| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,086.19 |
2,082.04 |
-4.15 |
-0.2% |
2,080.98 |
| High |
2,092.92 |
2,092.44 |
-0.48 |
0.0% |
2,105.35 |
| Low |
2,078.26 |
2,080.61 |
2.35 |
0.1% |
2,052.09 |
| Close |
2,083.39 |
2,091.54 |
8.15 |
0.4% |
2,091.54 |
| Range |
14.66 |
11.83 |
-2.83 |
-19.3% |
53.26 |
| ATR |
20.63 |
20.00 |
-0.63 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.69 |
2,119.44 |
2,098.05 |
|
| R3 |
2,111.86 |
2,107.61 |
2,094.79 |
|
| R2 |
2,100.03 |
2,100.03 |
2,093.71 |
|
| R1 |
2,095.78 |
2,095.78 |
2,092.62 |
2,097.91 |
| PP |
2,088.20 |
2,088.20 |
2,088.20 |
2,089.26 |
| S1 |
2,083.95 |
2,083.95 |
2,090.46 |
2,086.08 |
| S2 |
2,076.37 |
2,076.37 |
2,089.37 |
|
| S3 |
2,064.54 |
2,072.12 |
2,088.29 |
|
| S4 |
2,052.71 |
2,060.29 |
2,085.03 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.77 |
2,220.42 |
2,120.83 |
|
| R3 |
2,189.51 |
2,167.16 |
2,106.19 |
|
| R2 |
2,136.25 |
2,136.25 |
2,101.30 |
|
| R1 |
2,113.90 |
2,113.90 |
2,096.42 |
2,125.08 |
| PP |
2,082.99 |
2,082.99 |
2,082.99 |
2,088.58 |
| S1 |
2,060.64 |
2,060.64 |
2,086.66 |
2,071.82 |
| S2 |
2,029.73 |
2,029.73 |
2,081.78 |
|
| S3 |
1,976.47 |
2,007.38 |
2,076.89 |
|
| S4 |
1,923.21 |
1,954.12 |
2,062.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.35 |
2,052.09 |
53.26 |
2.5% |
22.80 |
1.1% |
74% |
False |
False |
|
| 10 |
2,112.66 |
2,052.09 |
60.57 |
2.9% |
20.62 |
1.0% |
65% |
False |
False |
|
| 20 |
2,132.82 |
2,052.09 |
80.73 |
3.9% |
18.47 |
0.9% |
49% |
False |
False |
|
| 40 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
18.61 |
0.9% |
54% |
False |
False |
|
| 60 |
2,134.28 |
2,044.02 |
90.26 |
4.3% |
17.89 |
0.9% |
53% |
False |
False |
|
| 80 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.78 |
0.9% |
52% |
False |
False |
|
| 100 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.94 |
0.9% |
52% |
False |
False |
|
| 120 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
18.08 |
0.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.72 |
|
2.618 |
2,123.41 |
|
1.618 |
2,111.58 |
|
1.000 |
2,104.27 |
|
0.618 |
2,099.75 |
|
HIGH |
2,092.44 |
|
0.618 |
2,087.92 |
|
0.500 |
2,086.53 |
|
0.382 |
2,085.13 |
|
LOW |
2,080.61 |
|
0.618 |
2,073.30 |
|
1.000 |
2,068.78 |
|
1.618 |
2,061.47 |
|
2.618 |
2,049.64 |
|
4.250 |
2,030.33 |
|
|