Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
205.29 |
205.26 |
-0.03 |
0.0% |
210.78 |
High |
205.50 |
207.18 |
1.68 |
0.8% |
212.06 |
Low |
204.40 |
205.20 |
0.80 |
0.4% |
207.10 |
Close |
204.50 |
207.10 |
2.60 |
1.3% |
207.50 |
Range |
1.10 |
1.98 |
0.88 |
80.0% |
4.96 |
ATR |
1.92 |
1.97 |
0.05 |
2.8% |
0.00 |
Volume |
110,145,703 |
93,993,500 |
-16,152,203 |
-14.7% |
577,315,116 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
212.43 |
211.75 |
208.19 |
|
R3 |
210.45 |
209.77 |
207.64 |
|
R2 |
208.47 |
208.47 |
207.46 |
|
R1 |
207.79 |
207.79 |
207.28 |
208.13 |
PP |
206.49 |
206.49 |
206.49 |
206.67 |
S1 |
205.81 |
205.81 |
206.92 |
206.15 |
S2 |
204.51 |
204.51 |
206.74 |
|
S3 |
202.53 |
203.83 |
206.56 |
|
S4 |
200.55 |
201.85 |
206.01 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
223.77 |
220.59 |
210.23 |
|
R3 |
218.81 |
215.63 |
208.86 |
|
R2 |
213.85 |
213.85 |
208.41 |
|
R1 |
210.67 |
210.67 |
207.95 |
209.78 |
PP |
208.89 |
208.89 |
208.89 |
208.44 |
S1 |
205.71 |
205.71 |
207.05 |
204.82 |
S2 |
203.93 |
203.93 |
206.59 |
|
S3 |
198.97 |
200.75 |
206.14 |
|
S4 |
194.01 |
195.79 |
204.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
209.94 |
204.40 |
5.54 |
2.7% |
1.81 |
0.9% |
49% |
False |
False |
127,841,423 |
10 |
212.06 |
204.40 |
7.66 |
3.7% |
1.57 |
0.8% |
35% |
False |
False |
113,647,023 |
20 |
212.24 |
204.40 |
7.84 |
3.8% |
1.44 |
0.7% |
34% |
False |
False |
100,515,451 |
40 |
212.24 |
197.86 |
14.38 |
6.9% |
2.03 |
1.0% |
64% |
False |
False |
120,580,141 |
60 |
212.97 |
197.86 |
15.11 |
7.3% |
2.27 |
1.1% |
61% |
False |
False |
132,889,522 |
80 |
212.97 |
197.86 |
15.11 |
7.3% |
2.08 |
1.0% |
61% |
False |
False |
124,470,270 |
100 |
212.97 |
187.62 |
25.35 |
12.2% |
2.00 |
1.0% |
77% |
False |
False |
122,460,891 |
120 |
212.97 |
181.92 |
31.05 |
15.0% |
2.13 |
1.0% |
81% |
False |
False |
130,154,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
215.60 |
2.618 |
212.36 |
1.618 |
210.38 |
1.000 |
209.16 |
0.618 |
208.40 |
HIGH |
207.18 |
0.618 |
206.42 |
0.500 |
206.19 |
0.382 |
205.96 |
LOW |
205.20 |
0.618 |
203.98 |
1.000 |
203.22 |
1.618 |
202.00 |
2.618 |
200.02 |
4.250 |
196.79 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
206.80 |
206.66 |
PP |
206.49 |
206.23 |
S1 |
206.19 |
205.79 |
|