| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
4,307.05 |
4,299.88 |
-7.17 |
-0.2% |
3,847.12 |
| High |
4,340.70 |
4,324.74 |
-15.96 |
-0.4% |
4,340.70 |
| Low |
4,295.56 |
4,262.09 |
-33.47 |
-0.8% |
3,787.23 |
| Close |
4,329.12 |
4,274.58 |
-54.54 |
-1.3% |
4,329.12 |
| Range |
45.14 |
62.65 |
17.51 |
38.8% |
553.47 |
| ATR |
105.18 |
102.45 |
-2.72 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,475.09 |
4,437.48 |
4,309.04 |
|
| R3 |
4,412.44 |
4,374.83 |
4,291.81 |
|
| R2 |
4,349.79 |
4,349.79 |
4,286.07 |
|
| R1 |
4,312.18 |
4,312.18 |
4,280.32 |
4,299.66 |
| PP |
4,287.14 |
4,287.14 |
4,287.14 |
4,280.88 |
| S1 |
4,249.53 |
4,249.53 |
4,268.84 |
4,237.01 |
| S2 |
4,224.49 |
4,224.49 |
4,263.09 |
|
| S3 |
4,161.84 |
4,186.88 |
4,257.35 |
|
| S4 |
4,099.19 |
4,124.23 |
4,240.12 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,812.76 |
5,624.41 |
4,633.53 |
|
| R3 |
5,259.29 |
5,070.94 |
4,481.32 |
|
| R2 |
4,705.82 |
4,705.82 |
4,430.59 |
|
| R1 |
4,517.47 |
4,517.47 |
4,379.85 |
4,611.65 |
| PP |
4,152.35 |
4,152.35 |
4,152.35 |
4,199.44 |
| S1 |
3,964.00 |
3,964.00 |
4,278.39 |
4,058.18 |
| S2 |
3,598.88 |
3,598.88 |
4,227.65 |
|
| S3 |
3,045.41 |
3,410.53 |
4,176.92 |
|
| S4 |
2,491.94 |
2,857.06 |
4,024.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,340.70 |
4,016.32 |
324.38 |
7.6% |
114.40 |
2.7% |
80% |
False |
False |
|
| 10 |
4,562.15 |
3,787.23 |
774.92 |
18.1% |
133.85 |
3.1% |
63% |
False |
False |
|
| 20 |
4,634.70 |
3,787.23 |
847.47 |
19.8% |
95.49 |
2.2% |
58% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.2% |
71.59 |
1.7% |
54% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.2% |
61.67 |
1.4% |
54% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.2% |
56.43 |
1.3% |
54% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.2% |
54.27 |
1.3% |
54% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.2% |
52.87 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,591.00 |
|
2.618 |
4,488.76 |
|
1.618 |
4,426.11 |
|
1.000 |
4,387.39 |
|
0.618 |
4,363.46 |
|
HIGH |
4,324.74 |
|
0.618 |
4,300.81 |
|
0.500 |
4,293.42 |
|
0.382 |
4,286.02 |
|
LOW |
4,262.09 |
|
0.618 |
4,223.37 |
|
1.000 |
4,199.44 |
|
1.618 |
4,160.72 |
|
2.618 |
4,098.07 |
|
4.250 |
3,995.83 |
|
|