| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
206.98 |
207.26 |
0.28 |
0.1% |
210.42 |
| High |
208.61 |
208.10 |
-0.51 |
-0.2% |
211.11 |
| Low |
206.96 |
206.36 |
-0.60 |
-0.3% |
204.12 |
| Close |
208.25 |
206.43 |
-1.82 |
-0.9% |
205.74 |
| Range |
1.65 |
1.74 |
0.09 |
5.5% |
6.99 |
| ATR |
2.15 |
2.13 |
-0.02 |
-0.9% |
0.00 |
| Volume |
96,180,305 |
126,768,703 |
30,588,398 |
31.8% |
581,117,484 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
212.18 |
211.05 |
207.39 |
|
| R3 |
210.44 |
209.31 |
206.91 |
|
| R2 |
208.70 |
208.70 |
206.75 |
|
| R1 |
207.57 |
207.57 |
206.59 |
207.27 |
| PP |
206.96 |
206.96 |
206.96 |
206.81 |
| S1 |
205.83 |
205.83 |
206.27 |
205.53 |
| S2 |
205.22 |
205.22 |
206.11 |
|
| S3 |
203.48 |
204.09 |
205.95 |
|
| S4 |
201.74 |
202.35 |
205.47 |
|
|
| 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 |
209.35 |
204.12 |
5.23 |
2.5% |
2.07 |
1.0% |
44% |
False |
False |
130,895,340 |
| 10 |
211.27 |
204.12 |
7.15 |
3.5% |
2.07 |
1.0% |
32% |
False |
False |
132,850,732 |
| 20 |
211.27 |
204.12 |
7.15 |
3.5% |
1.99 |
1.0% |
32% |
False |
False |
127,605,246 |
| 40 |
212.24 |
202.55 |
9.69 |
4.7% |
1.77 |
0.9% |
40% |
False |
False |
112,211,308 |
| 60 |
212.24 |
197.86 |
14.38 |
7.0% |
2.18 |
1.1% |
60% |
False |
False |
128,559,971 |
| 80 |
212.97 |
197.86 |
15.11 |
7.3% |
2.25 |
1.1% |
57% |
False |
False |
132,902,605 |
| 100 |
212.97 |
197.86 |
15.11 |
7.3% |
2.03 |
1.0% |
57% |
False |
False |
122,637,829 |
| 120 |
212.97 |
181.92 |
31.05 |
15.0% |
2.14 |
1.0% |
79% |
False |
False |
130,704,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
215.50 |
|
2.618 |
212.66 |
|
1.618 |
210.92 |
|
1.000 |
209.84 |
|
0.618 |
209.18 |
|
HIGH |
208.10 |
|
0.618 |
207.44 |
|
0.500 |
207.23 |
|
0.382 |
207.02 |
|
LOW |
206.36 |
|
0.618 |
205.28 |
|
1.000 |
204.62 |
|
1.618 |
203.54 |
|
2.618 |
201.80 |
|
4.250 |
198.97 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
207.23 |
206.76 |
| PP |
206.96 |
206.65 |
| S1 |
206.70 |
206.54 |
|