Trading Metrics calculated at close of trading on 28-Jun-1995 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-1995 |
28-Jun-1995 |
Change |
Change % |
Previous Week |
Open |
536.49 |
527.84 |
-8.65 |
-1.6% |
517.55 |
High |
540.48 |
533.37 |
-7.11 |
-1.3% |
546.57 |
Low |
526.88 |
522.09 |
-4.79 |
-0.9% |
517.55 |
Close |
527.84 |
530.65 |
2.81 |
0.5% |
544.66 |
Range |
13.60 |
11.28 |
-2.32 |
-17.1% |
29.02 |
ATR |
8.47 |
8.67 |
0.20 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
562.54 |
557.88 |
536.85 |
|
R3 |
551.26 |
546.60 |
533.75 |
|
R2 |
539.98 |
539.98 |
532.72 |
|
R1 |
535.32 |
535.32 |
531.68 |
537.65 |
PP |
528.70 |
528.70 |
528.70 |
529.87 |
S1 |
524.04 |
524.04 |
529.62 |
526.37 |
S2 |
517.42 |
517.42 |
528.58 |
|
S3 |
506.14 |
512.76 |
527.55 |
|
S4 |
494.86 |
501.48 |
524.45 |
|
|
Weekly Pivots for week ending 23-Jun-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623.32 |
613.01 |
560.62 |
|
R3 |
594.30 |
583.99 |
552.64 |
|
R2 |
565.28 |
565.28 |
549.98 |
|
R1 |
554.97 |
554.97 |
547.32 |
560.13 |
PP |
536.26 |
536.26 |
536.26 |
538.84 |
S1 |
525.95 |
525.95 |
542.00 |
531.11 |
S2 |
507.24 |
507.24 |
539.34 |
|
S3 |
478.22 |
496.93 |
536.68 |
|
S4 |
449.20 |
467.91 |
528.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
546.57 |
522.09 |
24.48 |
4.6% |
10.12 |
1.9% |
35% |
False |
True |
|
10 |
546.57 |
506.09 |
40.48 |
7.6% |
9.62 |
1.8% |
61% |
False |
False |
|
20 |
546.57 |
486.07 |
60.50 |
11.4% |
8.13 |
1.5% |
74% |
False |
False |
|
40 |
546.57 |
465.38 |
81.19 |
15.3% |
8.43 |
1.6% |
80% |
False |
False |
|
60 |
546.57 |
438.38 |
108.19 |
20.4% |
7.73 |
1.5% |
85% |
False |
False |
|
80 |
546.57 |
431.32 |
115.25 |
21.7% |
7.25 |
1.4% |
86% |
False |
False |
|
100 |
546.57 |
416.14 |
130.43 |
24.6% |
6.80 |
1.3% |
88% |
False |
False |
|
120 |
546.57 |
400.91 |
145.66 |
27.4% |
6.54 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
581.31 |
2.618 |
562.90 |
1.618 |
551.62 |
1.000 |
544.65 |
0.618 |
540.34 |
HIGH |
533.37 |
0.618 |
529.06 |
0.500 |
527.73 |
0.382 |
526.40 |
LOW |
522.09 |
0.618 |
515.12 |
1.000 |
510.81 |
1.618 |
503.84 |
2.618 |
492.56 |
4.250 |
474.15 |
|
|
Fisher Pivots for day following 28-Jun-1995 |
Pivot |
1 day |
3 day |
R1 |
529.68 |
534.23 |
PP |
528.70 |
533.03 |
S1 |
527.73 |
531.84 |
|