| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,552.0 |
11,553.5 |
1.5 |
0.0% |
11,312.5 |
| High |
11,615.0 |
11,566.0 |
-49.0 |
-0.4% |
11,670.5 |
| Low |
11,449.5 |
11,273.0 |
-176.5 |
-1.5% |
11,261.5 |
| Close |
11,604.0 |
11,292.0 |
-312.0 |
-2.7% |
11,499.0 |
| Range |
165.5 |
293.0 |
127.5 |
77.0% |
409.0 |
| ATR |
181.7 |
192.4 |
10.7 |
5.9% |
0.0 |
| Volume |
106 |
1,178 |
1,072 |
1,011.3% |
793 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,256.0 |
12,067.0 |
11,453.2 |
|
| R3 |
11,963.0 |
11,774.0 |
11,372.6 |
|
| R2 |
11,670.0 |
11,670.0 |
11,345.7 |
|
| R1 |
11,481.0 |
11,481.0 |
11,318.9 |
11,429.0 |
| PP |
11,377.0 |
11,377.0 |
11,377.0 |
11,351.0 |
| S1 |
11,188.0 |
11,188.0 |
11,265.1 |
11,136.0 |
| S2 |
11,084.0 |
11,084.0 |
11,238.3 |
|
| S3 |
10,791.0 |
10,895.0 |
11,211.4 |
|
| S4 |
10,498.0 |
10,602.0 |
11,130.9 |
|
|
| 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 |
11,273.0 |
397.5 |
3.5% |
175.1 |
1.6% |
5% |
False |
True |
341 |
| 10 |
11,670.5 |
11,145.0 |
525.5 |
4.7% |
161.2 |
1.4% |
28% |
False |
False |
439 |
| 20 |
11,811.0 |
11,039.0 |
772.0 |
6.8% |
160.3 |
1.4% |
33% |
False |
False |
375 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.2% |
196.4 |
1.7% |
55% |
False |
False |
398 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
11.0% |
186.9 |
1.7% |
51% |
False |
False |
297 |
| 80 |
12,097.0 |
10,661.0 |
1,436.0 |
12.7% |
194.3 |
1.7% |
44% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,811.3 |
|
2.618 |
12,333.1 |
|
1.618 |
12,040.1 |
|
1.000 |
11,859.0 |
|
0.618 |
11,747.1 |
|
HIGH |
11,566.0 |
|
0.618 |
11,454.1 |
|
0.500 |
11,419.5 |
|
0.382 |
11,384.9 |
|
LOW |
11,273.0 |
|
0.618 |
11,091.9 |
|
1.000 |
10,980.0 |
|
1.618 |
10,798.9 |
|
2.618 |
10,505.9 |
|
4.250 |
10,027.8 |
|
|