| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,815.5 |
10,639.0 |
-176.5 |
-1.6% |
11,582.0 |
| High |
10,834.0 |
10,659.0 |
-175.0 |
-1.6% |
11,622.0 |
| Low |
10,700.0 |
10,335.0 |
-365.0 |
-3.4% |
10,954.0 |
| Close |
10,706.0 |
10,450.0 |
-256.0 |
-2.4% |
11,012.0 |
| Range |
134.0 |
324.0 |
190.0 |
141.8% |
668.0 |
| ATR |
154.7 |
170.1 |
15.5 |
10.0% |
0.0 |
| Volume |
19 |
13 |
-6 |
-31.6% |
153 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,453.3 |
11,275.7 |
10,628.2 |
|
| R3 |
11,129.3 |
10,951.7 |
10,539.1 |
|
| R2 |
10,805.3 |
10,805.3 |
10,509.4 |
|
| R1 |
10,627.7 |
10,627.7 |
10,479.7 |
10,554.5 |
| PP |
10,481.3 |
10,481.3 |
10,481.3 |
10,444.8 |
| S1 |
10,303.7 |
10,303.7 |
10,420.3 |
10,230.5 |
| S2 |
10,157.3 |
10,157.3 |
10,390.6 |
|
| S3 |
9,833.3 |
9,979.7 |
10,360.9 |
|
| S4 |
9,509.3 |
9,655.7 |
10,271.8 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,200.0 |
12,774.0 |
11,379.4 |
|
| R3 |
12,532.0 |
12,106.0 |
11,195.7 |
|
| R2 |
11,864.0 |
11,864.0 |
11,134.5 |
|
| R1 |
11,438.0 |
11,438.0 |
11,073.2 |
11,317.0 |
| PP |
11,196.0 |
11,196.0 |
11,196.0 |
11,135.5 |
| S1 |
10,770.0 |
10,770.0 |
10,950.8 |
10,649.0 |
| S2 |
10,528.0 |
10,528.0 |
10,889.5 |
|
| S3 |
9,860.0 |
10,102.0 |
10,828.3 |
|
| S4 |
9,192.0 |
9,434.0 |
10,644.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,100.0 |
10,335.0 |
765.0 |
7.3% |
167.8 |
1.6% |
15% |
False |
True |
18 |
| 10 |
11,622.0 |
10,335.0 |
1,287.0 |
12.3% |
149.5 |
1.4% |
9% |
False |
True |
22 |
| 20 |
11,674.5 |
10,335.0 |
1,339.5 |
12.8% |
116.3 |
1.1% |
9% |
False |
True |
16 |
| 40 |
11,810.0 |
10,335.0 |
1,475.0 |
14.1% |
83.8 |
0.8% |
8% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,036.0 |
|
2.618 |
11,507.2 |
|
1.618 |
11,183.2 |
|
1.000 |
10,983.0 |
|
0.618 |
10,859.2 |
|
HIGH |
10,659.0 |
|
0.618 |
10,535.2 |
|
0.500 |
10,497.0 |
|
0.382 |
10,458.8 |
|
LOW |
10,335.0 |
|
0.618 |
10,134.8 |
|
1.000 |
10,011.0 |
|
1.618 |
9,810.8 |
|
2.618 |
9,486.8 |
|
4.250 |
8,958.0 |
|
|