Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
209.96 |
209.71 |
-0.25 |
-0.1% |
206.71 |
High |
210.47 |
211.02 |
0.55 |
0.3% |
211.27 |
Low |
209.03 |
209.49 |
0.46 |
0.2% |
205.86 |
Close |
209.50 |
210.41 |
0.91 |
0.4% |
210.41 |
Range |
1.44 |
1.53 |
0.09 |
6.3% |
5.41 |
ATR |
2.21 |
2.17 |
-0.05 |
-2.2% |
0.00 |
Volume |
117,917,203 |
177,715,016 |
59,797,813 |
50.7% |
755,050,429 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.90 |
214.18 |
211.25 |
|
R3 |
213.37 |
212.65 |
210.83 |
|
R2 |
211.84 |
211.84 |
210.69 |
|
R1 |
211.12 |
211.12 |
210.55 |
211.48 |
PP |
210.31 |
210.31 |
210.31 |
210.49 |
S1 |
209.59 |
209.59 |
210.27 |
209.95 |
S2 |
208.78 |
208.78 |
210.13 |
|
S3 |
207.25 |
208.06 |
209.99 |
|
S4 |
205.72 |
206.53 |
209.57 |
|
|
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 |
205.86 |
5.41 |
2.6% |
2.38 |
1.1% |
84% |
False |
False |
151,010,085 |
10 |
211.27 |
204.40 |
6.87 |
3.3% |
2.14 |
1.0% |
87% |
False |
False |
136,854,053 |
20 |
212.24 |
204.40 |
7.84 |
3.7% |
1.75 |
0.8% |
77% |
False |
False |
117,328,707 |
40 |
212.24 |
197.86 |
14.38 |
6.8% |
1.96 |
0.9% |
87% |
False |
False |
118,272,323 |
60 |
212.24 |
197.86 |
14.38 |
6.8% |
2.12 |
1.0% |
87% |
False |
False |
125,616,233 |
80 |
212.97 |
197.86 |
15.11 |
7.2% |
2.17 |
1.0% |
83% |
False |
False |
129,257,699 |
100 |
212.97 |
195.03 |
17.94 |
8.5% |
2.01 |
1.0% |
86% |
False |
False |
122,392,725 |
120 |
212.97 |
181.92 |
31.05 |
14.8% |
2.16 |
1.0% |
92% |
False |
False |
131,802,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
217.52 |
2.618 |
215.03 |
1.618 |
213.50 |
1.000 |
212.55 |
0.618 |
211.97 |
HIGH |
211.02 |
0.618 |
210.44 |
0.500 |
210.26 |
0.382 |
210.07 |
LOW |
209.49 |
0.618 |
208.54 |
1.000 |
207.96 |
1.618 |
207.01 |
2.618 |
205.48 |
4.250 |
202.99 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
210.36 |
209.92 |
PP |
210.31 |
209.43 |
S1 |
210.26 |
208.95 |
|