Trading Metrics calculated at close of trading on 03-Jan-1994 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1993 |
03-Jan-1994 |
Change |
Change % |
Previous Week |
Open |
395.38 |
398.14 |
2.76 |
0.7% |
390.32 |
High |
398.25 |
398.26 |
0.01 |
0.0% |
398.25 |
Low |
395.11 |
392.05 |
-3.06 |
-0.8% |
389.74 |
Close |
397.72 |
395.53 |
-2.19 |
-0.6% |
397.72 |
Range |
3.14 |
6.21 |
3.07 |
97.8% |
8.51 |
ATR |
4.52 |
4.64 |
0.12 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413.91 |
410.93 |
398.95 |
|
R3 |
407.70 |
404.72 |
397.24 |
|
R2 |
401.49 |
401.49 |
396.67 |
|
R1 |
398.51 |
398.51 |
396.10 |
396.90 |
PP |
395.28 |
395.28 |
395.28 |
394.47 |
S1 |
392.30 |
392.30 |
394.96 |
390.69 |
S2 |
389.07 |
389.07 |
394.39 |
|
S3 |
382.86 |
386.09 |
393.82 |
|
S4 |
376.65 |
379.88 |
392.11 |
|
|
Weekly Pivots for week ending 31-Dec-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420.77 |
417.75 |
402.40 |
|
R3 |
412.26 |
409.24 |
400.06 |
|
R2 |
403.75 |
403.75 |
399.28 |
|
R1 |
400.73 |
400.73 |
398.50 |
402.24 |
PP |
395.24 |
395.24 |
395.24 |
395.99 |
S1 |
392.22 |
392.22 |
396.94 |
393.73 |
S2 |
386.73 |
386.73 |
396.16 |
|
S3 |
378.22 |
383.71 |
395.38 |
|
S4 |
369.71 |
375.20 |
393.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398.26 |
389.74 |
8.52 |
2.2% |
3.65 |
0.9% |
68% |
True |
False |
|
10 |
398.26 |
384.82 |
13.44 |
3.4% |
3.58 |
0.9% |
80% |
True |
False |
|
20 |
401.81 |
381.84 |
19.97 |
5.0% |
4.39 |
1.1% |
69% |
False |
False |
|
40 |
401.81 |
371.82 |
29.99 |
7.6% |
5.59 |
1.4% |
79% |
False |
False |
|
60 |
401.81 |
371.82 |
29.99 |
7.6% |
5.52 |
1.4% |
79% |
False |
False |
|
80 |
401.81 |
358.02 |
43.79 |
11.1% |
5.47 |
1.4% |
86% |
False |
False |
|
100 |
401.81 |
356.93 |
44.88 |
11.3% |
5.31 |
1.3% |
86% |
False |
False |
|
120 |
401.81 |
346.63 |
55.18 |
14.0% |
5.28 |
1.3% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
424.65 |
2.618 |
414.52 |
1.618 |
408.31 |
1.000 |
404.47 |
0.618 |
402.10 |
HIGH |
398.26 |
0.618 |
395.89 |
0.500 |
395.16 |
0.382 |
394.42 |
LOW |
392.05 |
0.618 |
388.21 |
1.000 |
385.84 |
1.618 |
382.00 |
2.618 |
375.79 |
4.250 |
365.66 |
|
|
Fisher Pivots for day following 03-Jan-1994 |
Pivot |
1 day |
3 day |
R1 |
395.41 |
395.41 |
PP |
395.28 |
395.28 |
S1 |
395.16 |
395.16 |
|