| Trading Metrics calculated at close of trading on 19-Jul-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-1995 |
19-Jul-1995 |
Change |
Change % |
Previous Week |
| Open |
595.19 |
562.34 |
-32.85 |
-5.5% |
553.86 |
| High |
597.12 |
562.48 |
-34.64 |
-5.8% |
591.18 |
| Low |
578.09 |
530.40 |
-47.69 |
-8.2% |
553.28 |
| Close |
582.11 |
542.21 |
-39.90 |
-6.9% |
583.25 |
| Range |
19.03 |
32.08 |
13.05 |
68.6% |
37.90 |
| ATR |
10.65 |
13.59 |
2.93 |
27.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.27 |
623.82 |
559.85 |
|
| R3 |
609.19 |
591.74 |
551.03 |
|
| R2 |
577.11 |
577.11 |
548.09 |
|
| R1 |
559.66 |
559.66 |
545.15 |
552.35 |
| PP |
545.03 |
545.03 |
545.03 |
541.37 |
| S1 |
527.58 |
527.58 |
539.27 |
520.27 |
| S2 |
512.95 |
512.95 |
536.33 |
|
| S3 |
480.87 |
495.50 |
533.39 |
|
| S4 |
448.79 |
463.42 |
524.57 |
|
|
| 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 |
530.40 |
69.61 |
12.8% |
18.21 |
3.4% |
17% |
False |
True |
|
| 10 |
600.01 |
530.40 |
69.61 |
12.8% |
14.13 |
2.6% |
17% |
False |
True |
|
| 20 |
600.01 |
522.09 |
77.92 |
14.4% |
11.28 |
2.1% |
26% |
False |
False |
|
| 40 |
600.01 |
474.40 |
125.61 |
23.2% |
9.80 |
1.8% |
54% |
False |
False |
|
| 60 |
600.01 |
456.16 |
143.85 |
26.5% |
8.95 |
1.7% |
60% |
False |
False |
|
| 80 |
600.01 |
438.38 |
161.63 |
29.8% |
8.48 |
1.6% |
64% |
False |
False |
|
| 100 |
600.01 |
424.22 |
175.79 |
32.4% |
7.82 |
1.4% |
67% |
False |
False |
|
| 120 |
600.01 |
401.08 |
198.93 |
36.7% |
7.32 |
1.4% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698.82 |
|
2.618 |
646.47 |
|
1.618 |
614.39 |
|
1.000 |
594.56 |
|
0.618 |
582.31 |
|
HIGH |
562.48 |
|
0.618 |
550.23 |
|
0.500 |
546.44 |
|
0.382 |
542.65 |
|
LOW |
530.40 |
|
0.618 |
510.57 |
|
1.000 |
498.32 |
|
1.618 |
478.49 |
|
2.618 |
446.41 |
|
4.250 |
394.06 |
|
|
| Fisher Pivots for day following 19-Jul-1995 |
| Pivot |
1 day |
3 day |
| R1 |
546.44 |
565.21 |
| PP |
545.03 |
557.54 |
| S1 |
543.62 |
549.88 |
|