Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
204.96 |
205.13 |
0.17 |
0.1% |
210.42 |
High |
206.37 |
205.95 |
-0.42 |
-0.2% |
211.11 |
Low |
204.12 |
204.90 |
0.78 |
0.4% |
204.12 |
Close |
205.27 |
205.74 |
0.47 |
0.2% |
205.74 |
Range |
2.25 |
1.05 |
-1.20 |
-53.3% |
6.99 |
ATR |
2.18 |
2.10 |
-0.08 |
-3.7% |
0.00 |
Volume |
153,067,203 |
118,938,898 |
-34,128,305 |
-22.3% |
581,117,484 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
208.68 |
208.26 |
206.32 |
|
R3 |
207.63 |
207.21 |
206.03 |
|
R2 |
206.58 |
206.58 |
205.93 |
|
R1 |
206.16 |
206.16 |
205.84 |
206.37 |
PP |
205.53 |
205.53 |
205.53 |
205.64 |
S1 |
205.11 |
205.11 |
205.64 |
205.32 |
S2 |
204.48 |
204.48 |
205.55 |
|
S3 |
203.43 |
204.06 |
205.45 |
|
S4 |
202.38 |
203.01 |
205.16 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
227.96 |
223.84 |
209.58 |
|
R3 |
220.97 |
216.85 |
207.66 |
|
R2 |
213.98 |
213.98 |
207.02 |
|
R1 |
209.86 |
209.86 |
206.38 |
208.43 |
PP |
206.99 |
206.99 |
206.99 |
206.27 |
S1 |
202.87 |
202.87 |
205.10 |
201.44 |
S2 |
200.00 |
200.00 |
204.46 |
|
S3 |
193.01 |
195.88 |
203.82 |
|
S4 |
186.02 |
188.89 |
201.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
211.11 |
204.12 |
6.99 |
3.4% |
1.94 |
0.9% |
23% |
False |
False |
116,223,496 |
10 |
211.27 |
204.12 |
7.15 |
3.5% |
2.16 |
1.0% |
23% |
False |
False |
133,616,791 |
20 |
212.06 |
204.12 |
7.94 |
3.9% |
1.98 |
1.0% |
20% |
False |
False |
126,348,656 |
40 |
212.24 |
197.86 |
14.38 |
7.0% |
1.86 |
0.9% |
55% |
False |
False |
115,658,491 |
60 |
212.24 |
197.86 |
14.38 |
7.0% |
2.22 |
1.1% |
55% |
False |
False |
129,040,814 |
80 |
212.97 |
197.86 |
15.11 |
7.3% |
2.24 |
1.1% |
52% |
False |
False |
131,908,980 |
100 |
212.97 |
197.86 |
15.11 |
7.3% |
2.02 |
1.0% |
52% |
False |
False |
122,279,107 |
120 |
212.97 |
181.92 |
31.05 |
15.1% |
2.15 |
1.0% |
77% |
False |
False |
130,952,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
210.41 |
2.618 |
208.70 |
1.618 |
207.65 |
1.000 |
207.00 |
0.618 |
206.60 |
HIGH |
205.95 |
0.618 |
205.55 |
0.500 |
205.43 |
0.382 |
205.30 |
LOW |
204.90 |
0.618 |
204.25 |
1.000 |
203.85 |
1.618 |
203.20 |
2.618 |
202.15 |
4.250 |
200.44 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
205.64 |
206.74 |
PP |
205.53 |
206.40 |
S1 |
205.43 |
206.07 |
|