| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,299.88 |
4,177.94 |
-121.94 |
-2.8% |
3,847.12 |
| High |
4,324.74 |
4,229.31 |
-95.43 |
-2.2% |
4,340.70 |
| Low |
4,262.09 |
4,121.83 |
-140.26 |
-3.3% |
3,787.23 |
| Close |
4,274.58 |
4,142.63 |
-131.95 |
-3.1% |
4,329.12 |
| Range |
62.65 |
107.48 |
44.83 |
71.6% |
553.47 |
| ATR |
102.45 |
106.05 |
3.59 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,487.03 |
4,422.31 |
4,201.74 |
|
| R3 |
4,379.55 |
4,314.83 |
4,172.19 |
|
| R2 |
4,272.07 |
4,272.07 |
4,162.33 |
|
| R1 |
4,207.35 |
4,207.35 |
4,152.48 |
4,185.97 |
| PP |
4,164.59 |
4,164.59 |
4,164.59 |
4,153.90 |
| S1 |
4,099.87 |
4,099.87 |
4,132.78 |
4,078.49 |
| S2 |
4,057.11 |
4,057.11 |
4,122.93 |
|
| S3 |
3,949.63 |
3,992.39 |
4,113.07 |
|
| S4 |
3,842.15 |
3,884.91 |
4,083.52 |
|
|
| 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 |
4,052.54 |
288.16 |
7.0% |
97.69 |
2.4% |
31% |
False |
False |
|
| 10 |
4,550.67 |
3,787.23 |
763.44 |
18.4% |
141.99 |
3.4% |
47% |
False |
False |
|
| 20 |
4,634.70 |
3,787.23 |
847.47 |
20.5% |
99.24 |
2.4% |
42% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.9% |
72.01 |
1.7% |
39% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.9% |
62.56 |
1.5% |
39% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.9% |
57.47 |
1.4% |
39% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.9% |
55.06 |
1.3% |
39% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.9% |
53.45 |
1.3% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,686.10 |
|
2.618 |
4,510.69 |
|
1.618 |
4,403.21 |
|
1.000 |
4,336.79 |
|
0.618 |
4,295.73 |
|
HIGH |
4,229.31 |
|
0.618 |
4,188.25 |
|
0.500 |
4,175.57 |
|
0.382 |
4,162.89 |
|
LOW |
4,121.83 |
|
0.618 |
4,055.41 |
|
1.000 |
4,014.35 |
|
1.618 |
3,947.93 |
|
2.618 |
3,840.45 |
|
4.250 |
3,665.04 |
|
|