| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,553.5 |
11,210.0 |
-343.5 |
-3.0% |
11,312.5 |
| High |
11,566.0 |
11,210.0 |
-356.0 |
-3.1% |
11,670.5 |
| Low |
11,273.0 |
10,898.0 |
-375.0 |
-3.3% |
11,261.5 |
| Close |
11,292.0 |
10,950.0 |
-342.0 |
-3.0% |
11,499.0 |
| Range |
293.0 |
312.0 |
19.0 |
6.5% |
409.0 |
| ATR |
192.4 |
206.8 |
14.4 |
7.5% |
0.0 |
| Volume |
1,178 |
419 |
-759 |
-64.4% |
793 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,955.3 |
11,764.7 |
11,121.6 |
|
| R3 |
11,643.3 |
11,452.7 |
11,035.8 |
|
| R2 |
11,331.3 |
11,331.3 |
11,007.2 |
|
| R1 |
11,140.7 |
11,140.7 |
10,978.6 |
11,080.0 |
| PP |
11,019.3 |
11,019.3 |
11,019.3 |
10,989.0 |
| S1 |
10,828.7 |
10,828.7 |
10,921.4 |
10,768.0 |
| S2 |
10,707.3 |
10,707.3 |
10,892.8 |
|
| S3 |
10,395.3 |
10,516.7 |
10,864.2 |
|
| S4 |
10,083.3 |
10,204.7 |
10,778.4 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.0 |
12,510.5 |
11,724.0 |
|
| R3 |
12,295.0 |
12,101.5 |
11,611.5 |
|
| R2 |
11,886.0 |
11,886.0 |
11,574.0 |
|
| R1 |
11,692.5 |
11,692.5 |
11,536.5 |
11,789.3 |
| PP |
11,477.0 |
11,477.0 |
11,477.0 |
11,525.4 |
| S1 |
11,283.5 |
11,283.5 |
11,461.5 |
11,380.3 |
| S2 |
11,068.0 |
11,068.0 |
11,424.0 |
|
| S3 |
10,659.0 |
10,874.5 |
11,386.5 |
|
| S4 |
10,250.0 |
10,465.5 |
11,274.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,670.5 |
10,898.0 |
772.5 |
7.1% |
203.1 |
1.9% |
7% |
False |
True |
378 |
| 10 |
11,670.5 |
10,898.0 |
772.5 |
7.1% |
178.9 |
1.6% |
7% |
False |
True |
285 |
| 20 |
11,811.0 |
10,898.0 |
913.0 |
8.3% |
171.8 |
1.6% |
6% |
False |
True |
389 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.5% |
198.4 |
1.8% |
25% |
False |
False |
368 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
11.3% |
190.1 |
1.7% |
23% |
False |
False |
303 |
| 80 |
12,097.0 |
10,661.0 |
1,436.0 |
13.1% |
195.8 |
1.8% |
20% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,536.0 |
|
2.618 |
12,026.8 |
|
1.618 |
11,714.8 |
|
1.000 |
11,522.0 |
|
0.618 |
11,402.8 |
|
HIGH |
11,210.0 |
|
0.618 |
11,090.8 |
|
0.500 |
11,054.0 |
|
0.382 |
11,017.2 |
|
LOW |
10,898.0 |
|
0.618 |
10,705.2 |
|
1.000 |
10,586.0 |
|
1.618 |
10,393.2 |
|
2.618 |
10,081.2 |
|
4.250 |
9,572.0 |
|
|