| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,177.94 |
4,207.68 |
29.74 |
0.7% |
3,847.12 |
| High |
4,229.31 |
4,256.23 |
26.92 |
0.6% |
4,340.70 |
| Low |
4,121.83 |
4,166.08 |
44.25 |
1.1% |
3,787.23 |
| Close |
4,142.63 |
4,256.23 |
113.60 |
2.7% |
4,329.12 |
| Range |
107.48 |
90.15 |
-17.33 |
-16.1% |
553.47 |
| ATR |
106.05 |
106.59 |
0.54 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,496.63 |
4,466.58 |
4,305.81 |
|
| R3 |
4,406.48 |
4,376.43 |
4,281.02 |
|
| R2 |
4,316.33 |
4,316.33 |
4,272.76 |
|
| R1 |
4,286.28 |
4,286.28 |
4,264.49 |
4,301.31 |
| PP |
4,226.18 |
4,226.18 |
4,226.18 |
4,233.69 |
| S1 |
4,196.13 |
4,196.13 |
4,247.97 |
4,211.16 |
| S2 |
4,136.03 |
4,136.03 |
4,239.70 |
|
| S3 |
4,045.88 |
4,105.98 |
4,231.44 |
|
| S4 |
3,955.73 |
4,015.83 |
4,206.65 |
|
|
| 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 |
4,121.83 |
218.87 |
5.1% |
80.65 |
1.9% |
61% |
False |
False |
|
| 10 |
4,484.36 |
3,787.23 |
697.13 |
16.4% |
144.55 |
3.4% |
67% |
False |
False |
|
| 20 |
4,612.62 |
3,787.23 |
825.39 |
19.4% |
101.52 |
2.4% |
57% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.3% |
72.85 |
1.7% |
52% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.3% |
63.24 |
1.5% |
52% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.3% |
58.20 |
1.4% |
52% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.3% |
55.55 |
1.3% |
52% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.3% |
53.71 |
1.3% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,639.37 |
|
2.618 |
4,492.24 |
|
1.618 |
4,402.09 |
|
1.000 |
4,346.38 |
|
0.618 |
4,311.94 |
|
HIGH |
4,256.23 |
|
0.618 |
4,221.79 |
|
0.500 |
4,211.16 |
|
0.382 |
4,200.52 |
|
LOW |
4,166.08 |
|
0.618 |
4,110.37 |
|
1.000 |
4,075.93 |
|
1.618 |
4,020.22 |
|
2.618 |
3,930.07 |
|
4.250 |
3,782.94 |
|
|