Trading Metrics calculated at close of trading on 11-Jun-1993 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1993 |
11-Jun-1993 |
Change |
Change % |
Previous Week |
Open |
445.78 |
445.38 |
-0.40 |
-0.1% |
450.07 |
High |
446.22 |
448.19 |
1.97 |
0.4% |
450.75 |
Low |
444.09 |
445.38 |
1.29 |
0.3% |
444.09 |
Close |
445.38 |
447.26 |
1.88 |
0.4% |
447.26 |
Range |
2.13 |
2.81 |
0.68 |
31.9% |
6.66 |
ATR |
3.48 |
3.44 |
-0.05 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455.37 |
454.13 |
448.81 |
|
R3 |
452.56 |
451.32 |
448.03 |
|
R2 |
449.75 |
449.75 |
447.78 |
|
R1 |
448.51 |
448.51 |
447.52 |
449.13 |
PP |
446.94 |
446.94 |
446.94 |
447.26 |
S1 |
445.70 |
445.70 |
447.00 |
446.32 |
S2 |
444.13 |
444.13 |
446.74 |
|
S3 |
441.32 |
442.89 |
446.49 |
|
S4 |
438.51 |
440.08 |
445.71 |
|
|
Weekly Pivots for week ending 11-Jun-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467.35 |
463.96 |
450.92 |
|
R3 |
460.69 |
457.30 |
449.09 |
|
R2 |
454.03 |
454.03 |
448.48 |
|
R1 |
450.64 |
450.64 |
447.87 |
449.01 |
PP |
447.37 |
447.37 |
447.37 |
446.55 |
S1 |
443.98 |
443.98 |
446.65 |
442.35 |
S2 |
440.71 |
440.71 |
446.04 |
|
S3 |
434.05 |
437.32 |
445.43 |
|
S4 |
427.39 |
430.66 |
443.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
450.75 |
444.09 |
6.66 |
1.5% |
2.89 |
0.6% |
48% |
False |
False |
|
10 |
455.63 |
444.09 |
11.54 |
2.6% |
3.27 |
0.7% |
27% |
False |
False |
|
20 |
455.63 |
436.86 |
18.77 |
4.2% |
3.64 |
0.8% |
55% |
False |
False |
|
40 |
455.63 |
432.30 |
23.33 |
5.2% |
3.56 |
0.8% |
64% |
False |
False |
|
60 |
455.63 |
432.30 |
23.33 |
5.2% |
3.63 |
0.8% |
64% |
False |
False |
|
80 |
456.76 |
428.25 |
28.51 |
6.4% |
3.73 |
0.8% |
67% |
False |
False |
|
100 |
456.76 |
428.25 |
28.51 |
6.4% |
3.66 |
0.8% |
67% |
False |
False |
|
120 |
456.76 |
426.88 |
29.88 |
6.7% |
3.53 |
0.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
460.13 |
2.618 |
455.55 |
1.618 |
452.74 |
1.000 |
451.00 |
0.618 |
449.93 |
HIGH |
448.19 |
0.618 |
447.12 |
0.500 |
446.79 |
0.382 |
446.45 |
LOW |
445.38 |
0.618 |
443.64 |
1.000 |
442.57 |
1.618 |
440.83 |
2.618 |
438.02 |
4.250 |
433.44 |
|
|
Fisher Pivots for day following 11-Jun-1993 |
Pivot |
1 day |
3 day |
R1 |
447.10 |
446.89 |
PP |
446.94 |
446.51 |
S1 |
446.79 |
446.14 |
|