| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
4,187.28 |
4,141.82 |
-45.46 |
-1.1% |
4,516.88 |
| High |
4,207.38 |
4,227.86 |
20.48 |
0.5% |
4,568.59 |
| Low |
4,016.32 |
4,052.54 |
36.22 |
0.9% |
4,197.27 |
| Close |
4,016.32 |
4,219.60 |
203.28 |
5.1% |
4,197.27 |
| Range |
191.06 |
175.32 |
-15.74 |
-8.2% |
371.32 |
| ATR |
102.00 |
109.83 |
7.82 |
7.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,692.63 |
4,631.43 |
4,316.03 |
|
| R3 |
4,517.31 |
4,456.11 |
4,267.81 |
|
| R2 |
4,341.99 |
4,341.99 |
4,251.74 |
|
| R1 |
4,280.79 |
4,280.79 |
4,235.67 |
4,311.39 |
| PP |
4,166.67 |
4,166.67 |
4,166.67 |
4,181.97 |
| S1 |
4,105.47 |
4,105.47 |
4,203.53 |
4,136.07 |
| S2 |
3,991.35 |
3,991.35 |
4,187.46 |
|
| S3 |
3,816.03 |
3,930.15 |
4,171.39 |
|
| S4 |
3,640.71 |
3,754.83 |
4,123.17 |
|
|
| 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 |
4,484.36 |
3,787.23 |
697.13 |
16.5% |
208.44 |
4.9% |
62% |
False |
False |
|
| 10 |
4,568.59 |
3,787.23 |
781.36 |
18.5% |
126.76 |
3.0% |
55% |
False |
False |
|
| 20 |
4,634.70 |
3,787.23 |
847.47 |
20.1% |
93.00 |
2.2% |
51% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.5% |
69.32 |
1.6% |
48% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.5% |
60.23 |
1.4% |
48% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.5% |
56.18 |
1.3% |
48% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.5% |
53.39 |
1.3% |
48% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.5% |
52.19 |
1.2% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,972.97 |
|
2.618 |
4,686.85 |
|
1.618 |
4,511.53 |
|
1.000 |
4,403.18 |
|
0.618 |
4,336.21 |
|
HIGH |
4,227.86 |
|
0.618 |
4,160.89 |
|
0.500 |
4,140.20 |
|
0.382 |
4,119.51 |
|
LOW |
4,052.54 |
|
0.618 |
3,944.19 |
|
1.000 |
3,877.22 |
|
1.618 |
3,768.87 |
|
2.618 |
3,593.55 |
|
4.250 |
3,307.43 |
|
|