| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,207.68 |
4,267.34 |
59.66 |
1.4% |
3,847.12 |
| High |
4,256.23 |
4,300.30 |
44.07 |
1.0% |
4,340.70 |
| Low |
4,166.08 |
4,222.38 |
56.30 |
1.4% |
3,787.23 |
| Close |
4,256.23 |
4,234.65 |
-21.58 |
-0.5% |
4,329.12 |
| Range |
90.15 |
77.92 |
-12.23 |
-13.6% |
553.47 |
| ATR |
106.59 |
104.54 |
-2.05 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,486.20 |
4,438.35 |
4,277.51 |
|
| R3 |
4,408.28 |
4,360.43 |
4,256.08 |
|
| R2 |
4,330.36 |
4,330.36 |
4,248.94 |
|
| R1 |
4,282.51 |
4,282.51 |
4,241.79 |
4,267.48 |
| PP |
4,252.44 |
4,252.44 |
4,252.44 |
4,244.93 |
| S1 |
4,204.59 |
4,204.59 |
4,227.51 |
4,189.56 |
| S2 |
4,174.52 |
4,174.52 |
4,220.36 |
|
| S3 |
4,096.60 |
4,126.67 |
4,213.22 |
|
| S4 |
4,018.68 |
4,048.75 |
4,191.79 |
|
|
| 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 |
5.2% |
76.67 |
1.8% |
52% |
False |
False |
|
| 10 |
4,361.32 |
3,787.23 |
574.09 |
13.6% |
142.42 |
3.4% |
78% |
False |
False |
|
| 20 |
4,583.63 |
3,787.23 |
796.40 |
18.8% |
100.20 |
2.4% |
56% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.4% |
73.22 |
1.7% |
49% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.4% |
63.50 |
1.5% |
49% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.4% |
58.42 |
1.4% |
49% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.4% |
55.89 |
1.3% |
49% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.4% |
53.99 |
1.3% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,631.46 |
|
2.618 |
4,504.29 |
|
1.618 |
4,426.37 |
|
1.000 |
4,378.22 |
|
0.618 |
4,348.45 |
|
HIGH |
4,300.30 |
|
0.618 |
4,270.53 |
|
0.500 |
4,261.34 |
|
0.382 |
4,252.15 |
|
LOW |
4,222.38 |
|
0.618 |
4,174.23 |
|
1.000 |
4,144.46 |
|
1.618 |
4,096.31 |
|
2.618 |
4,018.39 |
|
4.250 |
3,891.22 |
|
|