.28 |
| Close |
596.91 |
582.11 |
-14.80 |
-2.5% |
583.25 |
| Range |
10.16 |
19.03 |
8.87 |
87.3% |
37.90 |
| ATR |
10.01 |
10.65 |
0.64 |
6.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642.86 |
631.52 |
592.58 |
|
| R3 |
623.83 |
612.49 |
587.34 |
|
| R2 |
604.80 |
604.80 |
585.60 |
|
| R1 |
593.46 |
593.46 |
583.85 |
589.62 |
| PP |
585.77 |
585.77 |
585.77 |
583.85 |
| S1 |
574.43 |
574.43 |
580.37 |
570.59 |
| S2 |
566.74 |
566.74 |
578.62 |
|
| S3 |
547.71 |
555.40 |
576.88 |
|
| S4 |
528.68 |
536.37 |
571.64 |
|
|
| Weekly Pivots for week ending 14-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689.60 |
674.33 |
604.10 |
|
| R3 |
651.70 |
636.43 |
593.67 |
|
| R2 |
613.80 |
613.80 |
590.20 |
|
| R1 |
598.53 |
598.53 |
586.72 |
606.17 |
| PP |
575.90 |
575.90 |
575.90 |
579.72 |
| S1 |
560.63 |
560.63 |
579.78 |
568.27 |
| S2 |
538.00 |
538.00 |
576.30 |
|
| S3 |
500.10 |
522.73 |
572.83 |
|
| S4 |
462.20 |
484.83 |
562.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
600.01 |
563.93 |
36.08 |
6.2% |
13.72 |
2.4% |
50% |
False |
False |
|
| 10 |
600.01 |
538.97 |
61.04 |
10.5% |
11.66 |
2.0% |
71% |
False |
False |
|
| 20 |
600.01 |
522.09 |
77.92 |
13.4% |
10.13 |
1.7% |
77% |
False |
False |
|
| 40 |
600.01 |
474.40 |
125.61 |
21.6% |
9.15 |
1.6% |
86% |
False |
False |
|
| 60 |
600.01 |
448.93 |
151.08 |
26.0% |
8.55 |
1.5% |
88% |
False |
False |
|
| 80 |
600.01 |
438.38 |
161.63 |
27.8% |
8.17 |
1.4% |
89% |
False |
False |
|
| 100 |
600.01 |
424.22 |
175.79 |
30.2% |
7.54 |
1.3% |
90% |
False |
False |
|
| 120 |
600.01 |
401.08 |
198.93 |
34.2% |
7.10 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
678.00 |
|
2.618 |
646.94 |
|
1.618 |
627.91 |
|
1.000 |
616.15 |
|
0.618 |
608.88 |
|
HIGH |
597.12 |
|
0.618 |
589.85 |
|
0.500 |
587.61 |
|
0.382 |
585.36 |
|
LOW |
578.09 |
|
0.618 |
566.33 |
|
1.000 |
559.06 |
|
1.618 |
547.30 |
|
2.618 |
528.27 |
|
4.250 |
497.21 |
|
|
| Fisher Pivots for day following 18-Jul-1995 |
| Pivot |
1 day |
3 day |
| R1 |
587.61 |
588.73 |
| PP |
585.77 |
586.52 |
| S1 |
583.94 |
584.32 |
|