| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,267.34 |
4,175.62 |
-91.72 |
-2.1% |
4,299.88 |
| High |
4,300.30 |
4,210.81 |
-89.49 |
-2.1% |
4,324.74 |
| Low |
4,222.38 |
4,160.43 |
-61.95 |
-1.5% |
4,121.83 |
| Close |
4,234.65 |
4,184.72 |
-49.93 |
-1.2% |
4,184.72 |
| Range |
77.92 |
50.38 |
-27.54 |
-35.3% |
202.91 |
| ATR |
104.54 |
102.37 |
-2.17 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,336.46 |
4,310.97 |
4,212.43 |
|
| R3 |
4,286.08 |
4,260.59 |
4,198.57 |
|
| R2 |
4,235.70 |
4,235.70 |
4,193.96 |
|
| R1 |
4,210.21 |
4,210.21 |
4,189.34 |
4,222.96 |
| PP |
4,185.32 |
4,185.32 |
4,185.32 |
4,191.69 |
| S1 |
4,159.83 |
4,159.83 |
4,180.10 |
4,172.58 |
| S2 |
4,134.94 |
4,134.94 |
4,175.48 |
|
| S3 |
4,084.56 |
4,109.45 |
4,170.87 |
|
| S4 |
4,034.18 |
4,059.07 |
4,157.01 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,819.16 |
4,704.85 |
4,296.32 |
|
| R3 |
4,616.25 |
4,501.94 |
4,240.52 |
|
| R2 |
4,413.34 |
4,413.34 |
4,221.92 |
|
| R1 |
4,299.03 |
4,299.03 |
4,203.32 |
4,254.73 |
| PP |
4,210.43 |
4,210.43 |
4,210.43 |
4,188.28 |
| S1 |
4,096.12 |
4,096.12 |
4,166.12 |
4,051.82 |
| S2 |
4,007.52 |
4,007.52 |
4,147.52 |
|
| S3 |
3,804.61 |
3,893.21 |
4,128.92 |
|
| S4 |
3,601.70 |
3,690.30 |
4,073.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,324.74 |
4,121.83 |
202.91 |
4.8% |
77.72 |
1.9% |
31% |
False |
False |
|
| 10 |
4,340.70 |
3,787.23 |
553.47 |
13.2% |
131.05 |
3.1% |
72% |
False |
False |
|
| 20 |
4,583.63 |
3,787.23 |
796.40 |
19.0% |
100.37 |
2.4% |
50% |
False |
False |
|
| 40 |
4,694.13 |
3,787.23 |
906.90 |
21.7% |
73.48 |
1.8% |
44% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.7% |
63.88 |
1.5% |
44% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.7% |
58.56 |
1.4% |
44% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.7% |
56.11 |
1.3% |
44% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.7% |
54.12 |
1.3% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,424.93 |
|
2.618 |
4,342.70 |
|
1.618 |
4,292.32 |
|
1.000 |
4,261.19 |
|
0.618 |
4,241.94 |
|
HIGH |
4,210.81 |
|
0.618 |
4,191.56 |
|
0.500 |
4,185.62 |
|
0.382 |
4,179.68 |
|
LOW |
4,160.43 |
|
0.618 |
4,129.30 |
|
1.000 |
4,110.05 |
|
1.618 |
4,078.92 |
|
2.618 |
4,028.54 |
|
4.250 |
3,946.32 |
|
|