| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,095.69 |
2,070.96 |
-24.73 |
-1.2% |
2,080.98 |
| High |
2,096.17 |
2,070.96 |
-25.21 |
-1.2% |
2,105.35 |
| Low |
2,070.53 |
2,035.73 |
-34.80 |
-1.7% |
2,052.09 |
| Close |
2,079.61 |
2,035.73 |
-43.88 |
-2.1% |
2,091.54 |
| Range |
25.64 |
35.23 |
9.59 |
37.4% |
53.26 |
| ATR |
19.97 |
21.68 |
1.71 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.16 |
2,129.68 |
2,055.11 |
|
| R3 |
2,117.93 |
2,094.45 |
2,045.42 |
|
| R2 |
2,082.70 |
2,082.70 |
2,042.19 |
|
| R1 |
2,059.22 |
2,059.22 |
2,038.96 |
2,053.35 |
| PP |
2,047.47 |
2,047.47 |
2,047.47 |
2,044.54 |
| S1 |
2,023.99 |
2,023.99 |
2,032.50 |
2,018.12 |
| S2 |
2,012.24 |
2,012.24 |
2,029.27 |
|
| S3 |
1,977.01 |
1,988.76 |
2,026.04 |
|
| S4 |
1,941.78 |
1,953.53 |
2,016.35 |
|
|
| 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 |
2,103.46 |
2,035.73 |
67.73 |
3.3% |
21.12 |
1.0% |
0% |
False |
True |
|
| 10 |
2,105.35 |
2,035.73 |
69.62 |
3.4% |
22.25 |
1.1% |
0% |
False |
True |
|
| 20 |
2,114.23 |
2,035.73 |
78.50 |
3.9% |
20.71 |
1.0% |
0% |
False |
True |
|
| 40 |
2,132.82 |
2,035.73 |
97.09 |
4.8% |
19.59 |
1.0% |
0% |
False |
True |
|
| 60 |
2,132.82 |
2,035.73 |
97.09 |
4.8% |
18.37 |
0.9% |
0% |
False |
True |
|
| 80 |
2,134.71 |
2,035.73 |
98.98 |
4.9% |
18.14 |
0.9% |
0% |
False |
True |
|
| 100 |
2,134.71 |
2,035.73 |
98.98 |
4.9% |
17.95 |
0.9% |
0% |
False |
True |
|
| 120 |
2,134.71 |
2,035.73 |
98.98 |
4.9% |
18.51 |
0.9% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.69 |
|
2.618 |
2,163.19 |
|
1.618 |
2,127.96 |
|
1.000 |
2,106.19 |
|
0.618 |
2,092.73 |
|
HIGH |
2,070.96 |
|
0.618 |
2,057.50 |
|
0.500 |
2,053.35 |
|
0.382 |
2,049.19 |
|
LOW |
2,035.73 |
|
0.618 |
2,013.96 |
|
1.000 |
2,000.50 |
|
1.618 |
1,978.73 |
|
2.618 |
1,943.50 |
|
4.250 |
1,886.00 |
|
|