Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
209.71 |
210.42 |
0.71 |
0.3% |
206.71 |
High |
211.02 |
211.11 |
0.09 |
0.0% |
211.27 |
Low |
209.49 |
210.00 |
0.51 |
0.2% |
205.86 |
Close |
210.41 |
210.00 |
-0.41 |
-0.2% |
210.41 |
Range |
1.53 |
1.11 |
-0.42 |
-27.5% |
5.41 |
ATR |
2.17 |
2.09 |
-0.08 |
-3.5% |
0.00 |
Volume |
177,715,016 |
71,784,492 |
-105,930,524 |
-59.6% |
755,050,429 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
213.70 |
212.96 |
210.61 |
|
R3 |
212.59 |
211.85 |
210.31 |
|
R2 |
211.48 |
211.48 |
210.20 |
|
R1 |
210.74 |
210.74 |
210.10 |
210.56 |
PP |
210.37 |
210.37 |
210.37 |
210.28 |
S1 |
209.63 |
209.63 |
209.90 |
209.45 |
S2 |
209.26 |
209.26 |
209.80 |
|
S3 |
208.15 |
208.52 |
209.69 |
|
S4 |
207.04 |
207.41 |
209.39 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
225.41 |
223.32 |
213.39 |
|
R3 |
220.00 |
217.91 |
211.90 |
|
R2 |
214.59 |
214.59 |
211.40 |
|
R1 |
212.50 |
212.50 |
210.91 |
213.55 |
PP |
209.18 |
209.18 |
209.18 |
209.70 |
S1 |
207.09 |
207.09 |
209.91 |
208.14 |
S2 |
203.77 |
203.77 |
209.42 |
|
S3 |
198.36 |
201.68 |
208.92 |
|
S4 |
192.95 |
196.27 |
207.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
211.27 |
206.62 |
4.65 |
2.2% |
2.03 |
1.0% |
73% |
False |
False |
138,147,143 |
10 |
211.27 |
204.40 |
6.87 |
3.3% |
2.13 |
1.0% |
82% |
False |
False |
135,050,612 |
20 |
212.24 |
204.40 |
7.84 |
3.7% |
1.77 |
0.8% |
71% |
False |
False |
117,197,382 |
40 |
212.24 |
197.86 |
14.38 |
6.8% |
1.95 |
0.9% |
84% |
False |
False |
117,129,018 |
60 |
212.24 |
197.86 |
14.38 |
6.8% |
2.12 |
1.0% |
84% |
False |
False |
124,776,509 |
80 |
212.97 |
197.86 |
15.11 |
7.2% |
2.18 |
1.0% |
80% |
False |
False |
129,331,497 |
100 |
212.97 |
196.73 |
16.24 |
7.7% |
2.01 |
1.0% |
82% |
False |
False |
122,281,034 |
120 |
212.97 |
181.92 |
31.05 |
14.8% |
2.15 |
1.0% |
90% |
False |
False |
131,607,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
215.83 |
2.618 |
214.02 |
1.618 |
212.91 |
1.000 |
212.22 |
0.618 |
211.80 |
HIGH |
211.11 |
0.618 |
210.69 |
0.500 |
210.56 |
0.382 |
210.42 |
LOW |
210.00 |
0.618 |
209.31 |
1.000 |
208.89 |
1.618 |
208.20 |
2.618 |
207.09 |
4.250 |
205.28 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
210.56 |
210.07 |
PP |
210.37 |
210.05 |
S1 |
210.19 |
210.02 |
|