| Trading Metrics calculated at close of trading on 31-Jul-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-1995 |
31-Jul-1995 |
Change |
Change % |
Previous Week |
| Open |
584.25 |
574.18 |
-10.07 |
-1.7% |
547.78 |
| High |
584.25 |
576.57 |
-7.68 |
-1.3% |
586.75 |
| Low |
573.40 |
564.33 |
-9.07 |
-1.6% |
547.78 |
| Close |
574.18 |
568.88 |
-5.30 |
-0.9% |
574.18 |
| Range |
10.85 |
12.24 |
1.39 |
12.8% |
38.97 |
| ATR |
12.56 |
12.54 |
-0.02 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606.65 |
600.00 |
575.61 |
|
| R3 |
594.41 |
587.76 |
572.25 |
|
| R2 |
582.17 |
582.17 |
571.12 |
|
| R1 |
575.52 |
575.52 |
570.00 |
572.73 |
| PP |
569.93 |
569.93 |
569.93 |
568.53 |
| S1 |
563.28 |
563.28 |
567.76 |
560.49 |
| S2 |
557.69 |
557.69 |
566.64 |
|
| S3 |
545.45 |
551.04 |
565.51 |
|
| S4 |
533.21 |
538.80 |
562.15 |
|
|
| Weekly Pivots for week ending 28-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686.48 |
669.30 |
595.61 |
|
| R3 |
647.51 |
630.33 |
584.90 |
|
| R2 |
608.54 |
608.54 |
581.32 |
|
| R1 |
591.36 |
591.36 |
577.75 |
599.95 |
| PP |
569.57 |
569.57 |
569.57 |
573.87 |
| S1 |
552.39 |
552.39 |
570.61 |
560.98 |
| S2 |
530.60 |
530.60 |
567.04 |
|
| S3 |
491.63 |
513.42 |
563.46 |
|
| S4 |
452.66 |
474.45 |
552.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
586.75 |
562.64 |
24.11 |
4.2% |
10.84 |
1.9% |
26% |
False |
False |
|
| 10 |
597.12 |
530.40 |
66.72 |
11.7% |
13.80 |
2.4% |
58% |
False |
False |
|
| 20 |
600.01 |
530.40 |
69.61 |
12.2% |
11.96 |
2.1% |
55% |
False |
False |
|
| 40 |
600.01 |
492.65 |
107.36 |
18.9% |
9.97 |
1.8% |
71% |
False |
False |
|
| 60 |
600.01 |
469.71 |
130.30 |
22.9% |
9.49 |
1.7% |
76% |
False |
False |
|
| 80 |
600.01 |
439.29 |
160.72 |
28.3% |
8.76 |
1.5% |
81% |
False |
False |
|
| 100 |
600.01 |
433.24 |
166.77 |
29.3% |
8.21 |
1.4% |
81% |
False |
False |
|
| 120 |
600.01 |
420.79 |
179.22 |
31.5% |
7.69 |
1.4% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
628.59 |
|
2.618 |
608.61 |
|
1.618 |
596.37 |
|
1.000 |
588.81 |
|
0.618 |
584.13 |
|
HIGH |
576.57 |
|
0.618 |
571.89 |
|
0.500 |
570.45 |
|
0.382 |
569.01 |
|
LOW |
564.33 |
|
0.618 |
556.77 |
|
1.000 |
552.09 |
|
1.618 |
544.53 |
|
2.618 |
532.29 |
|
4.250 |
512.31 |
|
|
| Fisher Pivots for day following 31-Jul-1995 |
| Pivot |
1 day |
3 day |
| R1 |
570.45 |
575.54 |
| PP |
569.93 |
573.32 |
| S1 |
569.40 |
571.10 |
|