| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
4,467.79 |
4,313.19 |
-154.60 |
-3.5% |
4,516.88 |
| High |
4,484.36 |
4,361.32 |
-123.04 |
-2.7% |
4,568.59 |
| Low |
4,385.13 |
4,197.27 |
-187.86 |
-4.3% |
4,197.27 |
| Close |
4,385.13 |
4,197.27 |
-187.86 |
-4.3% |
4,197.27 |
| Range |
99.23 |
164.05 |
64.82 |
65.3% |
371.32 |
| ATR |
61.73 |
70.74 |
9.01 |
14.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,744.10 |
4,634.74 |
4,287.50 |
|
| R3 |
4,580.05 |
4,470.69 |
4,242.38 |
|
| R2 |
4,416.00 |
4,416.00 |
4,227.35 |
|
| R1 |
4,306.64 |
4,306.64 |
4,212.31 |
4,279.30 |
| PP |
4,251.95 |
4,251.95 |
4,251.95 |
4,238.28 |
| S1 |
4,142.59 |
4,142.59 |
4,182.23 |
4,115.25 |
| S2 |
4,087.90 |
4,087.90 |
4,167.19 |
|
| S3 |
3,923.85 |
3,978.54 |
4,152.16 |
|
| S4 |
3,759.80 |
3,814.49 |
4,107.04 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,435.00 |
5,187.46 |
4,401.50 |
|
| R3 |
5,063.68 |
4,816.14 |
4,299.38 |
|
| R2 |
4,692.36 |
4,692.36 |
4,265.35 |
|
| R1 |
4,444.82 |
4,444.82 |
4,231.31 |
4,382.93 |
| PP |
4,321.04 |
4,321.04 |
4,321.04 |
4,290.10 |
| S1 |
4,073.50 |
4,073.50 |
4,163.23 |
4,011.61 |
| S2 |
3,949.72 |
3,949.72 |
4,129.19 |
|
| S3 |
3,578.40 |
3,702.18 |
4,095.16 |
|
| S4 |
3,207.08 |
3,330.86 |
3,993.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,568.59 |
4,197.27 |
371.32 |
8.8% |
82.91 |
2.0% |
0% |
False |
True |
|
| 10 |
4,583.63 |
4,197.27 |
386.36 |
9.2% |
69.69 |
1.7% |
0% |
False |
True |
|
| 20 |
4,634.70 |
4,197.27 |
437.43 |
10.4% |
60.89 |
1.5% |
0% |
False |
True |
|
| 40 |
4,694.13 |
4,197.27 |
496.86 |
11.8% |
54.25 |
1.3% |
0% |
False |
True |
|
| 60 |
4,694.13 |
4,197.27 |
496.86 |
11.8% |
49.44 |
1.2% |
0% |
False |
True |
|
| 80 |
4,694.13 |
4,197.27 |
496.86 |
11.8% |
48.42 |
1.2% |
0% |
False |
True |
|
| 100 |
4,694.13 |
4,197.27 |
496.86 |
11.8% |
47.14 |
1.1% |
0% |
False |
True |
|
| 120 |
4,694.13 |
4,197.27 |
496.86 |
11.8% |
46.75 |
1.1% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,058.53 |
|
2.618 |
4,790.80 |
|
1.618 |
4,626.75 |
|
1.000 |
4,525.37 |
|
0.618 |
4,462.70 |
|
HIGH |
4,361.32 |
|
0.618 |
4,298.65 |
|
0.500 |
4,279.30 |
|
0.382 |
4,259.94 |
|
LOW |
4,197.27 |
|
0.618 |
4,095.89 |
|
1.000 |
4,033.22 |
|
1.618 |
3,931.84 |
|
2.618 |
3,767.79 |
|
4.250 |
3,500.06 |
|
|